OCSL vs. JEPIX
Compare and contrast key facts about Oaktree Specialty Lending Corporation (OCSL) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
JEPIX is managed by JPMorgan Chase. It was launched on Aug 31, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OCSL or JEPIX.
Key characteristics
| OCSL | JEPIX | |
|---|---|---|
| YTD Return | -0.10% | 4.24% |
| 1Y Return | 17.86% | 10.68% |
| 3Y Return (Ann) | 10.65% | 7.41% |
| 5Y Return (Ann) | 15.20% | 8.86% |
| Sharpe Ratio | 1.24 | 1.22 |
| Daily Std Dev | 16.05% | 7.70% |
| Max Drawdown | -60.04% | -32.63% |
| Current Drawdown | -5.29% | -2.58% |
Correlation
The correlation between OCSL and JEPIX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
OCSL vs. JEPIX - Performance Comparison
In the year-to-date period, OCSL achieves a -0.10% return, which is significantly lower than JEPIX's 4.24% 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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Risk-Adjusted Performance
OCSL vs. JEPIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oaktree Specialty Lending Corporation (OCSL) 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.
Dividends
OCSL vs. JEPIX - Dividend Comparison
OCSL's dividend yield for the trailing twelve months is around 11.43%, more than JEPIX's 7.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OCSL Oaktree Specialty Lending Corporation | 11.43% | 11.09% | 11.85% | 7.30% | 7.10% | 6.80% | 8.55% | 9.04% | 13.10% | 10.59% | 12.60% | 11.66% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.48% | 8.43% | 12.24% | 7.57% | 11.57% | 7.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
OCSL vs. JEPIX - Drawdown Comparison
The maximum OCSL drawdown since its inception was -60.04%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for OCSL and JEPIX. For additional features, visit the drawdowns tool.
Volatility
OCSL vs. JEPIX - Volatility Comparison
Oaktree Specialty Lending Corporation (OCSL) has a higher volatility of 3.31% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 2.61%. This indicates that OCSL'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.