NDVG vs. JEPQ
Compare and contrast key facts about Nuveen Dividend Growth ETF (NDVG) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
NDVG and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NDVG is an actively managed fund by Nuveen. It was launched on Aug 4, 2021. 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: NDVG or JEPQ.
Key characteristics
| NDVG | JEPQ | |
|---|---|---|
| YTD Return | 20.83% | 23.15% |
| 1Y Return | 32.35% | 30.52% |
| Sharpe Ratio | 3.16 | 2.44 |
| Sortino Ratio | 4.30 | 3.18 |
| Omega Ratio | 1.57 | 1.50 |
| Calmar Ratio | 5.78 | 2.79 |
| Martin Ratio | 22.28 | 12.07 |
| Ulcer Index | 1.41% | 2.48% |
| Daily Std Dev | 9.95% | 12.27% |
| Max Drawdown | -19.71% | -16.82% |
| Current Drawdown | -0.02% | 0.00% |
Correlation
The correlation between NDVG and JEPQ is 0.79, 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.
Performance
NDVG vs. JEPQ - Performance Comparison
In the year-to-date period, NDVG achieves a 20.83% return, which is significantly lower than JEPQ's 23.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NDVG vs. JEPQ - Expense Ratio Comparison
NDVG has a 0.64% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Risk-Adjusted Performance
NDVG vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Dividend Growth ETF (NDVG) 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
NDVG vs. JEPQ - Dividend Comparison
NDVG's dividend yield for the trailing twelve months is around 1.10%, less than JEPQ's 9.36% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
NDVG Nuveen Dividend Growth ETF | 1.10% | 1.24% | 1.34% | 0.57% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.36% | 10.02% | 9.44% | 0.00% |
Drawdowns
NDVG vs. JEPQ - Drawdown Comparison
The maximum NDVG drawdown since its inception was -19.71%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for NDVG and JEPQ. For additional features, visit the drawdowns tool.
Volatility
NDVG vs. JEPQ - Volatility Comparison
The current volatility for Nuveen Dividend Growth ETF (NDVG) is 2.90%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 3.39%. This indicates that NDVG experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.