Correlation
The correlation between JPHY and JEPI is 0.69, 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.
JPHY vs. JEPI
Compare and contrast key facts about JPMorgan High Yield Research Enhanced ETF (JPHY) and JPMorgan Equity Premium Income ETF (JEPI).
JPHY and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPHY is an actively managed fund by JPMorgan Chase. It was launched on Sep 14, 2016. 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: JPHY or JEPI.
Performance
JPHY vs. JEPI - Performance Comparison
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Key characteristics
JPHY:
1.11
JEPI:
0.40
JPHY:
1.60
JEPI:
0.59
JPHY:
1.24
JEPI:
1.09
JPHY:
0.44
JEPI:
0.37
JPHY:
7.63
JEPI:
1.54
JPHY:
0.84%
JEPI:
3.16%
JPHY:
5.80%
JEPI:
13.82%
JPHY:
-24.98%
JEPI:
-13.71%
JPHY:
-8.24%
JEPI:
-4.99%
Returns By Period
The year-to-date returns for both investments are quite close, with JPHY having a -0.88% return and JEPI slightly higher at -0.85%.
JPHY
-0.88%
0.00%
-1.29%
4.87%
0.44%
1.99%
N/A
JEPI
-0.85%
1.88%
-4.44%
5.42%
8.36%
11.20%
N/A
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JPHY vs. JEPI - Expense Ratio Comparison
JPHY has a 0.24% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
JPHY vs. JEPI — Risk-Adjusted Performance Rank
JPHY
JEPI
JPHY vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan High Yield Research Enhanced ETF (JPHY) 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.
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Dividends
JPHY vs. JEPI - Dividend Comparison
JPHY's dividend yield for the trailing twelve months is around 8.04%, which matches JEPI's 8.09% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPHY JPMorgan High Yield Research Enhanced ETF | 8.04% | 7.18% | 6.49% | 5.92% | 4.06% | 4.73% | 4.99% | 5.02% | 4.81% | 1.42% |
JEPI JPMorgan Equity Premium Income ETF | 8.09% | 7.33% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JPHY vs. JEPI - Drawdown Comparison
The maximum JPHY drawdown since its inception was -24.98%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for JPHY and JEPI.
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Volatility
JPHY vs. JEPI - Volatility Comparison
JPMorgan High Yield Research Enhanced ETF (JPHY) has a higher volatility of 4.39% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.14%. This indicates that JPHY'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.
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