JEPIX vs. VHYAX
Compare and contrast key facts about JPMorgan Equity Premium Income Fund Class I (JEPIX) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX).
JEPIX is managed by JPMorgan Chase. It was launched on Aug 31, 2018. VHYAX is managed by Vanguard. It was launched on Feb 7, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JEPIX or VHYAX.
Performance
JEPIX vs. VHYAX - Performance Comparison
Returns By Period
In the year-to-date period, JEPIX achieves a 14.81% return, which is significantly lower than VHYAX's 19.65% return.
JEPIX
14.81%
0.28%
7.68%
17.52%
9.68%
N/A
VHYAX
19.65%
0.54%
10.15%
28.07%
10.88%
N/A
Key characteristics
| JEPIX | VHYAX | |
|---|---|---|
| Sharpe Ratio | 2.44 | 2.63 |
| Sortino Ratio | 3.52 | 3.73 |
| Omega Ratio | 1.49 | 1.48 |
| Calmar Ratio | 4.49 | 5.34 |
| Martin Ratio | 16.33 | 16.79 |
| Ulcer Index | 1.07% | 1.66% |
| Daily Std Dev | 7.16% | 10.56% |
| Max Drawdown | -32.63% | -35.14% |
| Current Drawdown | -1.27% | -1.47% |
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JEPIX vs. VHYAX - Expense Ratio Comparison
JEPIX has a 0.63% expense ratio, which is higher than VHYAX's 0.08% expense ratio.
Correlation
The correlation between JEPIX and VHYAX is 0.77, 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.
Risk-Adjusted Performance
JEPIX vs. VHYAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income Fund Class I (JEPIX) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX). 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. VHYAX - Dividend Comparison
JEPIX's dividend yield for the trailing twelve months is around 6.97%, more than VHYAX's 2.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
JEPIX JPMorgan Equity Premium Income Fund Class I | 6.97% | 8.43% | 12.24% | 7.58% | 11.59% | 7.71% |
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares | 2.76% | 3.10% | 2.98% | 2.74% | 3.16% | 3.00% |
Drawdowns
JEPIX vs. VHYAX - Drawdown Comparison
The maximum JEPIX drawdown since its inception was -32.63%, smaller than the maximum VHYAX drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for JEPIX and VHYAX. For additional features, visit the drawdowns tool.
Volatility
JEPIX vs. VHYAX - Volatility Comparison
The current volatility for JPMorgan Equity Premium Income Fund Class I (JEPIX) is 2.01%, while Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) has a volatility of 3.72%. This indicates that JEPIX experiences smaller price fluctuations and is considered to be less risky than VHYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.