JPHSX vs. JEPAX
Compare and contrast key facts about JPMorgan Floating Rate Income Fund (JPHSX) and JPMorgan Equity Premium Income Fund Class A (JEPAX).
JPHSX is managed by JPMorgan. It was launched on May 31, 2011. JEPAX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
JPHSX vs. JEPAX - Performance Comparison
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JPHSX vs. JEPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JPHSX JPMorgan Floating Rate Income Fund | -0.72% | 0.89% | 7.14% | 11.07% | -2.13% | 4.57% | 1.28% | 3.31% |
JEPAX JPMorgan Equity Premium Income Fund Class A | -0.48% | 7.55% | 12.07% | 9.42% | -4.05% | 19.13% | 5.75% | 7.45% |
Returns By Period
In the year-to-date period, JPHSX achieves a -0.72% return, which is significantly lower than JEPAX's -0.48% return.
JPHSX
- 1D
- 0.13%
- 1M
- 0.13%
- YTD
- -0.72%
- 6M
- -0.29%
- 1Y
- 1.30%
- 3Y*
- 5.01%
- 5Y*
- 3.73%
- 10Y*
- 3.86%
JEPAX
- 1D
- 1.96%
- 1M
- -5.21%
- YTD
- -0.48%
- 6M
- 2.05%
- 1Y
- 6.64%
- 3Y*
- 8.91%
- 5Y*
- 7.66%
- 10Y*
- —
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JPHSX vs. JEPAX - Expense Ratio Comparison
JPHSX has a 0.75% expense ratio, which is lower than JEPAX's 0.85% expense ratio.
Return for Risk
JPHSX vs. JEPAX — Risk / Return Rank
JPHSX
JEPAX
JPHSX vs. JEPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Floating Rate Income Fund (JPHSX) 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.
| JPHSX | JEPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 0.49 | -0.07 |
Sortino ratioReturn per unit of downside risk | 0.51 | 0.80 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.13 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.35 | 0.79 | -0.45 |
Martin ratioReturn relative to average drawdown | 1.23 | 3.66 | -2.43 |
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
| JPHSX | JEPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 0.49 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.66 | 0.67 | +0.99 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.06 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 0.53 | +0.53 |
Correlation
The correlation between JPHSX and JEPAX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JPHSX vs. JEPAX - Dividend Comparison
JPHSX's dividend yield for the trailing twelve months is around 7.05%, less than JEPAX's 7.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPHSX JPMorgan Floating Rate Income Fund | 7.05% | 6.84% | 9.21% | 7.94% | 5.12% | 3.34% | 3.88% | 5.27% | 4.57% | 3.78% | 4.49% | 4.52% |
JEPAX JPMorgan Equity Premium Income Fund Class A | 7.31% | 7.88% | 6.95% | 8.19% | 11.98% | 5.96% | 11.35% | 5.61% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JPHSX vs. JEPAX - Drawdown Comparison
The maximum JPHSX drawdown since its inception was -20.95%, smaller than the maximum JEPAX drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for JPHSX and JEPAX.
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Drawdown Indicators
| JPHSX | JEPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.95% | -32.69% | +11.74% |
Max Drawdown (1Y)Largest decline over 1 year | -2.20% | -10.43% | +8.23% |
Max Drawdown (5Y)Largest decline over 5 years | -6.84% | -13.74% | +6.90% |
Max Drawdown (10Y)Largest decline over 10 years | -20.95% | — | — |
Current DrawdownCurrent decline from peak | -1.03% | -5.53% | +4.50% |
Average DrawdownAverage peak-to-trough decline | -1.02% | -3.05% | +2.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.65% | 2.26% | -1.61% |
Volatility
JPHSX vs. JEPAX - Volatility Comparison
The current volatility for JPMorgan Floating Rate Income Fund (JPHSX) is 0.92%, while JPMorgan Equity Premium Income Fund Class A (JEPAX) has a volatility of 4.15%. This indicates that JPHSX experiences smaller price fluctuations and is considered to be less risky 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
| JPHSX | JEPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.92% | 4.15% | -3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 1.81% | 6.78% | -4.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.86% | 13.79% | -10.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.26% | 11.43% | -9.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.65% | 15.04% | -11.39% |