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JOBEX vs. JEPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JOBEX vs. JEPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan SmartRetirement Blend 2040 Fund (JOBEX) and JPMorgan Equity Premium Income Fund Class A (JEPAX). The values are adjusted to include any dividend payments, if applicable.

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JOBEX vs. JEPAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JOBEX
JPMorgan SmartRetirement Blend 2040 Fund
-3.30%18.44%10.22%21.08%-17.39%15.31%12.76%12.30%
JEPAX
JPMorgan Equity Premium Income Fund Class A
-2.40%7.55%12.07%9.42%-4.05%19.13%5.75%7.45%

Returns By Period

In the year-to-date period, JOBEX achieves a -3.30% return, which is significantly lower than JEPAX's -2.40% return.


JOBEX

1D
-0.14%
1M
-7.43%
YTD
-3.30%
6M
-0.63%
1Y
14.72%
3Y*
12.91%
5Y*
6.85%
10Y*
9.21%

JEPAX

1D
0.07%
1M
-7.35%
YTD
-2.40%
6M
0.30%
1Y
4.66%
3Y*
8.21%
5Y*
7.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JOBEX vs. JEPAX - Expense Ratio Comparison

JOBEX has a 0.30% expense ratio, which is lower than JEPAX's 0.85% expense ratio.


Return for Risk

JOBEX vs. JEPAX — Risk / Return Rank

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

JOBEX
JOBEX Risk / Return Rank: 6161
Overall Rank
JOBEX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
JOBEX Sortino Ratio Rank: 6161
Sortino Ratio Rank
JOBEX Omega Ratio Rank: 6060
Omega Ratio Rank
JOBEX Calmar Ratio Rank: 5656
Calmar Ratio Rank
JOBEX Martin Ratio Rank: 6767
Martin Ratio Rank

JEPAX
JEPAX Risk / Return Rank: 1919
Overall Rank
JEPAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
JEPAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
JEPAX Omega Ratio Rank: 2121
Omega Ratio Rank
JEPAX Calmar Ratio Rank: 1616
Calmar Ratio Rank
JEPAX Martin Ratio Rank: 2121
Martin Ratio Rank
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.

JOBEX vs. JEPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement Blend 2040 Fund (JOBEX) 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.


JOBEXJEPAXDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.46

+0.62

Sortino ratio

Return per unit of downside risk

1.59

0.74

+0.84

Omega ratio

Gain probability vs. loss probability

1.23

1.12

+0.12

Calmar ratio

Return relative to maximum drawdown

1.35

0.46

+0.89

Martin ratio

Return relative to average drawdown

6.34

2.14

+4.20

JOBEX vs. JEPAX - Sharpe Ratio Comparison

The current JOBEX Sharpe Ratio is 1.08, which is higher than the JEPAX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of JOBEX and JEPAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JOBEXJEPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.46

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.64

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.51

+0.13

Correlation

The correlation between JOBEX and JEPAX is 0.76, 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

JOBEX vs. JEPAX - Dividend Comparison

JOBEX's dividend yield for the trailing twelve months is around 2.58%, less than JEPAX's 7.45% yield.


TTM20252024202320222021202020192018201720162015
JOBEX
JPMorgan SmartRetirement Blend 2040 Fund
2.58%2.50%2.28%2.13%1.79%5.22%1.25%2.89%6.52%1.91%2.03%2.06%
JEPAX
JPMorgan Equity Premium Income Fund Class A
7.45%7.88%6.95%8.19%11.98%5.96%11.35%5.61%0.00%0.00%0.00%0.00%

Drawdowns

JOBEX vs. JEPAX - Drawdown Comparison

The maximum JOBEX drawdown since its inception was -30.84%, smaller than the maximum JEPAX drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for JOBEX and JEPAX.


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Drawdown Indicators


JOBEXJEPAXDifference

Max Drawdown

Largest peak-to-trough decline

-30.84%

-32.69%

+1.85%

Max Drawdown (1Y)

Largest decline over 1 year

-9.91%

-10.43%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-24.69%

-13.74%

-10.95%

Max Drawdown (10Y)

Largest decline over 10 years

-30.84%

Current Drawdown

Current decline from peak

-7.92%

-7.35%

-0.57%

Average Drawdown

Average peak-to-trough decline

-4.21%

-3.05%

-1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

2.23%

-0.13%

Volatility

JOBEX vs. JEPAX - Volatility Comparison

JPMorgan SmartRetirement Blend 2040 Fund (JOBEX) has a higher volatility of 4.34% compared to JPMorgan Equity Premium Income Fund Class A (JEPAX) at 3.45%. This indicates that JOBEX'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


JOBEXJEPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

3.45%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

6.50%

+1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

13.72%

13.68%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.25%

11.40%

+1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.25%

15.02%

-0.77%