JIISX vs. JEPIX
Compare and contrast key facts about JPMorgan U.S. Sustainable Leaders Fund (JIISX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
JIISX is managed by JPMorgan. It was launched on Feb 28, 2003. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
JIISX vs. JEPIX - Performance Comparison
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JIISX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JIISX JPMorgan U.S. Sustainable Leaders Fund | -7.76% | 14.34% | 25.57% | 25.31% | -21.20% | 30.95% | 19.74% | 30.02% | -13.82% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -0.51% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Returns By Period
In the year-to-date period, JIISX achieves a -7.76% return, which is significantly lower than JEPIX's -0.51% 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%
JEPIX
- 1D
- 1.89%
- 1M
- -5.27%
- YTD
- -0.51%
- 6M
- 2.16%
- 1Y
- 6.88%
- 3Y*
- 9.18%
- 5Y*
- 7.91%
- 10Y*
- —
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JIISX vs. JEPIX - Expense Ratio Comparison
JIISX has a 0.39% expense ratio, which is lower than JEPIX's 0.63% expense ratio.
Return for Risk
JIISX vs. JEPIX — Risk / Return Rank
JIISX
JEPIX
JIISX vs. JEPIX - 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 I (JEPIX). 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 | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 0.51 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.04 | 0.82 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.13 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 0.82 | +0.19 |
Martin ratioReturn relative to average drawdown | 3.70 | 3.77 | -0.07 |
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 | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 0.51 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.70 | -0.17 |
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 | 0.48 | +0.08 |
Correlation
The correlation between JIISX and JEPIX 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. JEPIX - Dividend Comparison
JIISX's dividend yield for the trailing twelve months is around 10.70%, more than JEPIX's 7.55% 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% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.55% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JIISX vs. JEPIX - Drawdown Comparison
The maximum JIISX drawdown since its inception was -59.25%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for JIISX and JEPIX.
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Drawdown Indicators
| JIISX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.25% | -32.63% | -26.62% |
Max Drawdown (1Y)Largest decline over 1 year | -12.08% | -10.49% | -1.59% |
Max Drawdown (5Y)Largest decline over 5 years | -27.83% | -13.67% | -14.16% |
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% | -3.19% | -5.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 2.27% | +1.03% |
Volatility
JIISX vs. JEPIX - Volatility Comparison
JPMorgan U.S. Sustainable Leaders Fund (JIISX) has a higher volatility of 5.64% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 4.12%. This indicates that JIISX's price experiences larger fluctuations and is considered to be riskier than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIISX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 4.12% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 6.74% | +2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.54% | 13.80% | +4.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.49% | 11.41% | +6.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 14.85% | +3.56% |