JPFP vs. JEPQ
JPFP (JPMorgan Managed Futures Plus ETF) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both exchange-traded funds - JPFP is a Systematic Trend fund actively managed by JPMorgan, while JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index. JPFP is actively managed, while JEPQ is passively managed. At a 0.20 correlation, their price movements are largely independent. JPFP charges 0.59%/yr vs 0.35%/yr for JEPQ.
Performance
JPFP vs. JEPQ - Performance Comparison
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Returns By Period
JPFP
- 1D
- -0.76%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPQ
- 1D
- -0.10%
- 1M
- 4.31%
- YTD
- 9.54%
- 6M
- 9.75%
- 1Y
- 29.00%
- 3Y*
- 20.92%
- 5Y*
- —
- 10Y*
- —
JPFP vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
JPFP JPMorgan Managed Futures Plus ETF | 1.07% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 0.68% |
Correlation
The correlation between JPFP and JEPQ is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 29, 2026 | 0.20 |
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Return for Risk
JPFP vs. JEPQ — Risk / Return Rank
JPFP
JEPQ
JPFP vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Managed Futures Plus ETF (JPFP) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| JPFP | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 9.75 | 1.00 | +8.74 |
Drawdowns
JPFP vs. JEPQ - Drawdown Comparison
The maximum JPFP drawdown since its inception was -0.76%, smaller than the maximum JEPQ drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for JPFP and JEPQ.
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Drawdown Indicators
| JPFP | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.76% | -20.07% | +19.31% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.82% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.07% | — |
Current DrawdownCurrent decline from peak | -0.76% | -0.10% | -0.66% |
Average DrawdownAverage peak-to-trough decline | -0.19% | -3.42% | +3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.79% | — |
Volatility
JPFP vs. JEPQ - Volatility Comparison
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Volatility by Period
| JPFP | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.26% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.07% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.39% | 11.73% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.39% | 16.61% | -5.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.39% | 16.61% | -5.22% |
JPFP vs. JEPQ - Expense Ratio Comparison
JPFP has a 0.59% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Dividends
JPFP vs. JEPQ - Dividend Comparison
JPFP has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 10.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.07% | 10.53% | 9.65% | 10.03% | 9.44% |
JPFP JPMorgan Managed Futures Plus ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JPFP and JEPQ have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEPQ is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEPQ is cheaper with a 0.35% expense ratio, compared with 0.59% for JPFP.
JEPQ has the higher dividend yield at 10.07%, compared with 0.00% for JPFP.
JPFP is categorized as Systematic Trend, while JEPQ is Nasdaq-100. Their fees differ too: 0.59% for JPFP and 0.35% for JEPQ.
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