JSDSX vs. JEPIX
Compare and contrast key facts about JPMorgan Short Duration Core Plus Fund (JSDSX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
JSDSX is managed by JPMorgan. It was launched on Mar 1, 2013. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
JSDSX vs. JEPIX - Performance Comparison
Loading graphics...
JSDSX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JSDSX JPMorgan Short Duration Core Plus Fund | -0.30% | 6.57% | 5.26% | 6.12% | -5.95% | 0.21% | 5.13% | 6.03% | 0.75% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -2.35% | 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, JSDSX achieves a -0.30% return, which is significantly higher than JEPIX's -2.35% return.
JSDSX
- 1D
- 0.21%
- 1M
- -1.37%
- YTD
- -0.30%
- 6M
- 0.99%
- 1Y
- 4.42%
- 3Y*
- 5.18%
- 5Y*
- 2.27%
- 10Y*
- 3.59%
JEPIX
- 1D
- 0.15%
- 1M
- -7.28%
- YTD
- -2.35%
- 6M
- 0.41%
- 1Y
- 4.98%
- 3Y*
- 8.50%
- 5Y*
- 7.58%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JSDSX vs. JEPIX - Expense Ratio Comparison
JSDSX has a 0.60% expense ratio, which is lower than JEPIX's 0.63% expense ratio.
Return for Risk
JSDSX vs. JEPIX — Risk / Return Rank
JSDSX
JEPIX
JSDSX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Core Plus Fund (JSDSX) 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.
| JSDSX | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.22 | 0.48 | +1.74 |
Sortino ratioReturn per unit of downside risk | 3.38 | 0.78 | +2.60 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.12 | +0.35 |
Calmar ratioReturn relative to maximum drawdown | 2.95 | 0.49 | +2.46 |
Martin ratioReturn relative to average drawdown | 14.36 | 2.28 | +12.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JSDSX | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 0.48 | +1.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.67 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.22 | 0.47 | +0.76 |
Correlation
The correlation between JSDSX and JEPIX is 0.17, 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
JSDSX vs. JEPIX - Dividend Comparison
JSDSX's dividend yield for the trailing twelve months is around 3.92%, less than JEPIX's 7.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSDSX JPMorgan Short Duration Core Plus Fund | 3.92% | 3.88% | 3.91% | 3.33% | 2.51% | 1.86% | 2.39% | 2.66% | 2.68% | 3.93% | 4.72% | 4.81% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.69% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JSDSX vs. JEPIX - Drawdown Comparison
The maximum JSDSX drawdown since its inception was -8.93%, smaller than the maximum JEPIX drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for JSDSX and JEPIX.
Loading graphics...
Drawdown Indicators
| JSDSX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.93% | -32.63% | +23.70% |
Max Drawdown (1Y)Largest decline over 1 year | -1.58% | -10.49% | +8.91% |
Max Drawdown (5Y)Largest decline over 5 years | -8.93% | -13.67% | +4.74% |
Max Drawdown (10Y)Largest decline over 10 years | -8.93% | — | — |
Current DrawdownCurrent decline from peak | -1.37% | -7.28% | +5.91% |
Average DrawdownAverage peak-to-trough decline | -1.29% | -3.19% | +1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.32% | 2.24% | -1.92% |
Volatility
JSDSX vs. JEPIX - Volatility Comparison
The current volatility for JPMorgan Short Duration Core Plus Fund (JSDSX) is 0.66%, while JPMorgan Equity Premium Income Fund Class I (JEPIX) has a volatility of 3.47%. This indicates that JSDSX 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.
Loading graphics...
Volatility by Period
| JSDSX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.66% | 3.47% | -2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 1.16% | 6.47% | -5.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.01% | 13.70% | -11.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.61% | 11.39% | -8.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.37% | 14.84% | -12.47% |