JGISX vs. JEPAX
JGISX (JPMorgan U.S. GARP Equity Fund Class R6) and JEPAX (JPMorgan Equity Premium Income Fund Class A) are both mutual funds - JGISX is a Large Cap Growth Equities fund actively managed by JPMorgan, while JEPAX is a Derivative Income fund managed by JPMorgan. Over the past 5 years, JGISX returned 15.87%/yr vs 6.97%/yr for JEPAX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. JGISX charges 0.34%/yr vs 0.85%/yr for JEPAX.
Performance
JGISX vs. JEPAX - Performance Comparison
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Returns By Period
In the year-to-date period, JGISX achieves a 7.58% return, which is significantly higher than JEPAX's 3.89% return.
JGISX
- 1D
- 0.58%
- 1M
- 2.60%
- 6M
- 6.51%
- YTD
- 7.58%
- 1Y
- 18.07%
- 3Y*
- 26.77%
- 5Y*
- 15.87%
- 10Y*
- 18.39%
- ALL TIME*
- 17.90%
JEPAX
- 1D
- 0.64%
- 1M
- 2.56%
- 6M
- 2.31%
- YTD
- 3.89%
- 1Y
- 8.62%
- 3Y*
- 8.80%
- 5Y*
- 6.97%
- 10Y*
- —
- ALL TIME*
- 8.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JGISX vs. JEPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JGISX JPMorgan U.S. GARP Equity Fund Class R6 | 7.58% | 20.87% | 40.37% | 42.38% | -27.39% | 31.01% | 28.08% | 13.84% |
JEPAX JPMorgan Equity Premium Income Fund Class A | 3.89% | 7.55% | 12.07% | 9.42% | -4.05% | 19.13% | 5.75% | 7.45% |
Correlation
The correlation between JGISX and JEPAX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2019 | 0.65 |
Over the past year, the correlation between JGISX and JEPAX has dropped to 0.36 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
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Return for Risk
JGISX vs. JEPAX — Risk / Return Rank
JGISX
JEPAX
JGISX vs. JEPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. GARP Equity Fund Class R6 (JGISX) and JPMorgan Equity Premium Income Fund Class A (JEPAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JGISX | JEPAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.16 | +0.29 |
| Martin ratioReturn relative to average drawdown | 4.89 | 3.25 | +1.64 |
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Drawdowns
JGISX vs. JEPAX - Drawdown Comparison
The maximum JGISX drawdown since its inception was -31.32%, roughly equal to the maximum JEPAX drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for JGISX and JEPAX.
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Drawdown Indicators
| JGISX | JEPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.32% | -32.69% | +1.37% |
Max Drawdown (1Y)Largest decline over 1 year | -14.49% | -7.41% | -7.08% |
Max Drawdown (3Y)Largest decline over 3 years | -23.02% | -13.43% | -9.59% |
Max Drawdown (5Y)Largest decline over 5 years | -31.05% | -13.74% | -17.31% |
Max Drawdown (10Y)Largest decline over 10 years | -31.32% | — | — |
Current DrawdownCurrent decline from peak | -2.16% | -1.38% | -0.78% |
Average DrawdownAverage peak-to-trough decline | -5.59% | -3.08% | -2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 2.64% | +1.64% |
Volatility
JGISX vs. JEPAX - Volatility Comparison
JPMorgan U.S. GARP Equity Fund Class R6 (JGISX) has a higher volatility of 6.55% compared to JPMorgan Equity Premium Income Fund Class A (JEPAX) at 2.15%. This indicates that JGISX's price experiences larger fluctuations and is considered to be riskier than JEPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGISX | JEPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 2.15% | +4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 13.14% | 7.00% | +6.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 8.83% | +7.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.07% | 11.51% | +9.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.70% | 14.81% | +5.89% |
JGISX vs. JEPAX - Expense Ratio Comparison
JGISX has a 0.34% expense ratio, which is lower than JEPAX's 0.85% expense ratio.
Dividends
JGISX vs. JEPAX - Dividend Comparison
JGISX's dividend yield for the trailing twelve months is around 56.32%, more than JEPAX's 7.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
JEPAX JPMorgan Equity Premium Income Fund Class A | 7.64% | 7.88% | 6.95% | 8.19% | 11.98% | 5.96% | 11.35% | 5.61% | 0.00% | 0.00% | 0.00% |
JGISX JPMorgan U.S. GARP Equity Fund Class R6 | 56.32% | 7.82% | 11.61% | 1.14% | 4.72% | 22.05% | 10.07% | 13.27% | 12.93% | 0.88% | 1.15% |
Frequently Asked Questions
JGISX and JEPAX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JGISX has higher volatility (6.55%) compared to JEPAX (2.15%). In terms of maximum drawdown, JGISX dropped -31.32% vs JEPAX's -32.69%.
JGISX currently has the higher Sharpe Ratio (1.27 vs 0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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