PFS vs. JEPQ

Last updated Apr 1, 2026

Compare and contrast key facts about Provident Financial Services, Inc. (PFS) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).

JEPQ is a passively managed fund by JPMorgan that tracks the performance of the Nasdaq-100 Index. It was launched on May 3, 2022.

Performance

PFS vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Provident Financial Services, Inc. (PFS) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

PFS vs. JEPQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
PFS Provident Financial Services, Inc.	8.27%	10.22%	10.72%	-10.79%	-3.24%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	-2.87%	15.18%	24.85%	36.28%	-12.89%

Returns By Period

In the year-to-date period, PFS achieves a 8.27% return, which is significantly higher than JEPQ's -2.87% return.

PFS

• 1D: 1.73%
• 1M: 0.57%
• YTD: 8.27%
• 6M: 12.35%
• 1Y: 29.48%
• 3Y*: 9.13%
• 5Y*: 3.78%
• 10Y*: 5.11%

JEPQ

• 1D: 3.25%
• 1M: -3.50%
• YTD: -2.87%
• 6M: 1.65%
• 1Y: 19.82%
• 3Y*: 19.06%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PFS vs. JEPQ — Risk / Return Rank

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

PFS

PFS Risk / Return Rank: 72
PFS Sharpe Ratio Rank: 73
PFS Sortino Ratio Rank: 68
PFS Omega Ratio Rank: 67
PFS Calmar Ratio Rank: 75
PFS Martin Ratio Rank: 76

JEPQ

JEPQ Risk / Return Rank: 72
JEPQ Sharpe Ratio Rank: 65
JEPQ Sortino Ratio Rank: 68
JEPQ Omega Ratio Rank: 75
JEPQ Calmar Ratio Rank: 72
JEPQ Martin Ratio Rank: 82

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.

PFS vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Provident Financial Services, Inc. (PFS) 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.

	PFS	JEPQ	Difference
Sharpe ratio Return per unit of total volatility	0.96	1.07	-0.11
Sortino ratio Return per unit of downside risk	1.48	1.64	-0.16
Omega ratio Gain probability vs. loss probability	1.20	1.27	-0.07
Calmar ratio Return relative to maximum drawdown	1.83	1.70	+0.12
Martin ratio Return relative to average drawdown	4.68	8.45	-3.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PFS vs. JEPQ - Sharpe Ratio Comparison

The current PFS Sharpe Ratio is 0.96, which is comparable to the JEPQ Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of PFS and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PFS	JEPQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.96	1.07	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.12	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.15	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.82	-0.67

Correlation

The correlation between PFS and JEPQ is 0.33, 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.

Dividends

PFS vs. JEPQ - Dividend Comparison

PFS's dividend yield for the trailing twelve months is around 4.54%, less than JEPQ's 11.10% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PFS Provident Financial Services, Inc.	4.54%	4.86%	5.09%	5.32%	4.49%	3.84%	5.12%	4.54%	3.40%	3.45%	2.51%	3.23%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	11.10%	10.53%	9.65%	10.03%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

PFS vs. JEPQ - Drawdown Comparison

The maximum PFS drawdown since its inception was -64.09%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for PFS and JEPQ.

Drawdown Indicators

	PFS	JEPQ	Difference
Max Drawdown Largest peak-to-trough decline	-64.09%	-20.07%	-44.02%
Max Drawdown (1Y) Largest decline over 1 year	-16.53%	-11.58%	-4.95%
Max Drawdown (5Y) Largest decline over 5 years	-43.65%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-64.09%	—	—
Current Drawdown Current decline from peak	-10.12%	-5.85%	-4.27%
Average Drawdown Average peak-to-trough decline	-16.52%	-3.55%	-12.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.46%	2.34%	+4.12%

Volatility

PFS vs. JEPQ - Volatility Comparison

The current volatility for Provident Financial Services, Inc. (PFS) is 4.73%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.02%. This indicates that PFS 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.

Volatility by Period

	PFS	JEPQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.73%	6.02%	-1.29%
Volatility (6M) Calculated over the trailing 6-month period	20.50%	10.47%	+10.03%
Volatility (1Y) Calculated over the trailing 1-year period	30.70%	18.52%	+12.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.99%	16.91%	+14.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.64%	16.91%	+16.73%