JEPIX vs. PONPX
Compare and contrast key facts about JPMorgan Equity Premium Income Fund Class I (JEPIX) and PIMCO Income Fund Class I-2 (PONPX).
JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018. PONPX is managed by PIMCO.
Performance
JEPIX vs. PONPX - Performance Comparison
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JEPIX vs. PONPX - 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% |
PONPX PIMCO Income Fund Class I-2 | -1.37% | 10.96% | 5.33% | 9.24% | -9.14% | 2.51% | 5.73% | 7.99% | 1.23% |
Returns By Period
In the year-to-date period, JEPIX achieves a -2.35% return, which is significantly lower than PONPX's -1.37% return.
JEPIX
- 1D
- 0.15%
- 1M
- -7.28%
- YTD
- -2.35%
- 6M
- 0.41%
- 1Y
- 4.98%
- 3Y*
- 8.50%
- 5Y*
- 7.58%
- 10Y*
- —
PONPX
- 1D
- 0.47%
- 1M
- -3.24%
- YTD
- -1.37%
- 6M
- 1.11%
- 1Y
- 5.97%
- 3Y*
- 7.09%
- 5Y*
- 3.28%
- 10Y*
- 4.55%
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JEPIX vs. PONPX - Expense Ratio Comparison
JEPIX has a 0.63% expense ratio, which is lower than PONPX's 0.72% expense ratio.
Return for Risk
JEPIX vs. PONPX — Risk / Return Rank
JEPIX
PONPX
JEPIX vs. PONPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income Fund Class I (JEPIX) and PIMCO Income Fund Class I-2 (PONPX). 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 | PONPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 1.54 | -1.06 |
Sortino ratioReturn per unit of downside risk | 0.78 | 2.21 | -1.43 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.29 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | 1.84 | -1.36 |
Martin ratioReturn relative to average drawdown | 2.28 | 7.43 | -5.15 |
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 | PONPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 1.54 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.70 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 1.82 | -1.35 |
Correlation
The correlation between JEPIX and PONPX is 0.35, 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. PONPX - Dividend Comparison
JEPIX's dividend yield for the trailing twelve months is around 7.69%, more than PONPX's 5.48% 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% |
PONPX PIMCO Income Fund Class I-2 | 5.48% | 5.91% | 6.16% | 6.11% | 4.89% | 3.92% | 4.78% | 5.73% | 5.56% | 5.27% | 5.42% | 7.77% |
Drawdowns
JEPIX vs. PONPX - Drawdown Comparison
The maximum JEPIX drawdown since its inception was -32.63%, which is greater than PONPX's maximum drawdown of -13.41%. Use the drawdown chart below to compare losses from any high point for JEPIX and PONPX.
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Drawdown Indicators
| JEPIX | PONPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.63% | -13.41% | -19.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -3.69% | -6.80% |
Max Drawdown (5Y)Largest decline over 5 years | -13.67% | -13.41% | -0.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -13.41% | — |
Current DrawdownCurrent decline from peak | -7.28% | -3.24% | -4.04% |
Average DrawdownAverage peak-to-trough decline | -3.19% | -1.44% | -1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 0.92% | +1.32% |
Volatility
JEPIX vs. PONPX - Volatility Comparison
JPMorgan Equity Premium Income Fund Class I (JEPIX) has a higher volatility of 3.47% compared to PIMCO Income Fund Class I-2 (PONPX) at 1.88%. This indicates that JEPIX's price experiences larger fluctuations and is considered to be riskier than PONPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPIX | PONPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 1.88% | +1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 6.47% | 2.64% | +3.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.70% | 4.27% | +9.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.39% | 4.75% | +6.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.84% | 4.19% | +10.65% |