JNBAX vs. JEPIX
Compare and contrast key facts about JPMorgan Income Builder Fund Class A (JNBAX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
JNBAX is a passively managed fund by JPMorgan that tracks the performance of the 60% MSCI World Index (net total return) / 40% Bloomberg U.S. Aggregate Index. It was launched on May 31, 2007. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
JNBAX vs. JEPIX - Performance Comparison
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JNBAX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JNBAX JPMorgan Income Builder Fund Class A | -1.82% | 12.74% | 7.22% | 9.20% | -12.97% | 8.82% | 6.09% | 14.81% | -4.28% |
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, JNBAX achieves a -1.82% return, which is significantly higher than JEPIX's -2.35% return.
JNBAX
- 1D
- -0.10%
- 1M
- -5.74%
- YTD
- -1.82%
- 6M
- 0.49%
- 1Y
- 9.64%
- 3Y*
- 7.95%
- 5Y*
- 3.70%
- 10Y*
- 5.48%
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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JNBAX vs. JEPIX - Expense Ratio Comparison
JNBAX has a 0.75% expense ratio, which is higher than JEPIX's 0.63% expense ratio.
Return for Risk
JNBAX vs. JEPIX — Risk / Return Rank
JNBAX
JEPIX
JNBAX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income Builder Fund Class A (JNBAX) 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.
| JNBAX | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.48 | +0.78 |
Sortino ratioReturn per unit of downside risk | 1.71 | 0.78 | +0.93 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.12 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 0.49 | +1.00 |
Martin ratioReturn relative to average drawdown | 6.76 | 2.28 | +4.48 |
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
| JNBAX | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.48 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.67 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.47 | +0.08 |
Correlation
The correlation between JNBAX and JEPIX is 0.73, 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
JNBAX vs. JEPIX - Dividend Comparison
JNBAX's dividend yield for the trailing twelve months is around 5.26%, less than JEPIX's 7.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNBAX JPMorgan Income Builder Fund Class A | 5.26% | 5.04% | 5.77% | 4.94% | 4.46% | 8.18% | 3.34% | 4.03% | 4.41% | 3.74% | 4.27% | 4.06% |
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
JNBAX vs. JEPIX - Drawdown Comparison
The maximum JNBAX drawdown since its inception was -37.41%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for JNBAX and JEPIX.
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Drawdown Indicators
| JNBAX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.41% | -32.63% | -4.78% |
Max Drawdown (1Y)Largest decline over 1 year | -6.20% | -10.49% | +4.29% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -13.67% | -5.59% |
Max Drawdown (10Y)Largest decline over 10 years | -23.56% | — | — |
Current DrawdownCurrent decline from peak | -5.74% | -7.28% | +1.54% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -3.19% | -1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.36% | 2.24% | -0.88% |
Volatility
JNBAX vs. JEPIX - Volatility Comparison
The current volatility for JPMorgan Income Builder Fund Class A (JNBAX) is 3.18%, while JPMorgan Equity Premium Income Fund Class I (JEPIX) has a volatility of 3.47%. This indicates that JNBAX 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
| JNBAX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 3.47% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 4.89% | 6.47% | -1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.76% | 13.70% | -5.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.72% | 11.39% | -3.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.83% | 14.84% | -7.01% |