MPGFX vs. JEPQ
Compare and contrast key facts about Mairs & Power Growth Fund (MPGFX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
MPGFX is managed by Mairs & Power. It was launched on Nov 7, 1958. JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MPGFX or JEPQ.
Performance
MPGFX vs. JEPQ - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with MPGFX having a 23.52% return and JEPQ slightly lower at 23.21%.
MPGFX
23.52%
2.81%
10.48%
30.98%
14.25%
11.71%
JEPQ
23.21%
3.95%
9.78%
26.98%
N/A
N/A
Key characteristics
| MPGFX | JEPQ | |
|---|---|---|
| Sharpe Ratio | 2.48 | 2.19 |
| Sortino Ratio | 3.35 | 2.86 |
| Omega Ratio | 1.46 | 1.45 |
| Calmar Ratio | 3.44 | 2.52 |
| Martin Ratio | 14.02 | 10.87 |
| Ulcer Index | 2.21% | 2.48% |
| Daily Std Dev | 12.51% | 12.33% |
| Max Drawdown | -60.43% | -16.82% |
| Current Drawdown | -0.93% | -0.14% |
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MPGFX vs. JEPQ - Expense Ratio Comparison
MPGFX has a 0.61% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Correlation
The correlation between MPGFX and JEPQ is 0.89, 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.
Risk-Adjusted Performance
MPGFX vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mairs & Power Growth Fund (MPGFX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.
Dividends
MPGFX vs. JEPQ - Dividend Comparison
MPGFX's dividend yield for the trailing twelve months is around 0.78%, less than JEPQ's 9.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPGFX Mairs & Power Growth Fund | 0.78% | 0.83% | 0.86% | 0.56% | 1.07% | 1.24% | 1.50% | 1.37% | 1.42% | 1.60% | 1.32% | 1.11% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.36% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MPGFX vs. JEPQ - Drawdown Comparison
The maximum MPGFX drawdown since its inception was -60.43%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for MPGFX and JEPQ. For additional features, visit the drawdowns tool.
Volatility
MPGFX vs. JEPQ - Volatility Comparison
Mairs & Power Growth Fund (MPGFX) has a higher volatility of 4.56% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.69%. This indicates that MPGFX's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.