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PATVX vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PATVX and JEPI is 0.76, 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.


-0.50.00.51.00.8

Performance

PATVX vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Target 2035 Fund (PATVX) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%80.00%SeptemberOctoberNovemberDecember2025February
37.80%
77.91%
PATVX
JEPI

Key characteristics

Sharpe Ratio

PATVX:

1.43

JEPI:

1.80

Sortino Ratio

PATVX:

1.97

JEPI:

2.43

Omega Ratio

PATVX:

1.27

JEPI:

1.35

Calmar Ratio

PATVX:

1.08

JEPI:

2.84

Martin Ratio

PATVX:

7.14

JEPI:

9.15

Ulcer Index

PATVX:

1.74%

JEPI:

1.53%

Daily Std Dev

PATVX:

8.64%

JEPI:

7.76%

Max Drawdown

PATVX:

-26.76%

JEPI:

-13.71%

Current Drawdown

PATVX:

-1.30%

JEPI:

-0.86%

Returns By Period

In the year-to-date period, PATVX achieves a 3.74% return, which is significantly higher than JEPI's 3.42% return.


PATVX

YTD

3.74%

1M

2.33%

6M

3.28%

1Y

11.03%

5Y*

4.50%

10Y*

4.53%

JEPI

YTD

3.42%

1M

1.71%

6M

6.79%

1Y

13.24%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PATVX vs. JEPI - Expense Ratio Comparison

PATVX has a 0.83% expense ratio, which is higher than JEPI's 0.35% expense ratio.


PATVX
T. Rowe Price Target 2035 Fund
Expense ratio chart for PATVX: current value at 0.83% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.83%
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

PATVX vs. JEPI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PATVX
The Risk-Adjusted Performance Rank of PATVX is 6767
Overall Rank
The Sharpe Ratio Rank of PATVX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of PATVX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of PATVX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of PATVX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of PATVX is 7272
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 7373
Overall Rank
The Sharpe Ratio Rank of JEPI is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 7070
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 7676
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 7878
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PATVX vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Target 2035 Fund (PATVX) and JPMorgan Equity Premium Income ETF (JEPI). 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.


Sharpe ratio
The chart of Sharpe ratio for PATVX, currently valued at 1.43, compared to the broader market-1.000.001.002.003.004.001.431.80
The chart of Sortino ratio for PATVX, currently valued at 1.97, compared to the broader market0.002.004.006.008.0010.0012.001.972.43
The chart of Omega ratio for PATVX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.35
The chart of Calmar ratio for PATVX, currently valued at 1.08, compared to the broader market0.005.0010.0015.0020.001.082.84
The chart of Martin ratio for PATVX, currently valued at 7.14, compared to the broader market0.0020.0040.0060.0080.007.149.15
PATVX
JEPI

The current PATVX Sharpe Ratio is 1.43, which is comparable to the JEPI Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of PATVX and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.43
1.80
PATVX
JEPI

Dividends

PATVX vs. JEPI - Dividend Comparison

PATVX's dividend yield for the trailing twelve months is around 2.13%, less than JEPI's 7.17% yield.


TTM20242023202220212020201920182017201620152014
PATVX
T. Rowe Price Target 2035 Fund
2.13%2.21%1.72%1.35%0.90%0.94%1.43%1.31%1.33%1.43%1.38%1.24%
JEPI
JPMorgan Equity Premium Income ETF
7.17%7.33%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PATVX vs. JEPI - Drawdown Comparison

The maximum PATVX drawdown since its inception was -26.76%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for PATVX and JEPI. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.30%
-0.86%
PATVX
JEPI

Volatility

PATVX vs. JEPI - Volatility Comparison

T. Rowe Price Target 2035 Fund (PATVX) has a higher volatility of 1.98% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.63%. This indicates that PATVX's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
1.98%
1.63%
PATVX
JEPI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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