PSTKX vs. JEPQ
Compare and contrast key facts about PIMCO StocksPLUS Fund (PSTKX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
PSTKX is managed by PIMCO. It was launched on May 13, 1993. 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: PSTKX or JEPQ.
Key characteristics
| PSTKX | JEPQ | |
|---|---|---|
| YTD Return | 27.23% | 23.15% |
| 1Y Return | 40.57% | 30.52% |
| Sharpe Ratio | 3.14 | 2.44 |
| Sortino Ratio | 4.17 | 3.18 |
| Omega Ratio | 1.59 | 1.50 |
| Calmar Ratio | 1.68 | 2.79 |
| Martin Ratio | 20.62 | 12.07 |
| Ulcer Index | 1.91% | 2.48% |
| Daily Std Dev | 12.52% | 12.27% |
| Max Drawdown | -62.60% | -16.82% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between PSTKX and JEPQ is 0.92, 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
PSTKX vs. JEPQ - Performance Comparison
In the year-to-date period, PSTKX achieves a 27.23% return, which is significantly higher than JEPQ's 23.15% 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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PSTKX vs. JEPQ - Expense Ratio Comparison
PSTKX has a 0.51% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Risk-Adjusted Performance
PSTKX vs. JEPQ - Risk-Adjusted Performance 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.
Dividends
PSTKX vs. JEPQ - Dividend Comparison
PSTKX's dividend yield for the trailing twelve months is around 5.33%, less than JEPQ's 9.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSTKX PIMCO StocksPLUS Fund | 5.33% | 2.89% | 0.83% | 4.50% | 2.91% | 5.85% | 2.73% | 1.32% | 1.36% | 2.03% | 0.70% | 4.98% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.36% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PSTKX vs. JEPQ - Drawdown Comparison
The maximum PSTKX drawdown since its inception was -62.60%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for PSTKX and JEPQ. For additional features, visit the drawdowns tool.
Volatility
PSTKX vs. JEPQ - Volatility Comparison
PIMCO StocksPLUS Fund (PSTKX) has a higher volatility of 4.03% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.39%. This indicates that PSTKX's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.