PDO vs. JEPI
Compare and contrast key facts about Pimco Dynamic Income Opportunities Fund (PDO) and JPMorgan Equity Premium Income ETF (JEPI).
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: PDO or JEPI.
Key characteristics
| PDO | JEPI | |
|---|---|---|
| YTD Return | 21.30% | 15.89% |
| 1Y Return | 30.59% | 19.32% |
| 3Y Return (Ann) | -0.61% | 8.31% |
| Sharpe Ratio | 2.99 | 2.89 |
| Sortino Ratio | 4.24 | 4.02 |
| Omega Ratio | 1.58 | 1.58 |
| Calmar Ratio | 1.04 | 5.23 |
| Martin Ratio | 19.65 | 20.45 |
| Ulcer Index | 1.66% | 0.99% |
| Daily Std Dev | 10.90% | 7.00% |
| Max Drawdown | -36.83% | -13.71% |
| Current Drawdown | -10.27% | -0.10% |
Correlation
The correlation between PDO and JEPI is 0.35, 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
PDO vs. JEPI - Performance Comparison
In the year-to-date period, PDO achieves a 21.30% return, which is significantly higher than JEPI's 15.89% 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
PDO vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pimco Dynamic Income Opportunities Fund (PDO) 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
PDO vs. JEPI - Dividend Comparison
PDO's dividend yield for the trailing twelve months is around 11.50%, more than JEPI's 7.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
PDO Pimco Dynamic Income Opportunities Fund | 11.50% | 12.55% | 19.08% | 8.54% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.06% | 8.40% | 11.67% | 6.59% | 5.79% |
Drawdowns
PDO vs. JEPI - Drawdown Comparison
The maximum PDO drawdown since its inception was -36.83%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for PDO and JEPI. For additional features, visit the drawdowns tool.
Volatility
PDO vs. JEPI - Volatility Comparison
Pimco Dynamic Income Opportunities Fund (PDO) has a higher volatility of 4.00% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.95%. This indicates that PDO'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.