JMSIX vs. JEPIX
Compare and contrast key facts about JPMorgan Income Fund (JMSIX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
JMSIX is managed by JPMorgan. It was launched on Jun 1, 2014. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
JMSIX vs. JEPIX - Performance Comparison
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JMSIX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JMSIX JPMorgan Income Fund | -0.29% | 7.68% | 7.78% | 6.14% | -8.24% | 3.59% | 3.07% | 11.82% | -0.16% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -2.35% | 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, JMSIX achieves a -0.29% return, which is significantly higher than JEPIX's -2.35% return.
JMSIX
- 1D
- 0.24%
- 1M
- -1.39%
- YTD
- -0.29%
- 6M
- 1.33%
- 1Y
- 5.02%
- 3Y*
- 6.36%
- 5Y*
- 2.78%
- 10Y*
- 3.93%
JEPIX
- 1D
- 0.15%
- 1M
- -7.28%
- YTD
- -2.35%
- 6M
- 0.41%
- 1Y
- 4.98%
- 3Y*
- 8.50%
- 5Y*
- 7.58%
- 10Y*
- —
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JMSIX vs. JEPIX - Expense Ratio Comparison
JMSIX has a 0.40% expense ratio, which is lower than JEPIX's 0.63% expense ratio.
Return for Risk
JMSIX vs. JEPIX — Risk / Return Rank
JMSIX
JEPIX
JMSIX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income Fund (JMSIX) 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.
| JMSIX | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.15 | 0.48 | +1.67 |
Sortino ratioReturn per unit of downside risk | 3.84 | 0.78 | +3.06 |
Omega ratioGain probability vs. loss probability | 1.54 | 1.12 | +0.41 |
Calmar ratioReturn relative to maximum drawdown | 3.47 | 0.49 | +2.98 |
Martin ratioReturn relative to average drawdown | 13.30 | 2.28 | +11.02 |
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
| JMSIX | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 0.48 | +1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.67 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.47 | +0.30 |
Correlation
The correlation between JMSIX and JEPIX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JMSIX vs. JEPIX - Dividend Comparison
JMSIX's dividend yield for the trailing twelve months is around 5.53%, less than JEPIX's 7.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
JMSIX JPMorgan Income Fund | 5.53% | 5.95% | 5.78% | 4.43% | 4.78% | 4.00% | 4.95% | 5.10% | 5.43% | 5.42% | 0.46% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.69% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% |
Drawdowns
JMSIX vs. JEPIX - Drawdown Comparison
The maximum JMSIX drawdown since its inception was -18.40%, smaller than the maximum JEPIX drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for JMSIX and JEPIX.
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Drawdown Indicators
| JMSIX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.40% | -32.63% | +14.23% |
Max Drawdown (1Y)Largest decline over 1 year | -1.64% | -10.49% | +8.85% |
Max Drawdown (5Y)Largest decline over 5 years | -11.39% | -13.67% | +2.28% |
Max Drawdown (10Y)Largest decline over 10 years | -18.40% | — | — |
Current DrawdownCurrent decline from peak | -1.39% | -7.28% | +5.89% |
Average DrawdownAverage peak-to-trough decline | -2.60% | -3.19% | +0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.43% | 2.24% | -1.81% |
Volatility
JMSIX vs. JEPIX - Volatility Comparison
The current volatility for JPMorgan Income Fund (JMSIX) is 0.77%, while JPMorgan Equity Premium Income Fund Class I (JEPIX) has a volatility of 3.47%. This indicates that JMSIX 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
| JMSIX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | 3.47% | -2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 1.67% | 6.47% | -4.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.59% | 13.70% | -11.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.70% | 11.39% | -7.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.85% | 14.84% | -10.99% |