JEPIX vs. SPY
Compare and contrast key facts about JPMorgan Equity Premium Income Fund Class I (JEPIX) and SPDR S&P 500 ETF (SPY).
JEPIX is managed by JPMorgan Chase. It was launched on Aug 31, 2018. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JEPIX or SPY.
Correlation
The correlation between JEPIX and SPY is 0.76, 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. SPY - Performance Comparison
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Key characteristics
JEPIX:
0.40
SPY:
0.68
JEPIX:
0.68
SPY:
1.09
JEPIX:
1.11
SPY:
1.16
JEPIX:
0.45
SPY:
0.73
JEPIX:
1.87
SPY:
2.81
JEPIX:
3.16%
SPY:
4.88%
JEPIX:
14.17%
SPY:
20.30%
JEPIX:
-32.63%
SPY:
-55.19%
JEPIX:
-3.98%
SPY:
-2.66%
Returns By Period
In the year-to-date period, JEPIX achieves a -0.15% return, which is significantly lower than SPY's 1.80% return.
JEPIX
-0.15%
5.61%
-1.65%
5.69%
9.37%
11.46%
N/A
SPY
1.80%
13.00%
1.78%
13.78%
16.84%
16.59%
12.75%
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JEPIX vs. SPY - Expense Ratio Comparison
JEPIX has a 0.63% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
JEPIX vs. SPY — Risk-Adjusted Performance Rank
JEPIX
SPY
JEPIX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income Fund Class I (JEPIX) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
JEPIX vs. SPY - Dividend Comparison
JEPIX's dividend yield for the trailing twelve months is around 7.92%, more than SPY's 1.20% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.92% | 7.20% | 8.43% | 12.24% | 7.58% | 11.59% | 7.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.20% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
JEPIX vs. SPY - Drawdown Comparison
The maximum JEPIX drawdown since its inception was -32.63%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for JEPIX and SPY. For additional features, visit the drawdowns tool.
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Volatility
JEPIX vs. SPY - Volatility Comparison
The current volatility for JPMorgan Equity Premium Income Fund Class I (JEPIX) is 3.83%, while SPDR S&P 500 ETF (SPY) has a volatility of 5.51%. This indicates that JEPIX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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