JPEM vs. JEPI
Compare and contrast key facts about J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) and JPMorgan Equity Premium Income ETF (JEPI).
JPEM and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPEM is a passively managed fund by JPMorgan Chase that tracks the performance of the JPMorgan Diversified Factor Emerging Markets Equity Index. It was launched on Jan 7, 2015. JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPEM or JEPI.
Key characteristics
| JPEM | JEPI | |
|---|---|---|
| YTD Return | 6.92% | 15.91% |
| 1Y Return | 15.27% | 21.29% |
| 3Y Return (Ann) | 2.48% | 8.56% |
| Sharpe Ratio | 1.18 | 2.91 |
| Sortino Ratio | 1.69 | 4.06 |
| Omega Ratio | 1.21 | 1.59 |
| Calmar Ratio | 1.43 | 5.33 |
| Martin Ratio | 5.66 | 20.85 |
| Ulcer Index | 2.55% | 0.99% |
| Daily Std Dev | 12.24% | 7.08% |
| Max Drawdown | -40.22% | -13.71% |
| Current Drawdown | -6.19% | 0.00% |
Correlation
The correlation between JPEM and JEPI is 0.49, 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.
Performance
JPEM vs. JEPI - Performance Comparison
In the year-to-date period, JPEM achieves a 6.92% return, which is significantly lower than JEPI's 15.91% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JPEM vs. JEPI - Expense Ratio Comparison
JPEM has a 0.44% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
JPEM vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) and JPMorgan Equity Premium Income ETF (JEPI). 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.
Dividends
JPEM vs. JEPI - Dividend Comparison
JPEM's dividend yield for the trailing twelve months is around 4.40%, less than JEPI's 7.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPEM J.P. Morgan Diversified Return Emerging Markets Equity ETF | 4.40% | 4.46% | 4.71% | 4.40% | 2.85% | 3.47% | 2.79% | 2.14% | 1.28% | 3.22% |
JEPI JPMorgan Equity Premium Income ETF | 7.06% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JPEM vs. JEPI - Drawdown Comparison
The maximum JPEM drawdown since its inception was -40.22%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for JPEM and JEPI. For additional features, visit the drawdowns tool.
Volatility
JPEM vs. JEPI - Volatility Comparison
J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) has a higher volatility of 3.78% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.04%. This indicates that JPEM's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.