JIJSX vs. JEPIX
JIJSX (JPMorgan SmartRetirement Blend Income Fund) and JEPIX (JPMorgan Equity Premium Income Fund Class I) are both mutual funds - JIJSX is a Target Retirement Date fund managed by JPMorgan, while JEPIX is a Derivative Income fund actively managed by JPMorgan. Over the past 5 years, JIJSX returned 6.95%/yr vs 7.00%/yr for JEPIX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. JIJSX charges 0.27%/yr vs 0.59%/yr for JEPIX.
Performance
JIJSX vs. JEPIX - Performance Comparison
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Returns By Period
In the year-to-date period, JIJSX achieves a 4.92% return, which is significantly higher than JEPIX's 3.44% return.
JIJSX
- 1D
- 0.82%
- 1M
- -0.62%
- 6M
- 3.31%
- YTD
- 4.92%
- 1Y
- 11.11%
- 3Y*
- 9.82%
- 5Y*
- 6.95%
- 10Y*
- 6.79%
- ALL TIME*
- 6.14%
JEPIX
- 1D
- 0.57%
- 1M
- 0.28%
- 6M
- 1.04%
- YTD
- 3.44%
- 1Y
- 9.85%
- 3Y*
- 8.69%
- 5Y*
- 7.00%
- 10Y*
- —
- ALL TIME*
- 7.38%
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 |
JIJSX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JIJSX JPMorgan SmartRetirement Blend Income Fund | 4.92% | 12.88% | 4.76% | 15.15% | -13.91% | 19.04% | 9.40% | 13.80% | -5.02% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 3.44% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Correlation
The correlation between JIJSX and JEPIX is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2018 | 0.71 |
The correlation between JIJSX and JEPIX shifts across timeframes, from 0.60 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JIJSX vs. JEPIX — Risk / Return Rank
JIJSX
JEPIX
JIJSX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement Blend Income Fund (JIJSX) 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.
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.
| JIJSX | JEPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.19 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 1.21 | +0.97 |
| Martin ratioReturn relative to average drawdown | 9.25 | 3.43 | +5.82 |
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Drawdowns
JIJSX vs. JEPIX - Drawdown Comparison
The maximum JIJSX drawdown since its inception was -18.13%, smaller than the maximum JEPIX drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for JIJSX and JEPIX.
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Drawdown Indicators
| JIJSX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.13% | -32.63% | +14.50% |
Max Drawdown (1Y)Largest decline over 1 year | -4.96% | -7.41% | +2.45% |
Max Drawdown (3Y)Largest decline over 3 years | -6.58% | -13.42% | +6.84% |
Max Drawdown (5Y)Largest decline over 5 years | -18.13% | -13.67% | -4.46% |
Max Drawdown (10Y)Largest decline over 10 years | -18.13% | — | — |
Current DrawdownCurrent decline from peak | -1.04% | -1.78% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -2.68% | -3.21% | +0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 2.60% | -1.43% |
Volatility
JIJSX vs. JEPIX - Volatility Comparison
The current volatility for JPMorgan SmartRetirement Blend Income Fund (JIJSX) is 1.88%, while JPMorgan Equity Premium Income Fund Class I (JEPIX) has a volatility of 2.40%. This indicates that JIJSX experiences smaller price fluctuations and is considered to be less risky 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
| JIJSX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.88% | 2.40% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 5.58% | 7.08% | -1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.59% | 8.85% | -2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.61% | 11.49% | -1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.20% | 14.65% | -6.45% |
JIJSX vs. JEPIX - Expense Ratio Comparison
JIJSX has a 0.27% expense ratio, which is lower than JEPIX's 0.59% expense ratio.
Dividends
JIJSX vs. JEPIX - Dividend Comparison
JIJSX's dividend yield for the trailing twelve months is around 2.99%, less than JEPIX's 7.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.31% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
JIJSX JPMorgan SmartRetirement Blend Income Fund | 2.99% | 3.14% | 3.15% | 2.91% | 2.49% | 15.84% | 4.15% | 2.66% | 5.63% | 1.99% | 2.20% | 2.07% |
Frequently Asked Questions
JIJSX and JEPIX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JEPIX has higher volatility (2.40%) compared to JIJSX (1.88%). In terms of maximum drawdown, JIJSX dropped -18.13% vs JEPIX's -32.63%.
JIJSX currently has the higher Sharpe Ratio (1.64 vs 1.01), 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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