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 Chase. 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: PONPX or JEPIX.
Performance
PONPX vs. JEPIX - Performance Comparison
Returns By Period
In the year-to-date period, PONPX achieves a 4.66% return, which is significantly lower than JEPIX's 14.65% return.
PONPX
4.66%
-0.71%
3.21%
9.24%
3.04%
4.04%
JEPIX
14.65%
-0.40%
7.61%
17.63%
9.67%
N/A
Key characteristics
| PONPX | JEPIX | |
|---|---|---|
| Sharpe Ratio | 2.18 | 2.46 |
| Sortino Ratio | 3.29 | 3.54 |
| Omega Ratio | 1.43 | 1.50 |
| Calmar Ratio | 2.40 | 4.52 |
| Martin Ratio | 10.56 | 16.47 |
| Ulcer Index | 0.88% | 1.07% |
| Daily Std Dev | 4.30% | 7.16% |
| Max Drawdown | -13.39% | -32.63% |
| Current Drawdown | -1.81% | -1.40% |
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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.
Correlation
The correlation between PONPX and JEPIX is 0.35, 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. JEPIX - 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 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.
Dividends
PONPX vs. JEPIX - Dividend Comparison
PONPX's dividend yield for the trailing twelve months is around 6.14%, less than JEPIX's 6.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PONPX PIMCO Income Fund Class I-2 | 6.14% | 6.10% | 6.28% | 3.92% | 4.79% | 5.76% | 5.58% | 5.32% | 5.47% | 7.64% | 6.18% | 5.37% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 6.98% | 8.43% | 12.24% | 7.58% | 11.59% | 7.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PONPX vs. JEPIX - Drawdown Comparison
The maximum PONPX drawdown since its inception was -13.39%, 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. For additional features, visit the drawdowns tool.
Volatility
PONPX vs. JEPIX - Volatility Comparison
The current volatility for PIMCO Income Fund Class I-2 (PONPX) is 1.03%, while JPMorgan Equity Premium Income Fund Class I (JEPIX) has a volatility of 2.01%. 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.