MBXIX vs. JEPI
Compare and contrast key facts about Catalyst/Millburn Hedge Strategy Fund Class I (MBXIX) and JPMorgan Equity Premium Income ETF (JEPI).
MBXIX is managed by Catalyst Mutual Funds. It was launched on Dec 31, 1996. JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020.
Performance
MBXIX vs. JEPI - Performance Comparison
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MBXIX vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MBXIX Catalyst/Millburn Hedge Strategy Fund Class I | 8.00% | 4.35% | 13.49% | -0.67% | 7.72% | 16.89% | 20.43% |
JEPI JPMorgan Equity Premium Income ETF | 0.20% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.61% |
Returns By Period
In the year-to-date period, MBXIX achieves a 8.00% return, which is significantly higher than JEPI's 0.20% return.
MBXIX
- 1D
- -0.52%
- 1M
- 1.48%
- YTD
- 8.00%
- 6M
- 9.98%
- 1Y
- 14.74%
- 3Y*
- 9.95%
- 5Y*
- 8.29%
- 10Y*
- 8.26%
JEPI
- 1D
- 1.85%
- 1M
- -4.79%
- YTD
- 0.20%
- 6M
- 3.11%
- 1Y
- 7.84%
- 3Y*
- 9.57%
- 5Y*
- 8.26%
- 10Y*
- —
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MBXIX vs. JEPI - Expense Ratio Comparison
MBXIX has a 2.04% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Return for Risk
MBXIX vs. JEPI — Risk / Return Rank
MBXIX
JEPI
MBXIX vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst/Millburn Hedge Strategy Fund Class I (MBXIX) and JPMorgan Equity Premium Income ETF (JEPI). 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.
| MBXIX | JEPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 0.60 | +0.74 |
Sortino ratioReturn per unit of downside risk | 1.78 | 0.93 | +0.85 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.15 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 0.85 | +0.41 |
Martin ratioReturn relative to average drawdown | 5.92 | 4.15 | +1.77 |
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
| MBXIX | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 0.60 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.75 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 1.03 | -0.38 |
Correlation
The correlation between MBXIX and JEPI is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MBXIX vs. JEPI - Dividend Comparison
MBXIX has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 8.40%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
MBXIX Catalyst/Millburn Hedge Strategy Fund Class I | 0.00% | 0.00% | 2.63% | 2.25% | 7.74% | 0.00% | 4.27% | 5.18% | 3.33% | 3.33% | 1.91% |
JEPI JPMorgan Equity Premium Income ETF | 8.40% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MBXIX vs. JEPI - Drawdown Comparison
The maximum MBXIX drawdown since its inception was -31.73%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for MBXIX and JEPI.
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Drawdown Indicators
| MBXIX | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.73% | -13.71% | -18.02% |
Max Drawdown (1Y)Largest decline over 1 year | -11.28% | -10.28% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -15.59% | -13.71% | -1.88% |
Max Drawdown (10Y)Largest decline over 10 years | -31.73% | — | — |
Current DrawdownCurrent decline from peak | -1.64% | -4.79% | +3.15% |
Average DrawdownAverage peak-to-trough decline | -4.06% | -2.07% | -1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 2.10% | +0.29% |
Volatility
MBXIX vs. JEPI - Volatility Comparison
The current volatility for Catalyst/Millburn Hedge Strategy Fund Class I (MBXIX) is 2.37%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 3.95%. This indicates that MBXIX experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MBXIX | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 3.95% | -1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 5.27% | 6.36% | -1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.80% | 13.26% | -1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.76% | 11.06% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.45% | 10.89% | +2.56% |