JEPIX vs. QYLD

In the year-to-date period, JEPIX achieves a -1.08% return, which is significantly higher than QYLD's -8.21% return.

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JEPIX has a 0.63% expense ratio, which is higher than QYLD's 0.60% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income Fund Class I (JEPIX) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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.

The current JEPIX Sharpe Ratio is 0.36, which is higher than the QYLD Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of JEPIX and QYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JEPIX's dividend yield for the trailing twelve months is around 8.00%, less than QYLD's 13.73% yield.

The maximum JEPIX drawdown since its inception was -32.63%, smaller than the maximum QYLD drawdown of -40.69%. Use the drawdown chart below to compare losses from any high point for JEPIX and QYLD. For additional features, visit the drawdowns tool.

JPMorgan Equity Premium Income Fund Class I (JEPIX) and Global X NASDAQ 100 Covered Call ETF (QYLD) have volatilities of 4.30% and 4.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.