JEPIX vs. SCHD
Compare and contrast key facts about JPMorgan Equity Premium Income Fund Class I (JEPIX) and Schwab US Dividend Equity ETF (SCHD).
JEPIX is managed by JPMorgan Chase. It was launched on Aug 31, 2018. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JEPIX or SCHD.
Key characteristics
| JEPIX | SCHD | |
|---|---|---|
| YTD Return | 16.13% | 18.08% |
| 1Y Return | 19.94% | 30.78% |
| 3Y Return (Ann) | 8.10% | 7.17% |
| 5Y Return (Ann) | 9.95% | 13.03% |
| Sharpe Ratio | 2.80 | 2.85 |
| Sortino Ratio | 4.05 | 4.10 |
| Omega Ratio | 1.58 | 1.51 |
| Calmar Ratio | 5.11 | 3.16 |
| Martin Ratio | 18.83 | 15.75 |
| Ulcer Index | 1.06% | 2.04% |
| Daily Std Dev | 7.14% | 11.24% |
| Max Drawdown | -32.63% | -33.37% |
| Current Drawdown | -0.13% | 0.00% |
Correlation
The correlation between JEPIX and SCHD is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
JEPIX vs. SCHD - Performance Comparison
In the year-to-date period, JEPIX achieves a 16.13% return, which is significantly lower than SCHD's 18.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JEPIX vs. SCHD - Expense Ratio Comparison
JEPIX has a 0.63% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
JEPIX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income Fund Class I (JEPIX) and Schwab US Dividend Equity ETF (SCHD). 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.
Dividends
JEPIX vs. SCHD - Dividend Comparison
JEPIX's dividend yield for the trailing twelve months is around 6.89%, more than SCHD's 3.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPIX JPMorgan Equity Premium Income Fund Class I | 6.89% | 8.43% | 12.24% | 7.58% | 11.59% | 7.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.35% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
JEPIX vs. SCHD - Drawdown Comparison
The maximum JEPIX drawdown since its inception was -32.63%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for JEPIX and SCHD. For additional features, visit the drawdowns tool.
Volatility
JEPIX vs. SCHD - Volatility Comparison
The current volatility for JPMorgan Equity Premium Income Fund Class I (JEPIX) is 1.85%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.38%. This indicates that JEPIX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.