JEPIX vs. SSHY.L
Compare and contrast key facts about JPMorgan Equity Premium Income Fund Class I (JEPIX) and PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist (SSHY.L).
JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018. SSHY.L is a passively managed fund by PIMCO that tracks the performance of the Bloomberg US Corporate High Yield TR USD. It was launched on Mar 14, 2012.
Performance
JEPIX vs. SSHY.L - Performance Comparison
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JEPIX vs. SSHY.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JEPIX JPMorgan Equity Premium Income Fund Class I | -0.51% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
SSHY.L PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist | -0.22% | 9.05% | 8.33% | 11.07% | -4.83% | 4.74% | 3.41% | 10.94% | -3.70% |
Different Trading Currencies
JEPIX is traded in USD, while SSHY.L is traded in GBP. To make them comparable, the SSHY.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JEPIX achieves a -0.51% return, which is significantly lower than SSHY.L's -0.22% return.
JEPIX
- 1D
- 1.89%
- 1M
- -5.27%
- YTD
- -0.51%
- 6M
- 2.16%
- 1Y
- 6.88%
- 3Y*
- 9.18%
- 5Y*
- 7.91%
- 10Y*
- —
SSHY.L
- 1D
- 0.51%
- 1M
- -0.08%
- YTD
- -0.22%
- 6M
- 1.44%
- 1Y
- 7.29%
- 3Y*
- 8.64%
- 5Y*
- 5.12%
- 10Y*
- 5.79%
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JEPIX vs. SSHY.L - Expense Ratio Comparison
JEPIX has a 0.63% expense ratio, which is higher than SSHY.L's 0.55% expense ratio.
Return for Risk
JEPIX vs. SSHY.L — Risk / Return Rank
JEPIX
SSHY.L
JEPIX vs. SSHY.L - 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 US Short-Term High Yield Corporate Bond Index UCITS ETF Dist (SSHY.L). 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 | SSHY.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 1.25 | -0.74 |
Sortino ratioReturn per unit of downside risk | 0.82 | 1.78 | -0.96 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.23 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 2.56 | -1.75 |
Martin ratioReturn relative to average drawdown | 3.77 | 10.46 | -6.70 |
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 | SSHY.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 1.25 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.77 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.62 | -0.14 |
Correlation
The correlation between JEPIX and SSHY.L is 0.37, 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. SSHY.L - Dividend Comparison
JEPIX's dividend yield for the trailing twelve months is around 7.55%, more than SSHY.L's 7.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.55% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
SSHY.L PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist | 7.02% | 7.33% | 7.48% | 6.52% | 4.86% | 4.47% | 5.24% | 5.27% | 5.10% | 5.48% | 4.92% | 5.11% |
Drawdowns
JEPIX vs. SSHY.L - Drawdown Comparison
The maximum JEPIX drawdown since its inception was -32.63%, which is greater than SSHY.L's maximum drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for JEPIX and SSHY.L.
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Drawdown Indicators
| JEPIX | SSHY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.63% | -15.94% | -16.69% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -4.37% | -6.12% |
Max Drawdown (5Y)Largest decline over 5 years | -13.67% | -10.24% | -3.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.94% | — |
Current DrawdownCurrent decline from peak | -5.53% | -1.47% | -4.06% |
Average DrawdownAverage peak-to-trough decline | -3.19% | -4.33% | +1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 1.41% | +0.86% |
Volatility
JEPIX vs. SSHY.L - Volatility Comparison
JPMorgan Equity Premium Income Fund Class I (JEPIX) has a higher volatility of 4.12% compared to PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist (SSHY.L) at 1.90%. This indicates that JEPIX's price experiences larger fluctuations and is considered to be riskier than SSHY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPIX | SSHY.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 1.90% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 6.74% | 3.65% | +3.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 5.80% | +8.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.41% | 6.63% | +4.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.85% | 7.45% | +7.40% |