JSOSX vs. JEPAX
Compare and contrast key facts about JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) and JPMorgan Equity Premium Income Fund Class A (JEPAX).
JSOSX is managed by JPMorgan. It was launched on Oct 10, 2008. JEPAX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
JSOSX vs. JEPAX - Performance Comparison
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JSOSX vs. JEPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 0.41% | 3.70% | 5.45% | 5.25% | 0.46% | 0.64% | 1.55% | 1.91% |
JEPAX JPMorgan Equity Premium Income Fund Class A | -2.40% | 7.55% | 12.07% | 9.42% | -4.05% | 19.13% | 5.75% | 7.45% |
Returns By Period
In the year-to-date period, JSOSX achieves a 0.41% return, which is significantly higher than JEPAX's -2.40% return.
JSOSX
- 1D
- 0.00%
- 1M
- -0.26%
- YTD
- 0.41%
- 6M
- 1.32%
- 1Y
- 3.43%
- 3Y*
- 4.66%
- 5Y*
- 3.10%
- 10Y*
- 3.32%
JEPAX
- 1D
- 0.07%
- 1M
- -7.35%
- YTD
- -2.40%
- 6M
- 0.30%
- 1Y
- 4.66%
- 3Y*
- 8.21%
- 5Y*
- 7.30%
- 10Y*
- —
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JSOSX vs. JEPAX - Expense Ratio Comparison
JSOSX has a 0.77% expense ratio, which is lower than JEPAX's 0.85% expense ratio.
Return for Risk
JSOSX vs. JEPAX — Risk / Return Rank
JSOSX
JEPAX
JSOSX vs. JEPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) 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.
| JSOSX | JEPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 5.06 | 0.46 | +4.61 |
Sortino ratioReturn per unit of downside risk | 9.95 | 0.74 | +9.21 |
Omega ratioGain probability vs. loss probability | 3.85 | 1.12 | +2.74 |
Calmar ratioReturn relative to maximum drawdown | 13.42 | 0.46 | +12.96 |
Martin ratioReturn relative to average drawdown | 93.93 | 2.14 | +91.80 |
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
| JSOSX | JEPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.06 | 0.46 | +4.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 3.99 | 0.64 | +3.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 2.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.98 | 0.51 | +1.47 |
Correlation
The correlation between JSOSX and JEPAX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
JSOSX vs. JEPAX - Dividend Comparison
JSOSX's dividend yield for the trailing twelve months is around 3.74%, less than JEPAX's 7.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSOSX JPMorgan Strategic Income Opportunities Fund Class I | 3.74% | 3.82% | 5.05% | 4.77% | 1.69% | 0.55% | 1.26% | 2.85% | 3.00% | 3.21% | 4.30% | 3.44% |
JEPAX JPMorgan Equity Premium Income Fund Class A | 7.45% | 7.88% | 6.95% | 8.19% | 11.98% | 5.96% | 11.35% | 5.61% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JSOSX vs. JEPAX - Drawdown Comparison
The maximum JSOSX drawdown since its inception was -6.40%, smaller than the maximum JEPAX drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for JSOSX and JEPAX.
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Drawdown Indicators
| JSOSX | JEPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.40% | -32.69% | +26.29% |
Max Drawdown (1Y)Largest decline over 1 year | -0.26% | -10.43% | +10.17% |
Max Drawdown (5Y)Largest decline over 5 years | -0.98% | -13.74% | +12.76% |
Max Drawdown (10Y)Largest decline over 10 years | -6.19% | — | — |
Current DrawdownCurrent decline from peak | -0.26% | -7.35% | +7.09% |
Average DrawdownAverage peak-to-trough decline | -0.47% | -3.05% | +2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.04% | 2.23% | -2.19% |
Volatility
JSOSX vs. JEPAX - Volatility Comparison
The current volatility for JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) is 0.34%, while JPMorgan Equity Premium Income Fund Class A (JEPAX) has a volatility of 3.45%. This indicates that JSOSX 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
| JSOSX | JEPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 3.45% | -3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 0.50% | 6.50% | -6.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.68% | 13.68% | -13.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.78% | 11.40% | -10.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.29% | 15.02% | -13.73% |