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JEPIX vs. SSHY.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEPIX vs. SSHY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity Premium Income Fund Class I (JEPIX) and PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist (SSHY.L). The values are adjusted to include any dividend payments, if applicable.

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JEPIX vs. SSHY.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEPIX
JEPIX Risk / Return Rank: 2424
Overall Rank
JEPIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
JEPIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
JEPIX Omega Ratio Rank: 2121
Omega Ratio Rank
JEPIX Calmar Ratio Rank: 2727
Calmar Ratio Rank
JEPIX Martin Ratio Rank: 3434
Martin Ratio Rank

SSHY.L
SSHY.L Risk / Return Rank: 3333
Overall Rank
SSHY.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SSHY.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
SSHY.L Omega Ratio Rank: 2727
Omega Ratio Rank
SSHY.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
SSHY.L Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


JEPIXSSHY.LDifference

Sharpe ratio

Return per unit of total volatility

0.51

1.25

-0.74

Sortino ratio

Return per unit of downside risk

0.82

1.78

-0.96

Omega ratio

Gain probability vs. loss probability

1.13

1.23

-0.10

Calmar ratio

Return relative to maximum drawdown

0.82

2.56

-1.75

Martin ratio

Return relative to average drawdown

3.77

10.46

-6.70

JEPIX vs. SSHY.L - Sharpe Ratio Comparison

The current JEPIX Sharpe Ratio is 0.51, which is lower than the SSHY.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of JEPIX and SSHY.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JEPIXSSHY.LDifference

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.


TTM20252024202320222021202020192018201720162015
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


JEPIXSSHY.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.53%

-1.47%

-4.06%

Average Drawdown

Average peak-to-trough decline

-3.19%

-4.33%

+1.14%

Ulcer Index

Depth 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


JEPIXSSHY.LDifference

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%