JRBEX vs. JEPAX
JRBEX (JPMorgan SmartRetirement Blend 2030 Fund) and JEPAX (JPMorgan Equity Premium Income Fund Class A) are both mutual funds - JRBEX is a Target Retirement Date fund managed by JPMorgan, while JEPAX is a Derivative Income fund managed by JPMorgan. Over the past 5 years, JRBEX returned 6.12%/yr vs 6.74%/yr for JEPAX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. JRBEX charges 0.32%/yr vs 0.85%/yr for JEPAX.
Performance
JRBEX vs. JEPAX - Performance Comparison
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Returns By Period
In the year-to-date period, JRBEX achieves a 6.60% return, which is significantly higher than JEPAX's 3.38% return.
JRBEX
- 1D
- 1.11%
- 1M
- -0.58%
- 6M
- 4.48%
- YTD
- 6.60%
- 1Y
- 14.45%
- 3Y*
- 11.87%
- 5Y*
- 6.12%
- 10Y*
- 8.04%
- ALL TIME*
- 7.94%
JEPAX
- 1D
- 0.64%
- 1M
- 0.28%
- 6M
- 1.00%
- YTD
- 3.38%
- 1Y
- 9.60%
- 3Y*
- 8.43%
- 5Y*
- 6.74%
- 10Y*
- —
- ALL TIME*
- 8.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JRBEX vs. JEPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JRBEX JPMorgan SmartRetirement Blend 2030 Fund | 6.60% | 15.33% | 7.14% | 18.28% | -16.36% | 11.63% | 11.91% | 10.92% |
JEPAX JPMorgan Equity Premium Income Fund Class A | 3.38% | 7.55% | 12.07% | 9.42% | -4.05% | 19.13% | 5.75% | 7.45% |
Correlation
The correlation between JRBEX and JEPAX is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2019 | 0.73 |
The correlation between JRBEX and JEPAX shifts across timeframes, from 0.60 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
JRBEX vs. JEPAX — Risk / Return Rank
JRBEX
JEPAX
JRBEX vs. JEPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement Blend 2030 Fund (JRBEX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JRBEX | JEPAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.18 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 1.18 | +1.05 |
| Martin ratioReturn relative to average drawdown | 9.43 | 3.30 | +6.13 |
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Drawdowns
JRBEX vs. JEPAX - Drawdown Comparison
The maximum JRBEX drawdown since its inception was -25.15%, smaller than the maximum JEPAX drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for JRBEX and JEPAX.
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Drawdown Indicators
| JRBEX | JEPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.15% | -32.69% | +7.54% |
Max Drawdown (1Y)Largest decline over 1 year | -6.15% | -7.41% | +1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -9.58% | -13.43% | +3.85% |
Max Drawdown (5Y)Largest decline over 5 years | -22.21% | -13.74% | -8.47% |
Max Drawdown (10Y)Largest decline over 10 years | -25.15% | — | — |
Current DrawdownCurrent decline from peak | -1.12% | -1.86% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -3.62% | -3.08% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 2.64% | -1.19% |
Volatility
JRBEX vs. JEPAX - Volatility Comparison
The current volatility for JPMorgan SmartRetirement Blend 2030 Fund (JRBEX) is 2.35%, while JPMorgan Equity Premium Income Fund Class A (JEPAX) has a volatility of 2.48%. This indicates that JRBEX 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
| JRBEX | JEPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 2.48% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.04% | 7.11% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.42% | 8.92% | -0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.48% | 11.52% | -1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.05% | 14.81% | -3.76% |
JRBEX vs. JEPAX - Expense Ratio Comparison
JRBEX has a 0.32% expense ratio, which is lower than JEPAX's 0.85% expense ratio.
Dividends
JRBEX vs. JEPAX - Dividend Comparison
JRBEX's dividend yield for the trailing twelve months is around 2.87%, less than JEPAX's 7.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPAX JPMorgan Equity Premium Income Fund Class A | 7.07% | 7.88% | 6.95% | 8.19% | 11.98% | 5.96% | 11.35% | 5.61% | 0.00% | 0.00% | 0.00% | 0.00% |
JRBEX JPMorgan SmartRetirement Blend 2030 Fund | 2.87% | 3.06% | 2.86% | 2.47% | 1.94% | 5.57% | 2.51% | 3.19% | 6.01% | 1.99% | 2.09% | 2.09% |
Frequently Asked Questions
JRBEX and JEPAX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JEPAX has higher volatility (2.48%) compared to JRBEX (2.35%). In terms of maximum drawdown, JRBEX dropped -25.15% vs JEPAX's -32.69%.
JRBEX currently has the higher Sharpe Ratio (1.63 vs 0.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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