JEPQ vs. VOO
Compare and contrast key facts about JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Vanguard S&P 500 ETF (VOO).
JEPQ and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JEPQ or VOO.
Performance
JEPQ vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, JEPQ achieves a 22.43% return, which is significantly lower than VOO's 25.52% return.
JEPQ
22.43%
2.46%
9.42%
26.56%
N/A
N/A
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| JEPQ | VOO | |
|---|---|---|
| Sharpe Ratio | 2.15 | 2.62 |
| Sortino Ratio | 2.82 | 3.50 |
| Omega Ratio | 1.44 | 1.49 |
| Calmar Ratio | 2.47 | 3.78 |
| Martin Ratio | 10.68 | 17.12 |
| Ulcer Index | 2.48% | 1.86% |
| Daily Std Dev | 12.33% | 12.19% |
| Max Drawdown | -16.82% | -33.99% |
| Current Drawdown | -0.78% | -1.36% |
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JEPQ vs. VOO - Expense Ratio Comparison
JEPQ has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between JEPQ and VOO is 0.92, 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
JEPQ vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Vanguard S&P 500 ETF (VOO). 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
JEPQ vs. VOO - Dividend Comparison
JEPQ's dividend yield for the trailing twelve months is around 9.42%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.42% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
JEPQ vs. VOO - Drawdown Comparison
The maximum JEPQ drawdown since its inception was -16.82%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JEPQ and VOO. For additional features, visit the drawdowns tool.
Volatility
JEPQ vs. VOO - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) is 3.86%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.10%. This indicates that JEPQ experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.