PFN vs. JEPI

In the year-to-date period, PFN achieves a 1.94% return, which is significantly higher than JEPI's 0.06% return.

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PFN has a 1.74% expense ratio, which is higher than JEPI's 0.35% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Strategy Fund II (PFN) 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.

The current PFN Sharpe Ratio is 0.95, which is higher than the JEPI Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of PFN and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PFN's dividend yield for the trailing twelve months is around 11.92%, more than JEPI's 8.02% yield.

The maximum PFN drawdown since its inception was -79.78%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for PFN and JEPI. For additional features, visit the drawdowns tool.

The current volatility for PIMCO Income Strategy Fund II (PFN) is 2.50%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 4.17%. This indicates that PFN experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.