JIISX vs. JEPAX
Compare and contrast key facts about JPMorgan U.S. Sustainable Leaders Fund (JIISX) and JPMorgan Equity Premium Income Fund Class A (JEPAX).
JIISX is managed by JPMorgan. It was launched on Feb 28, 2003. JEPAX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
JIISX vs. JEPAX - Performance Comparison
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JIISX vs. JEPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JIISX JPMorgan U.S. Sustainable Leaders Fund | -7.76% | 14.34% | 25.57% | 25.31% | -21.20% | 30.95% | 19.74% | 16.18% |
JEPAX JPMorgan Equity Premium Income Fund Class A | -0.48% | 7.55% | 12.07% | 9.42% | -4.05% | 19.13% | 5.75% | 7.45% |
Returns By Period
In the year-to-date period, JIISX achieves a -7.76% return, which is significantly lower than JEPAX's -0.48% return.
JIISX
- 1D
- 2.99%
- 1M
- -5.80%
- YTD
- -7.76%
- 6M
- -6.07%
- 1Y
- 11.22%
- 3Y*
- 15.74%
- 5Y*
- 9.18%
- 10Y*
- 12.86%
JEPAX
- 1D
- 1.96%
- 1M
- -5.21%
- YTD
- -0.48%
- 6M
- 2.05%
- 1Y
- 6.64%
- 3Y*
- 8.91%
- 5Y*
- 7.66%
- 10Y*
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JIISX vs. JEPAX - Expense Ratio Comparison
JIISX has a 0.39% expense ratio, which is lower than JEPAX's 0.85% expense ratio.
Return for Risk
JIISX vs. JEPAX — Risk / Return Rank
JIISX
JEPAX
JIISX vs. JEPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Sustainable Leaders Fund (JIISX) 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.
| JIISX | JEPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 0.49 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.04 | 0.80 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.13 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 0.79 | +0.22 |
Martin ratioReturn relative to average drawdown | 3.70 | 3.66 | +0.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JIISX | JEPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 0.49 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.67 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.53 | +0.04 |
Correlation
The correlation between JIISX and JEPAX is 0.78, 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.
Dividends
JIISX vs. JEPAX - Dividend Comparison
JIISX's dividend yield for the trailing twelve months is around 10.70%, more than JEPAX's 7.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JIISX JPMorgan U.S. Sustainable Leaders Fund | 10.70% | 9.87% | 0.75% | 0.98% | 1.21% | 3.96% | 1.76% | 7.31% | 9.03% | 6.83% | 1.22% | 1.94% |
JEPAX JPMorgan Equity Premium Income Fund Class A | 7.31% | 7.88% | 6.95% | 8.19% | 11.98% | 5.96% | 11.35% | 5.61% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JIISX vs. JEPAX - Drawdown Comparison
The maximum JIISX drawdown since its inception was -59.25%, which is greater than JEPAX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for JIISX and JEPAX.
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Drawdown Indicators
| JIISX | JEPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.25% | -32.69% | -26.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.08% | -10.43% | -1.65% |
Max Drawdown (5Y)Largest decline over 5 years | -27.83% | -13.74% | -14.09% |
Max Drawdown (10Y)Largest decline over 10 years | -32.26% | — | — |
Current DrawdownCurrent decline from peak | -9.39% | -5.53% | -3.86% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -3.05% | -5.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 2.26% | +1.04% |
Volatility
JIISX vs. JEPAX - Volatility Comparison
JPMorgan U.S. Sustainable Leaders Fund (JIISX) has a higher volatility of 5.64% compared to JPMorgan Equity Premium Income Fund Class A (JEPAX) at 4.15%. This indicates that JIISX'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
| JIISX | JEPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 4.15% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 6.78% | +2.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.54% | 13.79% | +4.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.49% | 11.43% | +6.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 15.04% | +3.37% |