PFSEX vs. JEPI
Compare and contrast key facts about PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX) and JPMorgan Equity Premium Income ETF (JEPI).
PFSEX is managed by The Pacific Financial Group. It was launched on Dec 10, 2017. 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: PFSEX or JEPI.
Key characteristics
| PFSEX | JEPI | |
|---|---|---|
| YTD Return | 13.39% | 12.16% |
| 1Y Return | 21.84% | 15.01% |
| 3Y Return (Ann) | 3.71% | 8.02% |
| Sharpe Ratio | 1.74 | 1.85 |
| Daily Std Dev | 12.44% | 7.98% |
| Max Drawdown | -35.41% | -13.71% |
| Current Drawdown | -0.85% | -0.34% |
Correlation
The correlation between PFSEX and JEPI is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PFSEX vs. JEPI - Performance Comparison
In the year-to-date period, PFSEX achieves a 13.39% return, which is significantly higher than JEPI's 12.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PFSEX vs. JEPI - Expense Ratio Comparison
PFSEX has a 2.05% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
PFSEX vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX) 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
PFSEX vs. JEPI - Dividend Comparison
PFSEX has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 7.12%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
PFSEX PFG JP Morgan Tactical Aggressive Strategy Fund | 0.00% | 0.00% | 6.35% | 1.18% | 0.00% | 0.00% | 3.27% |
JEPI JPMorgan Equity Premium Income ETF | 7.12% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% |
Drawdowns
PFSEX vs. JEPI - Drawdown Comparison
The maximum PFSEX drawdown since its inception was -35.41%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for PFSEX and JEPI. For additional features, visit the drawdowns tool.
Volatility
PFSEX vs. JEPI - Volatility Comparison
PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX) has a higher volatility of 3.88% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.85%. This indicates that PFSEX's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.