PDI vs. JEPI
PDI (PIMCO Dynamic Income Fund) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, PDI returned 2.66%/yr vs 7.33%/yr for JEPI. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
PDI vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, PDI achieves a -0.66% return, which is significantly lower than JEPI's 4.17% return.
PDI
- 1D
- 1.19%
- 1M
- -2.25%
- 6M
- -4.71%
- YTD
- -0.66%
- 1Y
- -2.67%
- 3Y*
- 8.97%
- 5Y*
- 2.66%
- 10Y*
- 6.67%
- ALL TIME*
- 9.91%
JEPI
- 1D
- 0.56%
- 1M
- 2.05%
- 6M
- 1.84%
- YTD
- 4.17%
- 1Y
- 9.09%
- 3Y*
- 9.08%
- 5Y*
- 7.33%
- 10Y*
- —
- ALL TIME*
- 11.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $266.77M | $260.58M | $298.64M | |
| $41.52M | $40.79M | $45.33M |
PDI vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PDI PIMCO Dynamic Income Fund | -0.66% | 11.03% | 17.18% | 11.99% | -16.99% | 7.81% | 20.65% |
JEPI JPMorgan Equity Premium Income ETF | 4.17% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between PDI and JEPI is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.36 |
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Return for Risk
PDI vs. JEPI — Risk / Return Rank
PDI
JEPI
PDI vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Dynamic Income Fund (PDI) 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.
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.
| PDI | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.21 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 1.37 | -1.61 |
| Martin ratioReturn relative to average drawdown | -0.46 | 3.87 | -4.33 |
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Drawdowns
PDI vs. JEPI - Drawdown Comparison
The maximum PDI drawdown since its inception was -46.47%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for PDI and JEPI.
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Drawdown Indicators
| PDI | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.47% | -13.71% | -32.76% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -6.68% | -4.27% |
Max Drawdown (3Y)Largest decline over 3 years | -17.55% | -13.26% | -4.29% |
Max Drawdown (5Y)Largest decline over 5 years | -27.19% | -13.71% | -13.48% |
Max Drawdown (10Y)Largest decline over 10 years | -46.47% | — | — |
Current DrawdownCurrent decline from peak | -8.42% | -1.01% | -7.41% |
Average DrawdownAverage peak-to-trough decline | -6.23% | -2.13% | -4.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 2.36% | +3.39% |
Volatility
PDI vs. JEPI - Volatility Comparison
PIMCO Dynamic Income Fund (PDI) has a higher volatility of 3.00% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.37%. This indicates that PDI'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.
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Volatility by Period
| PDI | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 2.37% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 6.36% | +2.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.81% | 8.17% | +3.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 11.11% | +4.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 10.74% | +8.31% |
Dividends
PDI vs. JEPI - Dividend Comparison
PDI's dividend yield for the trailing twelve months is around 16.43%, more than JEPI's 7.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 7.99% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PDI PIMCO Dynamic Income Fund | 16.43% | 14.94% | 14.43% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 18.70% |
Frequently Asked Questions
PDI and JEPI have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PDI has higher volatility (3.00%) compared to JEPI (2.37%). In terms of maximum drawdown, PDI dropped -46.47% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (1.12 vs -0.23), 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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