PSCI vs. JEPI
Compare and contrast key facts about Invesco S&P SmallCap Industrials ETF (PSCI) and JPMorgan Equity Premium Income ETF (JEPI).
PSCI and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSCI is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Industrials Index. It was launched on Apr 7, 2010. 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: PSCI or JEPI.
Key characteristics
| PSCI | JEPI | |
|---|---|---|
| YTD Return | 28.44% | 16.00% |
| 1Y Return | 50.35% | 20.33% |
| 3Y Return (Ann) | 13.75% | 8.37% |
| Sharpe Ratio | 2.43 | 3.04 |
| Sortino Ratio | 3.39 | 4.23 |
| Omega Ratio | 1.41 | 1.62 |
| Calmar Ratio | 5.47 | 5.53 |
| Martin Ratio | 13.91 | 21.64 |
| Ulcer Index | 3.78% | 0.99% |
| Daily Std Dev | 21.66% | 7.01% |
| Max Drawdown | -45.55% | -13.71% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between PSCI and JEPI is 0.62, 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
PSCI vs. JEPI - Performance Comparison
In the year-to-date period, PSCI achieves a 28.44% return, which is significantly higher than JEPI's 16.00% 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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PSCI vs. JEPI - Expense Ratio Comparison
PSCI has a 0.29% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
PSCI vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Industrials ETF (PSCI) 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
PSCI vs. JEPI - Dividend Comparison
PSCI's dividend yield for the trailing twelve months is around 0.63%, less than JEPI's 7.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSCI Invesco S&P SmallCap Industrials ETF | 0.63% | 0.72% | 0.87% | 0.69% | 0.59% | 0.64% | 0.67% | 0.71% | 0.74% | 1.02% | 0.81% | 0.47% |
JEPI JPMorgan Equity Premium Income ETF | 7.05% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PSCI vs. JEPI - Drawdown Comparison
The maximum PSCI drawdown since its inception was -45.55%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for PSCI and JEPI. For additional features, visit the drawdowns tool.
Volatility
PSCI vs. JEPI - Volatility Comparison
Invesco S&P SmallCap Industrials ETF (PSCI) has a higher volatility of 7.88% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.99%. This indicates that PSCI's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.