JPPEX vs. JEPAX
Compare and contrast key facts about JPMorgan Mid Cap Equity Fund Class R6 (JPPEX) and JPMorgan Equity Premium Income Fund Class A (JEPAX).
JPPEX is managed by JPMorgan. JEPAX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
JPPEX vs. JEPAX - Performance Comparison
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JPPEX vs. JEPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JPPEX JPMorgan Mid Cap Equity Fund Class R6 | -0.22% | 6.34% | 18.87% | 16.46% | -15.83% | 20.24% | 22.96% | 13.30% |
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, JPPEX achieves a -0.22% return, which is significantly higher than JEPAX's -0.48% return.
JPPEX
- 1D
- 2.39%
- 1M
- -5.60%
- YTD
- -0.22%
- 6M
- -0.20%
- 1Y
- 10.49%
- 3Y*
- 12.45%
- 5Y*
- 6.27%
- 10Y*
- 11.26%
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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JPPEX vs. JEPAX - Expense Ratio Comparison
JPPEX has a 0.64% expense ratio, which is lower than JEPAX's 0.85% expense ratio.
Return for Risk
JPPEX vs. JEPAX — Risk / Return Rank
JPPEX
JEPAX
JPPEX vs. JEPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Equity Fund Class R6 (JPPEX) 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.
| JPPEX | JEPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.49 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.01 | 0.80 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.13 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 0.79 | +0.13 |
Martin ratioReturn relative to average drawdown | 4.10 | 3.66 | +0.44 |
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
| JPPEX | JEPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.49 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.67 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.53 | 0.00 |
Correlation
The correlation between JPPEX and JEPAX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JPPEX vs. JEPAX - Dividend Comparison
JPPEX's dividend yield for the trailing twelve months is around 6.46%, less than JEPAX's 7.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPPEX JPMorgan Mid Cap Equity Fund Class R6 | 6.46% | 6.45% | 8.83% | 0.73% | 3.06% | 7.83% | 11.84% | 8.84% | 13.25% | 6.03% | 3.49% | 5.29% |
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
JPPEX vs. JEPAX - Drawdown Comparison
The maximum JPPEX drawdown since its inception was -38.32%, which is greater than JEPAX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for JPPEX and JEPAX.
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Drawdown Indicators
| JPPEX | JEPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.32% | -32.69% | -5.63% |
Max Drawdown (1Y)Largest decline over 1 year | -12.34% | -10.43% | -1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -24.92% | -13.74% | -11.18% |
Max Drawdown (10Y)Largest decline over 10 years | -38.32% | — | — |
Current DrawdownCurrent decline from peak | -6.02% | -5.53% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -5.46% | -3.05% | -2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.26% | +0.52% |
Volatility
JPPEX vs. JEPAX - Volatility Comparison
JPMorgan Mid Cap Equity Fund Class R6 (JPPEX) has a higher volatility of 5.20% compared to JPMorgan Equity Premium Income Fund Class A (JEPAX) at 4.15%. This indicates that JPPEX's price experiences larger fluctuations and is considered to be riskier 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
| JPPEX | JEPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 4.15% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 6.78% | +2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.68% | 13.79% | +3.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.45% | 11.43% | +6.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.57% | 15.04% | +4.53% |