Correlation
The correlation between JPHY and JEPIX is 0.68, 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. JEPIX
Compare and contrast key facts about JPMorgan High Yield Research Enhanced ETF (JPHY) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
JPHY is an actively managed fund by JPMorgan Chase. It was launched on Sep 14, 2016. JEPIX is managed by JPMorgan Chase. It was launched on Aug 31, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPHY or JEPIX.
Performance
JPHY vs. JEPIX - Performance Comparison
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Key characteristics
JPHY:
1.11
JEPIX:
0.42
JPHY:
1.60
JEPIX:
0.75
JPHY:
1.24
JEPIX:
1.12
JPHY:
0.44
JEPIX:
0.50
JPHY:
7.63
JEPIX:
2.04
JPHY:
0.84%
JEPIX:
3.22%
JPHY:
5.80%
JEPIX:
14.21%
JPHY:
-24.98%
JEPIX:
-32.63%
JPHY:
-8.24%
JEPIX:
-4.67%
Returns By Period
The year-to-date returns for both investments are quite close, with JPHY having a -0.88% return and JEPIX slightly higher at -0.86%.
JPHY
-0.88%
0.00%
-1.12%
4.87%
0.44%
1.99%
N/A
JEPIX
-0.86%
2.69%
-4.11%
5.97%
7.54%
10.94%
N/A
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JPHY vs. JEPIX - Expense Ratio Comparison
JPHY has a 0.24% expense ratio, which is lower than JEPIX's 0.63% expense ratio.
Risk-Adjusted Performance
JPHY vs. JEPIX — Risk-Adjusted Performance Rank
JPHY
JEPIX
JPHY vs. JEPIX - 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 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.
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Dividends
JPHY vs. JEPIX - Dividend Comparison
JPHY's dividend yield for the trailing twelve months is around 8.04%, which matches JEPIX's 7.98% 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% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.98% | 7.20% | 8.43% | 12.24% | 7.58% | 11.59% | 7.71% | 0.00% | 0.00% | 0.00% |
Drawdowns
JPHY vs. JEPIX - Drawdown Comparison
The maximum JPHY drawdown since its inception was -24.98%, smaller than the maximum JEPIX drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for JPHY and JEPIX.
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Volatility
JPHY vs. JEPIX - Volatility Comparison
JPMorgan High Yield Research Enhanced ETF (JPHY) has a higher volatility of 4.39% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 2.54%. This indicates that JPHY's price experiences larger fluctuations and is considered to be riskier than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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