PCN vs. JEPI
Compare and contrast key facts about PIMCO Corporate & Income Strategy Fund (PCN) and JPMorgan Equity Premium Income ETF (JEPI).
PCN is managed by PIMCO. It was launched on Dec 20, 2001. JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PCN or JEPI.
Key characteristics
| PCN | JEPI | |
|---|---|---|
| YTD Return | 22.50% | 15.79% |
| 1Y Return | 27.41% | 20.11% |
| 3Y Return (Ann) | 0.92% | 8.29% |
| Sharpe Ratio | 2.21 | 2.87 |
| Sortino Ratio | 2.63 | 4.00 |
| Omega Ratio | 1.52 | 1.58 |
| Calmar Ratio | 1.19 | 5.20 |
| Martin Ratio | 6.69 | 20.34 |
| Ulcer Index | 3.94% | 0.99% |
| Daily Std Dev | 11.90% | 7.00% |
| Max Drawdown | -61.14% | -13.71% |
| Current Drawdown | -1.51% | -0.18% |
Correlation
The correlation between PCN and JEPI is 0.33, 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
PCN vs. JEPI - Performance Comparison
In the year-to-date period, PCN achieves a 22.50% return, which is significantly higher than JEPI's 15.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PCN vs. JEPI - Expense Ratio Comparison
PCN has a 0.85% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
PCN vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Corporate & Income Strategy Fund (PCN) 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.
Dividends
PCN vs. JEPI - Dividend Comparison
PCN's dividend yield for the trailing twelve months is around 9.78%, more than JEPI's 7.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCN PIMCO Corporate & Income Strategy Fund | 9.78% | 10.93% | 12.71% | 7.93% | 7.87% | 7.41% | 9.64% | 7.88% | 12.02% | 10.27% | 11.31% | 14.59% |
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PCN vs. JEPI - Drawdown Comparison
The maximum PCN drawdown since its inception was -61.14%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for PCN and JEPI. For additional features, visit the drawdowns tool.
Volatility
PCN vs. JEPI - Volatility Comparison
PIMCO Corporate & Income Strategy Fund (PCN) has a higher volatility of 2.72% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.97%. This indicates that PCN'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.