JHI vs. JEPI
Compare and contrast key facts about John Hancock Investors Trust (JHI) and JPMorgan Equity Premium Income ETF (JEPI).
JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JHI or JEPI.
Key characteristics
| JHI | JEPI | |
|---|---|---|
| YTD Return | 15.18% | 15.89% |
| 1Y Return | 21.35% | 19.32% |
| 3Y Return (Ann) | -1.99% | 8.31% |
| Sharpe Ratio | 3.23 | 2.89 |
| Sortino Ratio | 4.82 | 4.02 |
| Omega Ratio | 1.70 | 1.58 |
| Calmar Ratio | 0.87 | 5.23 |
| Martin Ratio | 20.81 | 20.45 |
| Ulcer Index | 1.10% | 0.99% |
| Daily Std Dev | 7.10% | 7.00% |
| Max Drawdown | -43.01% | -13.71% |
| Current Drawdown | -10.25% | -0.10% |
Correlation
The correlation between JHI and JEPI is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
JHI vs. JEPI - Performance Comparison
The year-to-date returns for both investments are quite close, with JHI having a 15.18% return and JEPI slightly higher at 15.89%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
JHI vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Investors Trust (JHI) and JPMorgan Equity Premium Income ETF (JEPI). 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
JHI vs. JEPI - Dividend Comparison
JHI's dividend yield for the trailing twelve months is around 7.09%, which matches JEPI's 7.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHI John Hancock Investors Trust | 7.09% | 6.81% | 9.45% | 7.57% | 7.96% | 6.81% | 8.53% | 7.59% | 8.12% | 10.08% | 9.05% | 8.95% |
JEPI JPMorgan Equity Premium Income ETF | 7.06% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JHI vs. JEPI - Drawdown Comparison
The maximum JHI drawdown since its inception was -43.01%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for JHI and JEPI. For additional features, visit the drawdowns tool.
Volatility
JHI vs. JEPI - Volatility Comparison
The current volatility for John Hancock Investors Trust (JHI) is 1.73%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 1.95%. This indicates that JHI experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.