JMGMX vs. JEPAX
Compare and contrast key facts about JPMorgan Mid Cap Growth Fund Class R6 (JMGMX) and JPMorgan Equity Premium Income Fund Class A (JEPAX).
JMGMX is a passively managed fund by JPMorgan that tracks the performance of the Russell Midcap Growth Index. It was launched on Nov 1, 2011. JEPAX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
JMGMX vs. JEPAX - Performance Comparison
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JMGMX vs. JEPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JMGMX JPMorgan Mid Cap Growth Fund Class R6 | -5.74% | 8.86% | 22.68% | 23.35% | -26.95% | 10.89% | 48.58% | 16.27% |
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, JMGMX achieves a -5.74% return, which is significantly lower than JEPAX's -0.48% return.
JMGMX
- 1D
- 3.92%
- 1M
- -6.14%
- YTD
- -5.74%
- 6M
- -8.23%
- 1Y
- 12.10%
- 3Y*
- 12.95%
- 5Y*
- 4.08%
- 10Y*
- 12.88%
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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JMGMX vs. JEPAX - Expense Ratio Comparison
JMGMX has a 0.65% expense ratio, which is lower than JEPAX's 0.85% expense ratio.
Return for Risk
JMGMX vs. JEPAX — Risk / Return Rank
JMGMX
JEPAX
JMGMX vs. JEPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Growth Fund Class R6 (JMGMX) 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.
| JMGMX | JEPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 0.49 | +0.07 |
Sortino ratioReturn per unit of downside risk | 0.96 | 0.80 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.13 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 0.79 | +0.09 |
Martin ratioReturn relative to average drawdown | 2.81 | 3.66 | -0.85 |
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
| JMGMX | JEPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.49 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.67 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.53 | +0.08 |
Correlation
The correlation between JMGMX and JEPAX is 0.67, 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
JMGMX vs. JEPAX - Dividend Comparison
JMGMX's dividend yield for the trailing twelve months is around 9.59%, more than JEPAX's 7.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMGMX JPMorgan Mid Cap Growth Fund Class R6 | 9.59% | 9.04% | 14.16% | 0.00% | 0.76% | 8.62% | 10.47% | 7.13% | 7.14% | 6.32% | 0.04% | 5.26% |
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
JMGMX vs. JEPAX - Drawdown Comparison
The maximum JMGMX drawdown since its inception was -37.07%, which is greater than JEPAX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for JMGMX and JEPAX.
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Drawdown Indicators
| JMGMX | JEPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.07% | -32.69% | -4.38% |
Max Drawdown (1Y)Largest decline over 1 year | -14.11% | -10.43% | -3.68% |
Max Drawdown (5Y)Largest decline over 5 years | -37.07% | -13.74% | -23.33% |
Max Drawdown (10Y)Largest decline over 10 years | -37.07% | — | — |
Current DrawdownCurrent decline from peak | -10.75% | -5.53% | -5.22% |
Average DrawdownAverage peak-to-trough decline | -7.82% | -3.05% | -4.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | 2.26% | +2.17% |
Volatility
JMGMX vs. JEPAX - Volatility Comparison
JPMorgan Mid Cap Growth Fund Class R6 (JMGMX) has a higher volatility of 7.63% compared to JPMorgan Equity Premium Income Fund Class A (JEPAX) at 4.15%. This indicates that JMGMX'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
| JMGMX | JEPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 4.15% | +3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 6.78% | +6.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.08% | 13.79% | +9.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.30% | 11.43% | +10.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.89% | 15.04% | +6.85% |