PMAIX vs. JEPAX
Compare and contrast key facts about Pioneer Multi-Asset Income Fund A (PMAIX) and JPMorgan Equity Premium Income Fund Class A (JEPAX).
PMAIX is managed by Amundi US. It was launched on Dec 22, 2011. JEPAX is managed by JPMorgan. It was launched on Aug 31, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PMAIX or JEPAX.
Key characteristics
| PMAIX | JEPAX | |
|---|---|---|
| YTD Return | 8.25% | 15.87% |
| 1Y Return | 12.10% | 18.86% |
| 3Y Return (Ann) | 5.87% | 7.79% |
| 5Y Return (Ann) | 7.43% | 9.61% |
| Sharpe Ratio | 2.36 | 2.65 |
| Sortino Ratio | 3.42 | 3.82 |
| Omega Ratio | 1.44 | 1.54 |
| Calmar Ratio | 4.41 | 4.80 |
| Martin Ratio | 13.45 | 17.47 |
| Ulcer Index | 0.90% | 1.08% |
| Daily Std Dev | 5.17% | 7.13% |
| Max Drawdown | -24.12% | -32.68% |
| Current Drawdown | -2.27% | -0.20% |
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.
Performance
PMAIX vs. JEPAX - Performance Comparison
In the year-to-date period, PMAIX achieves a 8.25% return, which is significantly lower than JEPAX's 15.87% 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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PMAIX vs. JEPAX - Expense Ratio Comparison
Both PMAIX and JEPAX have an expense ratio of 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.
Dividends
PMAIX vs. JEPAX - Dividend Comparison
PMAIX's dividend yield for the trailing twelve months is around 7.28%, more than JEPAX's 6.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMAIX Pioneer Multi-Asset Income Fund A | 7.28% | 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 | 6.66% | 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.
Volatility
PMAIX vs. JEPAX - Volatility Comparison
The current volatility for Pioneer Multi-Asset Income Fund A (PMAIX) is 1.09%, while JPMorgan Equity Premium Income Fund Class A (JEPAX) has a volatility of 1.77%. 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.