MCI vs. JEPI
MCI (Barings Corporate Investors) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, MCI returned 11.58%/yr vs 7.28%/yr for JEPI. At a 0.12 correlation, their price movements are largely independent.
Performance
MCI vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, MCI achieves a -1.62% return, which is significantly lower than JEPI's 1.34% return.
MCI
- 1D
- -0.29%
- 1M
- 0.20%
- YTD
- -1.62%
- 6M
- -8.37%
- 1Y
- -8.87%
- 3Y*
- 14.08%
- 5Y*
- 11.58%
- 10Y*
- 8.13%
JEPI
- 1D
- 0.02%
- 1M
- 0.43%
- YTD
- 1.34%
- 6M
- 0.81%
- 1Y
- 7.79%
- 3Y*
- 9.04%
- 5Y*
- 7.28%
- 10Y*
- —
MCI vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MCI Barings Corporate Investors | -1.62% | -3.74% | 20.83% | 44.49% | -5.91% | 29.03% | 2.60% |
JEPI JPMorgan Equity Premium Income ETF | 1.34% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between MCI and JEPI is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.12 |
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Return for Risk
MCI vs. JEPI — Risk / Return Rank
MCI
JEPI
MCI vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Barings Corporate Investors (MCI) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MCI | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.18 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 1.17 | -1.54 |
| Martin ratioReturn relative to average drawdown | -0.73 | 3.42 | -4.14 |
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Drawdowns
MCI vs. JEPI - Drawdown Comparison
The maximum MCI drawdown since its inception was -57.08%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for MCI and JEPI.
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Drawdown Indicators
| MCI | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.08% | -13.71% | -43.37% |
Max Drawdown (1Y)Largest decline over 1 year | -23.76% | -6.68% | -17.08% |
Max Drawdown (3Y)Largest decline over 3 years | -27.58% | -13.26% | -14.32% |
Max Drawdown (5Y)Largest decline over 5 years | -27.58% | -13.71% | -13.87% |
Max Drawdown (10Y)Largest decline over 10 years | -44.64% | — | — |
Current DrawdownCurrent decline from peak | -22.80% | -3.69% | -19.11% |
Average DrawdownAverage peak-to-trough decline | -9.64% | -2.13% | -7.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.25% | 2.28% | +9.97% |
Volatility
MCI vs. JEPI - Volatility Comparison
Barings Corporate Investors (MCI) has a higher volatility of 6.25% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.37%. This indicates that MCI's price experiences larger fluctuations and is considered to be riskier 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
| MCI | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.25% | 2.37% | +3.88% |
Volatility (6M)Calculated over the trailing 6-month period | 15.27% | 6.29% | +8.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.91% | 7.98% | +13.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.91% | 11.08% | +10.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.66% | 10.78% | +13.88% |
Dividends
MCI vs. JEPI - Dividend Comparison
MCI's dividend yield for the trailing twelve months is around 9.16%, more than JEPI's 8.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 8.17% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MCI Barings Corporate Investors | 9.16% | 8.82% | 8.29% | 7.70% | 7.31% | 6.01% | 7.28% | 7.12% | 8.16% | 7.86% | 7.75% | 6.96% |
Frequently Asked Questions
MCI and JEPI have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCI has higher volatility (6.25%) compared to JEPI (2.37%). In terms of maximum drawdown, MCI dropped -57.08% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (0.98 vs -0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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