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PFF vs. JEPQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFF vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Preferred and Income Securities ETF (PFF) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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 2.93% return, which is significantly lower than JEPQ's 10.52% return.


PFF

1D
0.45%
1M
0.83%
YTD
2.93%
6M
2.33%
1Y
9.03%
3Y*
7.05%
5Y*
1.45%
10Y*
3.30%

JEPQ

1D
1.61%
1M
3.22%
YTD
10.52%
6M
10.65%
1Y
29.09%
3Y*
20.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFF vs. JEPQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
PFF
iShares Preferred and Income Securities ETF
2.93%4.87%7.24%9.22%-4.79%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
10.52%15.18%24.85%36.28%-11.16%

Correlation

The correlation between PFF and JEPQ is 0.66, 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

0.66

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

0.46

Correlation (All Time)
Calculated using the full available price history since May 4, 2022

0.53

The correlation between PFF and JEPQ shifts across timeframes, from 0.46 (3 years) to 0.66 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PFF vs. JEPQ — Risk / Return Rank

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

PFF
PFF Risk / Return Rank: 3737
Overall Rank
PFF Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PFF Sortino Ratio Rank: 3838
Sortino Ratio Rank
PFF Omega Ratio Rank: 3535
Omega Ratio Rank
PFF Calmar Ratio Rank: 3636
Calmar Ratio Rank
PFF Martin Ratio Rank: 3636
Martin Ratio Rank

JEPQ
JEPQ Risk / Return Rank: 7676
Overall Rank
JEPQ Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
JEPQ Sortino Ratio Rank: 7272
Sortino Ratio Rank
JEPQ Omega Ratio Rank: 8181
Omega Ratio Rank
JEPQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
JEPQ Martin Ratio Rank: 8282
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. JEPQ - Risk-Adjusted Trends Comparison

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


PFFJEPQDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

1.23

1.45

-0.23

Calmar ratioReturn relative to maximum drawdown

1.72

3.31

-1.60

Martin ratioReturn relative to average drawdown

5.21

15.77

-10.55

PFF vs. JEPQ - Sharpe Ratio Comparison

The current PFF Sharpe Ratio is 1.31, which is lower than the JEPQ Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of PFF and JEPQ, 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. JEPQ - Drawdown Comparison

The maximum PFF drawdown since its inception was -65.55%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for PFF and JEPQ.


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Drawdown Indicators


PFFJEPQDifference

Max Drawdown

Largest peak-to-trough decline

-65.55%

-20.07%

-45.48%

Max Drawdown (1Y)

Largest decline over 1 year

-5.28%

-8.82%

+3.54%

Max Drawdown (3Y)

Largest decline over 3 years

-10.63%

-20.07%

+9.44%

Max Drawdown (5Y)

Largest decline over 5 years

-21.05%

Max Drawdown (10Y)

Largest decline over 10 years

-34.10%

Current Drawdown

Current decline from peak

-1.11%

0.00%

-1.11%

Average Drawdown

Average peak-to-trough decline

-5.75%

-3.40%

-2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

1.85%

-0.12%

Volatility

PFF vs. JEPQ - Volatility Comparison

The current volatility for iShares Preferred and Income Securities ETF (PFF) is 2.08%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 5.70%. This indicates that PFF experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFFJEPQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.08%

5.70%

-3.62%

Volatility (6M)

Calculated over the trailing 6-month period

5.28%

10.49%

-5.21%

Volatility (1Y)

Calculated over the trailing 1-year period

6.91%

12.83%

-5.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.33%

16.76%

-6.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.67%

16.76%

-4.09%

PFF vs. JEPQ - Expense Ratio Comparison

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


Dividends

PFF vs. JEPQ - Dividend Comparison

PFF's dividend yield for the trailing twelve months is around 5.47%, less than JEPQ's 9.98% yield.


PositionTTM20252024202320222021202020192018201720162015
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.98%10.53%9.65%10.03%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFF
iShares Preferred and Income Securities ETF
5.47%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 JEPQ have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JEPQ has higher volatility (5.70%) compared to PFF (2.08%). In terms of maximum drawdown, PFF dropped -65.55% vs JEPQ's -20.07%.

On 3-year performance, JEPQ leads with 20.83% vs 7.05% for PFF. On fees, JEPQ is cheaper at 0.35% per year. On volatility, PFF has been the lower-risk option at 2.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, JEPQ has performed better with a 20.83% return vs 7.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

JEPQ has the higher dividend yield at 9.98%, compared with 5.47% for PFF.

PFF is categorized as Preferred Stock/Convertible Bonds, while JEPQ is Nasdaq-100. PFF tracks ICE Exchange-Listed Preferred & Hybrid Securities Index, while JEPQ tracks Nasdaq-100 Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.46% for PFF and 0.35% for JEPQ.

JEPQ currently has the higher Sharpe Ratio (2.28 vs 1.31), 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 JEPQ

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