JLGQX vs. JEPIX

Last updated Apr 2, 2026

Compare and contrast key facts about JPMorgan Large Cap Growth R4 (JLGQX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).

JLGQX is managed by JPMorgan. It was launched on Sep 12, 2016. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.

Performance

JLGQX vs. JEPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Large Cap Growth R4 (JLGQX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). The values are adjusted to include any dividend payments, if applicable.

JLGQX vs. JEPIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
JLGQX JPMorgan Large Cap Growth R4	-8.53%	14.08%	35.14%	34.61%	-25.39%	18.17%	55.99%	39.17%	-18.13%
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, JLGQX achieves a -8.53% return, which is significantly lower than JEPIX's -0.51% return.

JLGQX

• 1D: 3.48%
• 1M: -4.89%
• YTD: -8.53%
• 6M: -10.47%
• 1Y: 12.38%
• 3Y*: 20.26%
• 5Y*: 10.44%
• 10Y*: —

JEPIX

• 1D: 1.89%
• 1M: -5.27%
• YTD: -0.51%
• 6M: 2.16%
• 1Y: 6.88%
• 3Y*: 9.18%
• 5Y*: 7.91%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JLGQX vs. JEPIX - Expense Ratio Comparison

JLGQX has a 0.69% expense ratio, which is higher than JEPIX's 0.63% expense ratio.

JLGQX

JPMorgan Large Cap Growth R4

JEPIX

JPMorgan Equity Premium Income Fund Class I

Return for Risk

JLGQX vs. JEPIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JLGQX

JLGQX Risk / Return Rank: 22
JLGQX Sharpe Ratio Rank: 21
JLGQX Sortino Ratio Rank: 24
JLGQX Omega Ratio Rank: 23
JLGQX Calmar Ratio Rank: 24
JLGQX Martin Ratio Rank: 20

JEPIX

JEPIX Risk / Return Rank: 24
JEPIX Sharpe Ratio Rank: 18
JEPIX Sortino Ratio Rank: 17
JEPIX Omega Ratio Rank: 21
JEPIX Calmar Ratio Rank: 27
JEPIX Martin Ratio Rank: 34

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JLGQX vs. JEPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth R4 (JLGQX) 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.

	JLGQX	JEPIX	Difference
Sharpe ratio Return per unit of total volatility	0.62	0.51	+0.12
Sortino ratio Return per unit of downside risk	1.03	0.82	+0.21
Omega ratio Gain probability vs. loss probability	1.14	1.13	+0.01
Calmar ratio Return relative to maximum drawdown	0.79	0.82	-0.02
Martin ratio Return relative to average drawdown	2.41	3.77	-1.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JLGQX vs. JEPIX - Sharpe Ratio Comparison

The current JLGQX Sharpe Ratio is 0.62, which is comparable to the JEPIX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of JLGQX and JEPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JLGQX	JEPIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.62	0.51	+0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.70	-0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	0.48	+0.38

Correlation

The correlation between JLGQX and JEPIX is 0.65, 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.

Dividends

JLGQX vs. JEPIX - Dividend Comparison

JLGQX's dividend yield for the trailing twelve months is around 12.51%, more than JEPIX's 7.55% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
JLGQX JPMorgan Large Cap Growth R4	12.51%	11.45%	2.01%	0.15%	3.44%	14.95%	5.31%	12.99%	15.98%	14.79%
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%

Drawdowns

JLGQX vs. JEPIX - Drawdown Comparison

The maximum JLGQX drawdown since its inception was -31.84%, roughly equal to the maximum JEPIX drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for JLGQX and JEPIX.

Drawdown Indicators

	JLGQX	JEPIX	Difference
Max Drawdown Largest peak-to-trough decline	-31.84%	-32.63%	+0.79%
Max Drawdown (1Y) Largest decline over 1 year	-16.82%	-10.49%	-6.33%
Max Drawdown (5Y) Largest decline over 5 years	-31.23%	-13.67%	-17.56%
Current Drawdown Current decline from peak	-13.92%	-5.53%	-8.39%
Average Drawdown Average peak-to-trough decline	-6.87%	-3.19%	-3.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.54%	2.27%	+3.27%

Volatility

JLGQX vs. JEPIX - Volatility Comparison

JPMorgan Large Cap Growth R4 (JLGQX) has a higher volatility of 6.48% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 4.12%. This indicates that JLGQX'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.

Volatility by Period

	JLGQX	JEPIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.48%	4.12%	+2.36%
Volatility (6M) Calculated over the trailing 6-month period	12.54%	6.74%	+5.80%
Volatility (1Y) Calculated over the trailing 1-year period	21.15%	13.80%	+7.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.26%	11.41%	+8.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.15%	14.85%	+7.30%