JUEMX vs. JEPIX
Compare and contrast key facts about JPMorgan U.S. Equity Fund R6 (JUEMX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
JUEMX is managed by JPMorgan. It was launched on Sep 17, 1993. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
JUEMX vs. JEPIX - Performance Comparison
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JUEMX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JUEMX JPMorgan U.S. Equity Fund R6 | -7.67% | 14.75% | 31.28% | 27.37% | -18.74% | 28.66% | 26.70% | 32.40% | -13.92% |
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, JUEMX achieves a -7.67% return, which is significantly lower than JEPIX's -0.51% return.
JUEMX
- 1D
- 2.97%
- 1M
- -5.97%
- YTD
- -7.67%
- 6M
- -7.24%
- 1Y
- 11.53%
- 3Y*
- 18.08%
- 5Y*
- 11.62%
- 10Y*
- 14.75%
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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JUEMX vs. JEPIX - Expense Ratio Comparison
JUEMX has a 0.44% expense ratio, which is lower than JEPIX's 0.63% expense ratio.
Return for Risk
JUEMX vs. JEPIX — Risk / Return Rank
JUEMX
JEPIX
JUEMX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund R6 (JUEMX) 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.
| JUEMX | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.51 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.07 | 0.82 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.13 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 0.82 | +0.27 |
Martin ratioReturn relative to average drawdown | 3.99 | 3.77 | +0.22 |
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
| JUEMX | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.51 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.70 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.48 | +0.31 |
Correlation
The correlation between JUEMX and JEPIX is 0.77, 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
JUEMX vs. JEPIX - Dividend Comparison
JUEMX's dividend yield for the trailing twelve months is around 6.44%, less than JEPIX's 7.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JUEMX JPMorgan U.S. Equity Fund R6 | 6.44% | 5.93% | 12.09% | 2.14% | 5.20% | 10.82% | 6.70% | 10.14% | 14.65% | 8.81% | 4.87% | 6.27% |
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
JUEMX vs. JEPIX - Drawdown Comparison
The maximum JUEMX drawdown since its inception was -33.37%, roughly equal to the maximum JEPIX drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for JUEMX and JEPIX.
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Drawdown Indicators
| JUEMX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -32.63% | -0.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -10.49% | -1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -13.67% | -10.85% |
Max Drawdown (10Y)Largest decline over 10 years | -33.37% | — | — |
Current DrawdownCurrent decline from peak | -9.29% | -5.53% | -3.76% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -3.19% | -0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.27% | +0.97% |
Volatility
JUEMX vs. JEPIX - Volatility Comparison
JPMorgan U.S. Equity Fund R6 (JUEMX) has a higher volatility of 5.56% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 4.12%. This indicates that JUEMX'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
| JUEMX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 4.12% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 6.74% | +2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.60% | 13.80% | +4.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 11.41% | +6.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.56% | 14.85% | +3.71% |