JEPIX vs. CVCG.L
Compare and contrast key facts about JPMorgan Equity Premium Income Fund Class I (JEPIX) and CVC Income & Growth Limited (CVCG.L).
JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
JEPIX vs. CVCG.L - Performance Comparison
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JEPIX vs. CVCG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JEPIX JPMorgan Equity Premium Income Fund Class I | -2.35% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
CVCG.L CVC Income & Growth Limited | -7.42% | 15.54% | 29.10% | 24.09% | -17.45% | 15.81% | 3.86% | 0.37% | -5.37% |
Different Trading Currencies
JEPIX is traded in USD, while CVCG.L is traded in GBp. To make them comparable, the CVCG.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JEPIX achieves a -2.35% return, which is significantly higher than CVCG.L's -7.42% return.
JEPIX
- 1D
- 0.15%
- 1M
- -7.28%
- YTD
- -2.35%
- 6M
- 0.41%
- 1Y
- 4.98%
- 3Y*
- 8.50%
- 5Y*
- 7.58%
- 10Y*
- —
CVCG.L
- 1D
- 1.28%
- 1M
- -7.76%
- YTD
- -7.42%
- 6M
- -7.44%
- 1Y
- -0.23%
- 3Y*
- 16.44%
- 5Y*
- 8.68%
- 10Y*
- 6.96%
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Return for Risk
JEPIX vs. CVCG.L — Risk / Return Rank
JEPIX
CVCG.L
JEPIX vs. CVCG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income Fund Class I (JEPIX) and CVC Income & Growth Limited (CVCG.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| JEPIX | CVCG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | -0.01 | +0.49 |
Sortino ratioReturn per unit of downside risk | 0.78 | 0.10 | +0.68 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.01 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | -0.02 | +0.51 |
Martin ratioReturn relative to average drawdown | 2.28 | -0.09 | +2.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JEPIX | CVCG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | -0.01 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.40 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.23 | +0.24 |
Correlation
The correlation between JEPIX and CVCG.L is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JEPIX vs. CVCG.L - Dividend Comparison
JEPIX's dividend yield for the trailing twelve months is around 7.69%, less than CVCG.L's 8.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.69% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
CVCG.L CVC Income & Growth Limited | 8.90% | 8.64% | 8.58% | 8.08% | 5.68% | 4.49% | 5.14% | 5.54% | 5.07% | 4.64% | 6.04% | 4.90% |
Drawdowns
JEPIX vs. CVCG.L - Drawdown Comparison
The maximum JEPIX drawdown since its inception was -32.63%, smaller than the maximum CVCG.L drawdown of -52.96%. Use the drawdown chart below to compare losses from any high point for JEPIX and CVCG.L.
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Drawdown Indicators
| JEPIX | CVCG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.63% | -44.77% | +12.14% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -10.61% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -13.67% | -17.08% | +3.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.77% | — |
Current DrawdownCurrent decline from peak | -7.28% | -7.42% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -3.19% | -4.08% | +0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 1.91% | +0.33% |
Volatility
JEPIX vs. CVCG.L - Volatility Comparison
The current volatility for JPMorgan Equity Premium Income Fund Class I (JEPIX) is 3.47%, while CVC Income & Growth Limited (CVCG.L) has a volatility of 10.24%. This indicates that JEPIX experiences smaller price fluctuations and is considered to be less risky than CVCG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPIX | CVCG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 10.24% | -6.77% |
Volatility (6M)Calculated over the trailing 6-month period | 6.47% | 12.70% | -6.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.70% | 16.92% | -3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.39% | 21.63% | -10.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.84% | 25.97% | -11.13% |