PFFA vs. JEPI
Compare and contrast key facts about Virtus InfraCap U.S. Preferred Stock ETF (PFFA) and JPMorgan Equity Premium Income ETF (JEPI).
PFFA and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PFFA is an actively managed fund by Virtus Investment Partners. It was launched on May 15, 2018. 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: PFFA or JEPI.
Performance
PFFA vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, PFFA achieves a 17.89% return, which is significantly higher than JEPI's 15.68% return.
PFFA
17.89%
-1.36%
13.49%
30.93%
6.65%
N/A
JEPI
15.68%
1.17%
9.24%
18.27%
N/A
N/A
Key characteristics
| PFFA | JEPI | |
|---|---|---|
| Sharpe Ratio | 3.51 | 2.63 |
| Sortino Ratio | 4.89 | 3.65 |
| Omega Ratio | 1.71 | 1.52 |
| Calmar Ratio | 3.07 | 4.81 |
| Martin Ratio | 28.00 | 18.61 |
| Ulcer Index | 1.09% | 1.00% |
| Daily Std Dev | 8.67% | 7.08% |
| Max Drawdown | -70.52% | -13.71% |
| Current Drawdown | -2.10% | -0.28% |
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PFFA vs. JEPI - Expense Ratio Comparison
PFFA has a 1.47% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Correlation
The correlation between PFFA and JEPI is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
PFFA vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus InfraCap U.S. Preferred Stock ETF (PFFA) 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
PFFA vs. JEPI - Dividend Comparison
PFFA's dividend yield for the trailing twelve months is around 8.99%, more than JEPI's 7.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
PFFA Virtus InfraCap U.S. Preferred Stock ETF | 8.99% | 9.56% | 10.78% | 7.64% | 8.54% | 10.02% | 5.15% |
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% |
Drawdowns
PFFA vs. JEPI - Drawdown Comparison
The maximum PFFA drawdown since its inception was -70.52%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for PFFA and JEPI. For additional features, visit the drawdowns tool.
Volatility
PFFA vs. JEPI - Volatility Comparison
Virtus InfraCap U.S. Preferred Stock ETF (PFFA) and JPMorgan Equity Premium Income ETF (JEPI) have volatilities of 2.18% and 2.25%, 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.