JMUEX vs. JEPIX
Compare and contrast key facts about JPMorgan U.S. Equity Fund (JMUEX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
JMUEX is managed by JPMorgan. It was launched on Sep 17, 1993. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
JMUEX vs. JEPIX - Performance Comparison
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JMUEX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JMUEX JPMorgan U.S. Equity Fund | -10.35% | 14.60% | 31.22% | 27.28% | -18.84% | 28.55% | 26.51% | 32.26% | -13.98% |
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, JMUEX achieves a -10.35% return, which is significantly lower than JEPIX's -2.35% return.
JMUEX
- 1D
- -0.25%
- 1M
- -8.59%
- YTD
- -10.35%
- 6M
- -9.84%
- 1Y
- 8.88%
- 3Y*
- 16.81%
- 5Y*
- 11.17%
- 10Y*
- 14.30%
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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JMUEX vs. JEPIX - Expense Ratio Comparison
JMUEX has a 0.57% expense ratio, which is lower than JEPIX's 0.63% expense ratio.
Return for Risk
JMUEX vs. JEPIX — Risk / Return Rank
JMUEX
JEPIX
JMUEX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund (JMUEX) 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.
| JMUEX | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 0.48 | +0.04 |
Sortino ratioReturn per unit of downside risk | 0.87 | 0.78 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.12 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 0.49 | +0.12 |
Martin ratioReturn relative to average drawdown | 2.27 | 2.28 | -0.01 |
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
| JMUEX | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 0.48 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.67 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.47 | +0.09 |
Correlation
The correlation between JMUEX and JEPIX is 0.77, 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
JMUEX vs. JEPIX - Dividend Comparison
JMUEX's dividend yield for the trailing twelve months is around 6.55%, less than JEPIX's 7.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMUEX JPMorgan U.S. Equity Fund | 6.55% | 5.85% | 12.03% | 2.06% | 5.11% | 10.74% | 6.63% | 10.06% | 14.56% | 8.71% | 4.77% | 6.17% |
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% | 0.00% |
Drawdowns
JMUEX vs. JEPIX - Drawdown Comparison
The maximum JMUEX drawdown since its inception was -52.11%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for JMUEX and JEPIX.
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Drawdown Indicators
| JMUEX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.11% | -32.63% | -19.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -10.49% | -1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -13.67% | -10.93% |
Max Drawdown (10Y)Largest decline over 10 years | -33.35% | — | — |
Current DrawdownCurrent decline from peak | -11.92% | -7.28% | -4.64% |
Average DrawdownAverage peak-to-trough decline | -8.82% | -3.19% | -5.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.24% | +0.94% |
Volatility
JMUEX vs. JEPIX - Volatility Comparison
JPMorgan U.S. Equity Fund (JMUEX) has a higher volatility of 4.45% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 3.47%. This indicates that JMUEX'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
| JMUEX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 3.47% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 6.47% | +2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.37% | 13.70% | +4.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 11.39% | +5.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.53% | 14.84% | +3.69% |