MSOAX vs. JEPIX
MSOAX (MainStay WMC Enduring Capital Fund) and JEPIX (JPMorgan Equity Premium Income Fund Class I) are both mutual funds - MSOAX is a Large Cap Blend Equities fund managed by New York Life, while JEPIX is a Derivative Income fund actively managed by JPMorgan. Over the past 5 years, MSOAX returned 5.81%/yr vs 7.00%/yr for JEPIX. Their correlation of 0.82 means they have usually moved in the same direction. MSOAX charges 0.91%/yr vs 0.59%/yr for JEPIX.
Performance
MSOAX vs. JEPIX - Performance Comparison
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Returns By Period
In the year-to-date period, MSOAX achieves a 5.51% return, which is significantly higher than JEPIX's 3.44% return.
MSOAX
- 1D
- -1.74%
- 1M
- -1.29%
- 6M
- 2.71%
- YTD
- 5.51%
- 1Y
- 2.36%
- 3Y*
- 7.17%
- 5Y*
- 5.81%
- 10Y*
- 10.61%
- ALL TIME*
- 7.14%
JEPIX
- 1D
- 0.57%
- 1M
- 0.28%
- 6M
- 1.04%
- YTD
- 3.44%
- 1Y
- 9.85%
- 3Y*
- 8.69%
- 5Y*
- 7.00%
- 10Y*
- —
- ALL TIME*
- 7.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MSOAX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MSOAX MainStay WMC Enduring Capital Fund | 5.51% | -0.61% | 10.54% | 17.67% | -13.18% | 35.36% | 15.48% | 24.80% | -15.70% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 3.44% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Correlation
The correlation between MSOAX and JEPIX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2018 | 0.82 |
The correlation between MSOAX and JEPIX has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.
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Return for Risk
MSOAX vs. JEPIX — Risk / Return Rank
MSOAX
JEPIX
MSOAX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MainStay WMC Enduring Capital Fund (MSOAX) 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.
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.
| MSOAX | JEPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.19 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.06 | 1.21 | -1.14 |
| Martin ratioReturn relative to average drawdown | 0.13 | 3.43 | -3.30 |
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Drawdowns
MSOAX vs. JEPIX - Drawdown Comparison
The maximum MSOAX drawdown since its inception was -55.16%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for MSOAX and JEPIX.
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Drawdown Indicators
| MSOAX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.16% | -32.63% | -22.53% |
Max Drawdown (1Y)Largest decline over 1 year | -10.64% | -7.41% | -3.23% |
Max Drawdown (3Y)Largest decline over 3 years | -14.69% | -13.42% | -1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -21.27% | -13.67% | -7.60% |
Max Drawdown (10Y)Largest decline over 10 years | -34.01% | — | — |
Current DrawdownCurrent decline from peak | -5.30% | -1.78% | -3.52% |
Average DrawdownAverage peak-to-trough decline | -13.25% | -3.21% | -10.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.98% | 2.60% | +2.38% |
Volatility
MSOAX vs. JEPIX - Volatility Comparison
MainStay WMC Enduring Capital Fund (MSOAX) has a higher volatility of 4.97% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 2.40%. This indicates that MSOAX'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
| MSOAX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 2.40% | +2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 7.08% | +3.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 8.85% | +4.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 11.49% | +4.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.80% | 14.65% | +3.15% |
MSOAX vs. JEPIX - Expense Ratio Comparison
MSOAX has a 0.91% expense ratio, which is higher than JEPIX's 0.59% expense ratio.
Dividends
MSOAX vs. JEPIX - Dividend Comparison
MSOAX's dividend yield for the trailing twelve months is around 3.86%, less than JEPIX's 7.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.31% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
MSOAX MainStay WMC Enduring Capital Fund | 3.86% | 4.07% | 0.26% | 0.64% | 4.00% | 8.70% | 0.83% | 5.99% | 13.82% | 0.88% | 1.22% | 1.11% |
Frequently Asked Questions
MSOAX and JEPIX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSOAX has higher volatility (4.97%) compared to JEPIX (2.40%). In terms of maximum drawdown, MSOAX dropped -55.16% vs JEPIX's -32.63%.
JEPIX currently has the higher Sharpe Ratio (1.01 vs 0.05), 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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