PSLDX vs. JEPI
Compare and contrast key facts about PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) and JPMorgan Equity Premium Income ETF (JEPI).
PSLDX is managed by PIMCO. It was launched on Aug 31, 2007. 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: PSLDX or JEPI.
Key characteristics
| PSLDX | JEPI | |
|---|---|---|
| YTD Return | 21.58% | 15.89% |
| 1Y Return | 41.31% | 19.32% |
| 3Y Return (Ann) | -3.23% | 8.31% |
| Sharpe Ratio | 2.59 | 2.89 |
| Sortino Ratio | 3.46 | 4.02 |
| Omega Ratio | 1.43 | 1.58 |
| Calmar Ratio | 1.22 | 5.23 |
| Martin Ratio | 14.48 | 20.45 |
| Ulcer Index | 3.24% | 0.99% |
| Daily Std Dev | 18.11% | 7.00% |
| Max Drawdown | -79.57% | -13.71% |
| Current Drawdown | -12.20% | -0.10% |
Correlation
The correlation between PSLDX and JEPI is 0.68, 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
PSLDX vs. JEPI - Performance Comparison
In the year-to-date period, PSLDX achieves a 21.58% return, which is significantly higher than JEPI's 15.89% 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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PSLDX vs. JEPI - Expense Ratio Comparison
PSLDX has a 0.61% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
PSLDX vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) 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
PSLDX vs. JEPI - Dividend Comparison
PSLDX's dividend yield for the trailing twelve months is around 14.55%, more than JEPI's 7.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSLDX PIMCO StocksPLUS Long Duration Fund Class I | 14.55% | 3.67% | 2.66% | 38.80% | 11.13% | 14.09% | 15.58% | 24.51% | 11.55% | 12.08% | 23.01% | 43.03% |
JEPI JPMorgan Equity Premium Income ETF | 7.06% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PSLDX vs. JEPI - Drawdown Comparison
The maximum PSLDX drawdown since its inception was -79.57%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for PSLDX and JEPI. For additional features, visit the drawdowns tool.
Volatility
PSLDX vs. JEPI - Volatility Comparison
PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) has a higher volatility of 5.16% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.95%. This indicates that PSLDX'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.