PSTKX vs. JEPQ

Last updated Jun 24, 2026

PSTKX (PIMCO StocksPLUS Fund) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both funds - PSTKX is a Large Cap Blend Equities fund managed by PIMCO, while JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index. Over the past 3 years, PSTKX returned 19.43%/yr vs 19.79%/yr for JEPQ. Their correlation of 0.92 suggests significant overlap in exposure. PSTKX charges 0.51%/yr vs 0.35%/yr for JEPQ.

Performance

PSTKX vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO StocksPLUS Fund (PSTKX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSTKX achieves a 10.12% return, which is significantly higher than JEPQ's 7.85% return.

PSTKX

• 1D: -0.37%
• 1M: 0.32%
• YTD: 10.12%
• 6M: 2.99%
• 1Y: 19.27%
• 3Y*: 19.43%
• 5Y*: 11.53%
• 10Y*: 15.93%

JEPQ

• 1D: -2.48%
• 1M: 0.34%
• YTD: 7.85%
• 6M: 7.02%
• 1Y: 25.10%
• 3Y*: 19.79%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PSTKX vs. JEPQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
PSTKX PIMCO StocksPLUS Fund	10.12%	11.51%	25.03%	26.53%	-8.87%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	7.85%	15.18%	24.85%	36.28%	-11.16%

Correlation

The correlation between PSTKX and JEPQ is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (All Time) Calculated using the full available price history since May 4, 2022	0.92

The correlation between PSTKX and JEPQ has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

Return for Risk

PSTKX vs. JEPQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PSTKX

PSTKX Risk / Return Rank: 26
PSTKX Sharpe Ratio Rank: 31
PSTKX Sortino Ratio Rank: 24
PSTKX Omega Ratio Rank: 34
PSTKX Calmar Ratio Rank: 20
PSTKX Martin Ratio Rank: 22

JEPQ

JEPQ Risk / Return Rank: 63
JEPQ Sharpe Ratio Rank: 60
JEPQ Sortino Ratio Rank: 55
JEPQ Omega Ratio Rank: 66
JEPQ Calmar Ratio Rank: 60
JEPQ Martin Ratio Rank: 74

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PSTKX vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Fund (PSTKX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PSTKX	JEPQ	Difference
Sharpe ratio: Return per unit of total volatility	1.47	1.93	-0.46
Sortino ratio: Return per unit of downside risk	1.89	2.57	-0.67
Omega ratio: Gain probability vs. loss probability	1.28	1.38	-0.10
Calmar ratio: Return relative to maximum drawdown	1.51	2.86	-1.35
Martin ratio: Return relative to average drawdown	4.90	13.55	-8.66

PSTKX vs. JEPQ - Sharpe Ratio Comparison

The current PSTKX Sharpe Ratio is 1.47, which is comparable to the JEPQ Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of PSTKX and JEPQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PSTKX vs. JEPQ - Drawdown Comparison

The maximum PSTKX drawdown since its inception was -62.59%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for PSTKX and JEPQ.

Drawdown Indicators

	PSTKX	JEPQ	Difference
Max Drawdown Largest peak-to-trough decline	-62.59%	-20.07%	-42.52%
Max Drawdown (1Y) Largest decline over 1 year	-13.72%	-8.82%	-4.90%
Max Drawdown (3Y) Largest decline over 3 years	-19.46%	-20.07%	+0.61%
Max Drawdown (5Y) Largest decline over 5 years	-27.37%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.45%	—	—
Current Drawdown Current decline from peak	-1.54%	-2.48%	+0.94%
Average Drawdown Average peak-to-trough decline	-9.33%	-3.40%	-5.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.20%	1.86%	+2.34%

Volatility

PSTKX vs. JEPQ - Volatility Comparison

The current volatility for PIMCO StocksPLUS Fund (PSTKX) is 4.57%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.27%. This indicates that PSTKX 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.

Volatility by Period

	PSTKX	JEPQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.57%	6.27%	-1.70%
Volatility (6M) Calculated over the trailing 6-month period	11.80%	10.58%	+1.22%
Volatility (1Y) Calculated over the trailing 1-year period	14.10%	13.08%	+1.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.47%	16.79%	+0.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.75%	16.79%	+1.96%

PSTKX vs. JEPQ - Expense Ratio Comparison

PSTKX has a 0.51% expense ratio, which is higher than JEPQ's 0.35% expense ratio.

Dividends

PSTKX vs. JEPQ - Dividend Comparison

PSTKX's dividend yield for the trailing twelve months is around 13.02%, more than JEPQ's 10.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	10.22%	10.53%	9.65%	10.03%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PSTKX PIMCO StocksPLUS Fund	13.02%	12.67%	12.28%	2.89%	9.61%	14.34%	3.96%	23.49%	20.86%	1.32%	1.03%	10.86%

Frequently Asked Questions

Can I hold both PSTKX and JEPQ in my portfolio?

With a correlation of 0.91, PSTKX and JEPQ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, PSTKX or JEPQ?

JEPQ has higher volatility (6.27%) compared to PSTKX (4.57%). In terms of maximum drawdown, PSTKX dropped -62.59% vs JEPQ's -20.07%.

Which has better risk-adjusted returns?

JEPQ currently has the higher Sharpe Ratio (1.93 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.