JEPIX vs. NIE
Compare and contrast key facts about JPMorgan Equity Premium Income Fund Class I (JEPIX) and Virtus Equity & Convertible Income Fund (NIE).
JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018. NIE is an actively managed fund by Virtus. It was launched on Feb 27, 2007.
Performance
JEPIX vs. NIE - Performance Comparison
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JEPIX vs. NIE - 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% |
NIE Virtus Equity & Convertible Income Fund | -4.30% | 12.15% | 28.64% | 26.71% | -26.73% | 18.89% | 33.78% | 31.09% | -18.86% |
Returns By Period
In the year-to-date period, JEPIX achieves a -2.35% return, which is significantly higher than NIE's -4.30% return.
JEPIX
- 1D
- 0.15%
- 1M
- -7.28%
- YTD
- -2.35%
- 6M
- 0.41%
- 1Y
- 4.98%
- 3Y*
- 8.50%
- 5Y*
- 7.58%
- 10Y*
- —
NIE
- 1D
- 1.88%
- 1M
- -6.11%
- YTD
- -4.30%
- 6M
- -1.10%
- 1Y
- 16.95%
- 3Y*
- 16.50%
- 5Y*
- 8.54%
- 10Y*
- 12.87%
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JEPIX vs. NIE - Expense Ratio Comparison
JEPIX has a 0.63% expense ratio, which is lower than NIE's 1.12% expense ratio.
Return for Risk
JEPIX vs. NIE — Risk / Return Rank
JEPIX
NIE
JEPIX vs. NIE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income Fund Class I (JEPIX) and Virtus Equity & Convertible Income Fund (NIE). 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 | NIE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 0.97 | -0.49 |
Sortino ratioReturn per unit of downside risk | 0.78 | 1.45 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.23 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | 1.33 | -0.84 |
Martin ratioReturn relative to average drawdown | 2.28 | 6.09 | -3.80 |
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 | NIE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 0.97 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.49 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.41 | +0.06 |
Correlation
The correlation between JEPIX and NIE is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JEPIX vs. NIE - Dividend Comparison
JEPIX's dividend yield for the trailing twelve months is around 7.69%, less than NIE's 10.81% 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% |
NIE Virtus Equity & Convertible Income Fund | 10.81% | 10.14% | 8.11% | 9.56% | 21.81% | 10.86% | 5.37% | 6.71% | 8.20% | 7.19% | 8.25% | 8.46% |
Drawdowns
JEPIX vs. NIE - Drawdown Comparison
The maximum JEPIX drawdown since its inception was -32.63%, smaller than the maximum NIE drawdown of -57.90%. Use the drawdown chart below to compare losses from any high point for JEPIX and NIE.
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Drawdown Indicators
| JEPIX | NIE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.63% | -57.90% | +25.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -12.51% | +2.02% |
Max Drawdown (5Y)Largest decline over 5 years | -13.67% | -31.04% | +17.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.99% | — |
Current DrawdownCurrent decline from peak | -7.28% | -7.16% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -3.19% | -8.07% | +4.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 2.73% | -0.49% |
Volatility
JEPIX vs. NIE - Volatility Comparison
The current volatility for JPMorgan Equity Premium Income Fund Class I (JEPIX) is 3.47%, while Virtus Equity & Convertible Income Fund (NIE) has a volatility of 5.04%. This indicates that JEPIX experiences smaller price fluctuations and is considered to be less risky than NIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPIX | NIE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 5.04% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 6.47% | 8.48% | -2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.70% | 17.63% | -3.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.39% | 17.53% | -6.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.84% | 19.71% | -4.87% |