JTSSX vs. JEPIX
Compare and contrast key facts about JPMorgan SmartRetirement 2050 Fund (JTSSX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
JTSSX is managed by JPMorgan. It was launched on Jul 30, 2007. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
JTSSX vs. JEPIX - Performance Comparison
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JTSSX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JTSSX JPMorgan SmartRetirement 2050 Fund | -4.70% | 17.88% | 12.31% | 22.36% | -18.58% | 17.53% | 15.33% | 24.81% | -11.46% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -0.51% | 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, JTSSX achieves a -4.70% return, which is significantly lower than JEPIX's -0.51% return.
JTSSX
- 1D
- -0.17%
- 1M
- -8.57%
- YTD
- -4.70%
- 6M
- -2.63%
- 1Y
- 12.93%
- 3Y*
- 13.18%
- 5Y*
- 6.96%
- 10Y*
- 9.60%
JEPIX
- 1D
- 1.89%
- 1M
- -5.27%
- YTD
- -0.51%
- 6M
- 2.16%
- 1Y
- 6.88%
- 3Y*
- 9.18%
- 5Y*
- 7.91%
- 10Y*
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JTSSX vs. JEPIX - Expense Ratio Comparison
JTSSX has a 0.25% expense ratio, which is lower than JEPIX's 0.63% expense ratio.
Return for Risk
JTSSX vs. JEPIX — Risk / Return Rank
JTSSX
JEPIX
JTSSX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement 2050 Fund (JTSSX) 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.
| JTSSX | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.51 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.27 | 0.82 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.13 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 0.82 | +0.21 |
Martin ratioReturn relative to average drawdown | 4.66 | 3.77 | +0.89 |
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
| JTSSX | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.51 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.70 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.48 | -0.06 |
Correlation
The correlation between JTSSX and JEPIX 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
JTSSX vs. JEPIX - Dividend Comparison
JTSSX's dividend yield for the trailing twelve months is around 5.41%, less than JEPIX's 7.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JTSSX JPMorgan SmartRetirement 2050 Fund | 5.41% | 5.16% | 2.58% | 1.57% | 10.75% | 16.31% | 4.46% | 9.76% | 5.08% | 3.84% | 2.97% | 3.09% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.55% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JTSSX vs. JEPIX - Drawdown Comparison
The maximum JTSSX drawdown since its inception was -50.11%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for JTSSX and JEPIX.
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Drawdown Indicators
| JTSSX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.11% | -32.63% | -17.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.12% | -10.49% | -0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -25.81% | -13.67% | -12.14% |
Max Drawdown (10Y)Largest decline over 10 years | -33.24% | — | — |
Current DrawdownCurrent decline from peak | -9.12% | -5.53% | -3.59% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -3.19% | -4.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.27% | +0.16% |
Volatility
JTSSX vs. JEPIX - Volatility Comparison
JPMorgan SmartRetirement 2050 Fund (JTSSX) has a higher volatility of 4.87% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 4.12%. This indicates that JTSSX'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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Volatility by Period
| JTSSX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 4.12% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 6.74% | +1.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.54% | 13.80% | +1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.74% | 11.41% | +3.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.65% | 14.85% | +0.80% |