JPHSX vs. JEPIX
Compare and contrast key facts about JPMorgan Floating Rate Income Fund (JPHSX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
JPHSX is managed by JPMorgan. It was launched on May 31, 2011. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
JPHSX vs. JEPIX - Performance Comparison
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JPHSX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JPHSX JPMorgan Floating Rate Income Fund | -0.84% | 0.89% | 7.14% | 11.07% | -2.13% | 4.57% | 1.28% | 7.15% | -2.84% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -0.51% | 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, JPHSX achieves a -0.84% return, which is significantly lower than JEPIX's -0.51% return.
JPHSX
- 1D
- -0.13%
- 1M
- -0.13%
- YTD
- -0.84%
- 6M
- -0.55%
- 1Y
- 1.05%
- 3Y*
- 4.96%
- 5Y*
- 3.71%
- 10Y*
- 3.84%
JEPIX
- 1D
- 1.89%
- 1M
- -5.27%
- YTD
- -0.51%
- 6M
- 2.16%
- 1Y
- 6.88%
- 3Y*
- 9.18%
- 5Y*
- 7.91%
- 10Y*
- —
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JPHSX vs. JEPIX - Expense Ratio Comparison
JPHSX has a 0.75% expense ratio, which is higher than JEPIX's 0.63% expense ratio.
Return for Risk
JPHSX vs. JEPIX — Risk / Return Rank
JPHSX
JEPIX
JPHSX vs. JEPIX - 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 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.
| JPHSX | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.24 | 0.51 | -0.27 |
Sortino ratioReturn per unit of downside risk | 0.30 | 0.82 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.13 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.21 | 0.82 | -0.61 |
Martin ratioReturn relative to average drawdown | 0.78 | 3.77 | -2.99 |
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 | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 0.51 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.65 | 0.70 | +0.95 |
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 | 0.48 | +0.57 |
Correlation
The correlation between JPHSX and JEPIX 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. JEPIX - Dividend Comparison
JPHSX's dividend yield for the trailing twelve months is around 7.06%, less than JEPIX's 7.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPHSX JPMorgan Floating Rate Income Fund | 7.06% | 6.84% | 9.21% | 7.94% | 5.12% | 3.34% | 3.88% | 5.27% | 4.57% | 3.78% | 4.49% | 4.52% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.55% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JPHSX vs. JEPIX - Drawdown Comparison
The maximum JPHSX drawdown since its inception was -20.95%, smaller than the maximum JEPIX drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for JPHSX and JEPIX.
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Drawdown Indicators
| JPHSX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.95% | -32.63% | +11.68% |
Max Drawdown (1Y)Largest decline over 1 year | -2.20% | -10.49% | +8.29% |
Max Drawdown (5Y)Largest decline over 5 years | -6.84% | -13.67% | +6.83% |
Max Drawdown (10Y)Largest decline over 10 years | -20.95% | — | — |
Current DrawdownCurrent decline from peak | -1.15% | -5.53% | +4.38% |
Average DrawdownAverage peak-to-trough decline | -1.02% | -3.19% | +2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 2.27% | -1.56% |
Volatility
JPHSX vs. JEPIX - Volatility Comparison
The current volatility for JPMorgan Floating Rate Income Fund (JPHSX) is 0.92%, while JPMorgan Equity Premium Income Fund Class I (JEPIX) has a volatility of 4.12%. This indicates that JPHSX 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
| JPHSX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.92% | 4.12% | -3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 1.81% | 6.74% | -4.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.86% | 13.80% | -10.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.26% | 11.41% | -9.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.65% | 14.85% | -11.20% |