PFN vs. JEPI
Compare and contrast key facts about PIMCO Income Strategy Fund II (PFN) and JPMorgan Equity Premium Income ETF (JEPI).
PFN is managed by PIMCO. It was launched on Oct 27, 2004. 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: PFN or JEPI.
Correlation
The correlation between PFN 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
PFN vs. JEPI - Performance Comparison
Key characteristics
PFN:
0.93
JEPI:
0.34
PFN:
1.17
JEPI:
0.57
PFN:
1.25
JEPI:
1.09
PFN:
0.62
JEPI:
0.34
PFN:
6.63
JEPI:
1.82
PFN:
1.65%
JEPI:
2.48%
PFN:
11.74%
JEPI:
13.34%
PFN:
-79.78%
JEPI:
-13.71%
PFN:
-6.82%
JEPI:
-7.54%
Returns By Period
In the year-to-date period, PFN achieves a -1.59% return, which is significantly higher than JEPI's -3.50% return.
PFN
-1.59%
-4.37%
-1.02%
13.02%
9.36%
6.98%
JEPI
-3.50%
-3.61%
-4.94%
5.48%
N/A
N/A
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PFN vs. JEPI - Expense Ratio Comparison
PFN has a 1.74% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
PFN vs. JEPI — Risk-Adjusted Performance Rank
PFN
JEPI
PFN vs. JEPI - Risk-Adjusted Performance Comparison
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.
Dividends
PFN vs. JEPI - Dividend Comparison
PFN's dividend yield for the trailing twelve months is around 12.22%, more than JEPI's 7.95% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFN PIMCO Income Strategy Fund II | 12.22% | 11.57% | 11.92% | 12.19% | 9.71% | 9.67% | 9.07% | 10.81% | 9.20% | 10.12% | 11.74% | 11.36% |
JEPI JPMorgan Equity Premium Income ETF | 7.95% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PFN vs. JEPI - Drawdown Comparison
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.
Volatility
PFN vs. JEPI - Volatility Comparison
The current volatility for PIMCO Income Strategy Fund II (PFN) is 9.74%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 10.54%. 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.