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PFF vs. JEPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFF vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Preferred and Income Securities ETF (PFF) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFF achieves a 1.64% return, which is significantly higher than JEPI's 1.34% return.


PFF

1D
-1.25%
1M
-0.85%
YTD
1.64%
6M
1.02%
1Y
7.50%
3Y*
6.76%
5Y*
1.08%
10Y*
3.23%

JEPI

1D
-0.05%
1M
0.23%
YTD
1.34%
6M
1.18%
1Y
8.97%
3Y*
9.13%
5Y*
7.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFF vs. JEPI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PFF
iShares Preferred and Income Securities ETF
1.64%4.87%7.24%9.22%-18.19%7.15%16.64%
JEPI
JPMorgan Equity Premium Income ETF
1.34%8.09%12.57%9.83%-3.49%21.52%18.39%

Correlation

The correlation between PFF and JEPI is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (All Time)
Calculated using the full available price history since May 21, 2020

0.57

The correlation between PFF and JEPI has been stable across timeframes, ranging from 0.53 to 0.57 - a consistent structural relationship.

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Return for Risk

PFF vs. JEPI — Risk / Return Rank

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

PFF
PFF Risk / Return Rank: 3030
Overall Rank
PFF Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PFF Sortino Ratio Rank: 2929
Sortino Ratio Rank
PFF Omega Ratio Rank: 2727
Omega Ratio Rank
PFF Calmar Ratio Rank: 3030
Calmar Ratio Rank
PFF Martin Ratio Rank: 3131
Martin Ratio Rank

JEPI
JEPI Risk / Return Rank: 3030
Overall Rank
JEPI Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
JEPI Sortino Ratio Rank: 3232
Sortino Ratio Rank
JEPI Omega Ratio Rank: 3131
Omega Ratio Rank
JEPI Calmar Ratio Rank: 2828
Calmar Ratio Rank
JEPI Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PFF vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Preferred and Income Securities ETF (PFF) 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.


PFFJEPIDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.18

1.21

-0.02

Calmar ratioReturn relative to maximum drawdown

1.43

1.35

+0.08

Martin ratioReturn relative to average drawdown

4.32

4.00

+0.32

PFF vs. JEPI - Sharpe Ratio Comparison

The current PFF Sharpe Ratio is 1.07, which is comparable to the JEPI Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of PFF and JEPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PFF vs. JEPI - Drawdown Comparison

The maximum PFF drawdown since its inception was -65.55%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for PFF and JEPI.


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Drawdown Indicators


PFFJEPIDifference

Max Drawdown

Largest peak-to-trough decline

-65.55%

-13.71%

-51.84%

Max Drawdown (1Y)

Largest decline over 1 year

-5.28%

-6.68%

+1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-10.63%

-13.26%

+2.63%

Max Drawdown (5Y)

Largest decline over 5 years

-21.05%

-13.71%

-7.34%

Max Drawdown (10Y)

Largest decline over 10 years

-34.10%

Current Drawdown

Current decline from peak

-2.35%

-3.69%

+1.34%

Average Drawdown

Average peak-to-trough decline

-5.75%

-2.13%

-3.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

2.24%

-0.50%

Volatility

PFF vs. JEPI - Volatility Comparison

iShares Preferred and Income Securities ETF (PFF) and JPMorgan Equity Premium Income ETF (JEPI) have volatilities of 2.42% and 2.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFFJEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

2.35%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

5.43%

6.28%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

7.04%

8.04%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.35%

11.08%

-0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.68%

10.79%

+1.89%

PFF vs. JEPI - Expense Ratio Comparison

PFF has a 0.46% expense ratio, which is higher than JEPI's 0.35% expense ratio.


Dividends

PFF vs. JEPI - Dividend Comparison

PFF's dividend yield for the trailing twelve months is around 5.54%, less than JEPI's 8.17% yield.


PositionTTM20252024202320222021202020192018201720162015
JEPI
JPMorgan Equity Premium Income ETF
8.17%8.25%7.33%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%
PFF
iShares Preferred and Income Securities ETF
5.54%6.30%6.32%6.63%6.01%4.45%4.79%5.31%6.32%5.59%5.85%5.76%

Frequently Asked Questions


PFF and JEPI have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFF has higher volatility (2.42%) compared to JEPI (2.35%). In terms of maximum drawdown, PFF dropped -65.55% vs JEPI's -13.71%.

On 5-year performance, JEPI leads with 7.51% vs 1.08% for PFF. On fees, JEPI is cheaper at 0.35% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, JEPI has performed better with a 7.51% return vs 1.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JEPI is cheaper with a 0.35% expense ratio, compared with 0.46% for PFF.

JEPI has the higher dividend yield at 8.17%, compared with 5.54% for PFF.

PFF is categorized as Preferred Stock/Convertible Bonds, while JEPI is Dividend. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.46% for PFF and 0.35% for JEPI.

JEPI currently has the higher Sharpe Ratio (1.12 vs 1.07), 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.

Portfolio Optimizer

Find the right allocation for PFF and JEPI

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