PONPX vs. JEPIX
Compare and contrast key facts about PIMCO Income Fund Class I-2 (PONPX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
PONPX is managed by PIMCO. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
PONPX vs. JEPIX - Performance Comparison
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PONPX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PONPX PIMCO Income Fund Class I-2 | -1.01% | 10.96% | 5.33% | 9.24% | -9.14% | 2.51% | 5.73% | 7.99% | 1.23% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -0.51% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Returns By Period
In the year-to-date period, PONPX achieves a -1.01% return, which is significantly lower than JEPIX's -0.51% return.
PONPX
- 1D
- 0.37%
- 1M
- -2.36%
- YTD
- -1.01%
- 6M
- 1.30%
- 1Y
- 6.17%
- 3Y*
- 7.22%
- 5Y*
- 3.32%
- 10Y*
- 4.59%
JEPIX
- 1D
- 1.89%
- 1M
- -5.27%
- YTD
- -0.51%
- 6M
- 2.16%
- 1Y
- 6.88%
- 3Y*
- 9.18%
- 5Y*
- 7.91%
- 10Y*
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PONPX vs. JEPIX - Expense Ratio Comparison
PONPX has a 0.72% expense ratio, which is higher than JEPIX's 0.63% expense ratio.
Return for Risk
PONPX vs. JEPIX — Risk / Return Rank
PONPX
JEPIX
PONPX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Fund Class I-2 (PONPX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). 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.
| PONPX | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 0.51 | +1.00 |
Sortino ratioReturn per unit of downside risk | 2.16 | 0.82 | +1.34 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.13 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.98 | 0.82 | +1.16 |
Martin ratioReturn relative to average drawdown | 7.83 | 3.77 | +4.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PONPX | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 0.51 | +1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.70 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.82 | 0.48 | +1.34 |
Correlation
The correlation between PONPX and JEPIX is 0.36, 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
PONPX vs. JEPIX - Dividend Comparison
PONPX's dividend yield for the trailing twelve months is around 5.46%, less than JEPIX's 7.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PONPX PIMCO Income Fund Class I-2 | 5.46% | 5.91% | 6.16% | 6.11% | 4.89% | 3.92% | 4.78% | 5.73% | 5.56% | 5.27% | 5.42% | 7.77% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.55% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PONPX vs. JEPIX - Drawdown Comparison
The maximum PONPX drawdown since its inception was -13.41%, smaller than the maximum JEPIX drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for PONPX and JEPIX.
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Drawdown Indicators
| PONPX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.41% | -32.63% | +19.22% |
Max Drawdown (1Y)Largest decline over 1 year | -3.69% | -10.49% | +6.80% |
Max Drawdown (5Y)Largest decline over 5 years | -13.41% | -13.67% | +0.26% |
Max Drawdown (10Y)Largest decline over 10 years | -13.41% | — | — |
Current DrawdownCurrent decline from peak | -2.88% | -5.53% | +2.65% |
Average DrawdownAverage peak-to-trough decline | -1.44% | -3.19% | +1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 2.27% | -1.34% |
Volatility
PONPX vs. JEPIX - Volatility Comparison
The current volatility for PIMCO Income Fund Class I-2 (PONPX) is 1.90%, while JPMorgan Equity Premium Income Fund Class I (JEPIX) has a volatility of 4.12%. This indicates that PONPX experiences smaller price fluctuations and is considered to be less risky than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PONPX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.90% | 4.12% | -2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 2.66% | 6.74% | -4.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.28% | 13.80% | -9.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.74% | 11.41% | -6.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.19% | 14.85% | -10.66% |