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PMAIX vs. JEPAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PMAIX and JEPAX is 0.47, 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.


-0.50.00.51.00.5

Performance

PMAIX vs. JEPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pioneer Multi-Asset Income Fund A (PMAIX) and JPMorgan Equity Premium Income Fund Class A (JEPAX). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%JulyAugustSeptemberOctoberNovemberDecember
51.73%
80.32%
PMAIX
JEPAX

Key characteristics

Sharpe Ratio

PMAIX:

1.44

JEPAX:

1.54

Sortino Ratio

PMAIX:

2.06

JEPAX:

2.13

Omega Ratio

PMAIX:

1.26

JEPAX:

1.30

Calmar Ratio

PMAIX:

1.81

JEPAX:

2.46

Martin Ratio

PMAIX:

6.59

JEPAX:

9.92

Ulcer Index

PMAIX:

1.11%

JEPAX:

1.17%

Daily Std Dev

PMAIX:

5.11%

JEPAX:

7.54%

Max Drawdown

PMAIX:

-24.12%

JEPAX:

-32.68%

Current Drawdown

PMAIX:

-4.05%

JEPAX:

-4.72%

Returns By Period

In the year-to-date period, PMAIX achieves a 6.28% return, which is significantly lower than JEPAX's 11.37% return.


PMAIX

YTD

6.28%

1M

-2.24%

6M

2.78%

1Y

7.34%

5Y*

6.63%

10Y*

6.25%

JEPAX

YTD

11.37%

1M

-2.91%

6M

5.38%

1Y

11.61%

5Y*

8.33%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PMAIX vs. JEPAX - Expense Ratio Comparison

Both PMAIX and JEPAX have an expense ratio of 0.85%.


PMAIX
Pioneer Multi-Asset Income Fund A
Expense ratio chart for PMAIX: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for JEPAX: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

PMAIX vs. JEPAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Multi-Asset Income Fund A (PMAIX) and JPMorgan Equity Premium Income Fund Class A (JEPAX). 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.


Sharpe ratio
The chart of Sharpe ratio for PMAIX, currently valued at 1.47, compared to the broader market-1.000.001.002.003.004.001.471.63
The chart of Sortino ratio for PMAIX, currently valued at 2.11, compared to the broader market-2.000.002.004.006.008.0010.002.112.26
The chart of Omega ratio for PMAIX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.003.501.271.33
The chart of Calmar ratio for PMAIX, currently valued at 1.86, compared to the broader market0.005.0010.0015.001.862.60
The chart of Martin ratio for PMAIX, currently valued at 6.76, compared to the broader market0.0020.0040.0060.006.7610.48
PMAIX
JEPAX

The current PMAIX Sharpe Ratio is 1.44, which is comparable to the JEPAX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of PMAIX and JEPAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.47
1.63
PMAIX
JEPAX

Dividends

PMAIX vs. JEPAX - Dividend Comparison

PMAIX's dividend yield for the trailing twelve months is around 6.89%, more than JEPAX's 6.27% yield.


TTM20232022202120202019201820172016201520142013
PMAIX
Pioneer Multi-Asset Income Fund A
6.89%6.61%5.63%5.53%5.39%5.78%5.83%6.68%5.53%5.92%6.24%5.36%
JEPAX
JPMorgan Equity Premium Income Fund Class A
6.27%8.19%11.97%7.36%11.35%7.51%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PMAIX vs. JEPAX - Drawdown Comparison

The maximum PMAIX drawdown since its inception was -24.12%, smaller than the maximum JEPAX drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for PMAIX and JEPAX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.05%
-4.72%
PMAIX
JEPAX

Volatility

PMAIX vs. JEPAX - Volatility Comparison

The current volatility for Pioneer Multi-Asset Income Fund A (PMAIX) is 1.29%, while JPMorgan Equity Premium Income Fund Class A (JEPAX) has a volatility of 2.74%. This indicates that PMAIX experiences smaller price fluctuations and is considered to be less risky than JEPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
1.29%
2.74%
PMAIX
JEPAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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