PONPX vs. JEPI
Compare and contrast key facts about PIMCO Income Fund Class I-2 (PONPX) and JPMorgan Equity Premium Income ETF (JEPI).
PONPX is managed by PIMCO. 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: PONPX or JEPI.
Performance
PONPX vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, PONPX achieves a 4.76% return, which is significantly lower than JEPI's 16.16% return.
PONPX
4.76%
0.14%
3.90%
9.34%
3.07%
4.03%
JEPI
16.16%
1.71%
9.69%
18.77%
N/A
N/A
Key characteristics
| PONPX | JEPI | |
|---|---|---|
| Sharpe Ratio | 2.17 | 2.65 |
| Sortino Ratio | 3.29 | 3.68 |
| Omega Ratio | 1.43 | 1.52 |
| Calmar Ratio | 2.40 | 4.85 |
| Martin Ratio | 10.33 | 18.78 |
| Ulcer Index | 0.90% | 1.00% |
| Daily Std Dev | 4.30% | 7.08% |
| Max Drawdown | -13.39% | -13.71% |
| Current Drawdown | -1.72% | 0.00% |
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PONPX vs. JEPI - Expense Ratio Comparison
PONPX has a 0.72% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Correlation
The correlation between PONPX and JEPI 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.
Risk-Adjusted Performance
PONPX vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Fund Class I-2 (PONPX) 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
PONPX vs. JEPI - Dividend Comparison
PONPX's dividend yield for the trailing twelve months is around 6.13%, less than JEPI's 7.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PONPX PIMCO Income Fund Class I-2 | 6.13% | 6.10% | 6.28% | 3.92% | 4.79% | 5.76% | 5.58% | 5.32% | 5.47% | 7.64% | 6.18% | 5.37% |
JEPI JPMorgan Equity Premium Income ETF | 7.04% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PONPX vs. JEPI - Drawdown Comparison
The maximum PONPX drawdown since its inception was -13.39%, roughly equal to the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for PONPX and JEPI. For additional features, visit the drawdowns tool.
Volatility
PONPX vs. JEPI - Volatility Comparison
The current volatility for PIMCO Income Fund Class I-2 (PONPX) is 1.00%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 2.25%. This indicates that PONPX 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.