OIEIX vs. EGGY
OIEIX (JPMorgan Equity Income Fund Class A) and EGGY (NestYield Dynamic Income ETF) are both funds - OIEIX is a Dividend fund managed by JPMorgan, while EGGY is a Derivative Income fund actively managed by NestYield. Over the past year, OIEIX returned 22.36% vs 48.11% for EGGY. At a 0.37 correlation, their price movements are largely independent. Both charge a 0.95% expense ratio.
Performance
OIEIX vs. EGGY - Performance Comparison
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Returns By Period
In the year-to-date period, OIEIX achieves a 12.03% return, which is significantly lower than EGGY's 40.81% return.
OIEIX
- 1D
- -0.63%
- 1M
- 2.69%
- YTD
- 12.03%
- 6M
- 10.75%
- 1Y
- 22.36%
- 3Y*
- 18.13%
- 5Y*
- 11.09%
- 10Y*
- 12.26%
EGGY
- 1D
- -0.60%
- 1M
- 9.49%
- YTD
- 40.81%
- 6M
- 37.46%
- 1Y
- 48.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
OIEIX vs. EGGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
OIEIX JPMorgan Equity Income Fund Class A | 12.03% | 14.42% | -1.40% |
EGGY NestYield Dynamic Income ETF | 40.81% | 16.46% | -0.91% |
Correlation
The correlation between OIEIX and EGGY is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024 | 0.37 |
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Return for Risk
OIEIX vs. EGGY — Risk / Return Rank
OIEIX
EGGY
OIEIX vs. EGGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund Class A (OIEIX) and NestYield Dynamic Income ETF (EGGY). 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.
| OIEIX | EGGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.28 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 2.64 | +0.65 |
| Martin ratioReturn relative to average drawdown | 12.56 | 6.52 | +6.04 |
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Drawdowns
OIEIX vs. EGGY - Drawdown Comparison
The maximum OIEIX drawdown since its inception was -50.63%, which is greater than EGGY's maximum drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for OIEIX and EGGY.
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Drawdown Indicators
| OIEIX | EGGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.63% | -18.34% | -32.29% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -18.34% | +11.20% |
Max Drawdown (3Y)Largest decline over 3 years | -14.23% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -14.95% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.92% | — | — |
Current DrawdownCurrent decline from peak | -0.74% | -6.43% | +5.69% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -5.22% | -1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 7.40% | -5.53% |
Volatility
OIEIX vs. EGGY - Volatility Comparison
The current volatility for JPMorgan Equity Income Fund Class A (OIEIX) is 3.39%, while NestYield Dynamic Income ETF (EGGY) has a volatility of 15.55%. This indicates that OIEIX experiences smaller price fluctuations and is considered to be less risky than EGGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OIEIX | EGGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 15.55% | -12.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 26.99% | -18.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.58% | 32.16% | -21.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.29% | 30.37% | -16.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 30.37% | -13.56% |
OIEIX vs. EGGY - Expense Ratio Comparison
Both OIEIX and EGGY have an expense ratio of 0.95%.
Dividends
OIEIX vs. EGGY - Dividend Comparison
OIEIX's dividend yield for the trailing twelve months is around 9.65%, less than EGGY's 25.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGGY NestYield Dynamic Income ETF | 25.34% | 28.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OIEIX JPMorgan Equity Income Fund Class A | 9.65% | 10.83% | 14.48% | 2.59% | 3.50% | 3.17% | 1.62% | 2.60% | 4.95% | 2.29% | 2.30% | 2.52% |
Frequently Asked Questions
OIEIX and EGGY have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EGGY has higher volatility (15.55%) compared to OIEIX (3.39%). In terms of maximum drawdown, OIEIX dropped -50.63% vs EGGY's -18.34%.
OIEIX currently has the higher Sharpe Ratio (2.22 vs 1.51), 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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