PSFD vs. JEPQ
Compare and contrast key facts about Pacer Swan SOS Flex (December) ETF (PSFD) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
PSFD and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSFD is an actively managed fund by Pacer Advisors. It was launched on Dec 22, 2020. JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSFD or JEPQ.
Key characteristics
| PSFD | JEPQ | |
|---|---|---|
| YTD Return | 13.79% | 23.39% |
| 1Y Return | 19.03% | 28.15% |
| Sharpe Ratio | 3.48 | 2.38 |
| Sortino Ratio | 4.95 | 3.11 |
| Omega Ratio | 1.75 | 1.49 |
| Calmar Ratio | 5.30 | 2.71 |
| Martin Ratio | 29.20 | 11.74 |
| Ulcer Index | 0.72% | 2.48% |
| Daily Std Dev | 6.02% | 12.20% |
| Max Drawdown | -14.94% | -16.82% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between PSFD and JEPQ is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PSFD vs. JEPQ - Performance Comparison
In the year-to-date period, PSFD achieves a 13.79% return, which is significantly lower than JEPQ's 23.39% 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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PSFD vs. JEPQ - Expense Ratio Comparison
PSFD has a 0.75% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Risk-Adjusted Performance
PSFD vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Flex (December) ETF (PSFD) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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
PSFD vs. JEPQ - Dividend Comparison
PSFD has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 9.35%.
| TTM | 2023 | 2022 | |
|---|---|---|---|
PSFD Pacer Swan SOS Flex (December) ETF | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.35% | 10.02% | 9.44% |
Drawdowns
PSFD vs. JEPQ - Drawdown Comparison
The maximum PSFD drawdown since its inception was -14.94%, smaller than the maximum JEPQ drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for PSFD and JEPQ. For additional features, visit the drawdowns tool.
Volatility
PSFD vs. JEPQ - Volatility Comparison
The current volatility for Pacer Swan SOS Flex (December) ETF (PSFD) is 0.80%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 3.33%. This indicates that PSFD experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.