PXSGX vs. JEPI
Compare and contrast key facts about Virtus KAR Small-Cap Growth Fund (PXSGX) and JPMorgan Equity Premium Income ETF (JEPI).
PXSGX is managed by Virtus. It was launched on Jun 28, 2006. 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: PXSGX or JEPI.
Key characteristics
| PXSGX | JEPI | |
|---|---|---|
| YTD Return | 18.61% | 15.79% |
| 1Y Return | 30.70% | 20.11% |
| 3Y Return (Ann) | -13.11% | 8.29% |
| Sharpe Ratio | 1.58 | 2.87 |
| Sortino Ratio | 2.21 | 4.00 |
| Omega Ratio | 1.28 | 1.58 |
| Calmar Ratio | 0.62 | 5.20 |
| Martin Ratio | 5.87 | 20.34 |
| Ulcer Index | 5.28% | 0.99% |
| Daily Std Dev | 19.60% | 7.00% |
| Max Drawdown | -53.72% | -13.71% |
| Current Drawdown | -35.08% | -0.18% |
Correlation
The correlation between PXSGX and JEPI is 0.63, 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
PXSGX vs. JEPI - Performance Comparison
In the year-to-date period, PXSGX achieves a 18.61% return, which is significantly higher than JEPI's 15.79% 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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PXSGX vs. JEPI - Expense Ratio Comparison
PXSGX has a 1.07% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
PXSGX vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Cap Growth Fund (PXSGX) 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
PXSGX vs. JEPI - Dividend Comparison
PXSGX has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 7.07%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
PXSGX Virtus KAR Small-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% |
Drawdowns
PXSGX vs. JEPI - Drawdown Comparison
The maximum PXSGX drawdown since its inception was -53.72%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for PXSGX and JEPI. For additional features, visit the drawdowns tool.
Volatility
PXSGX vs. JEPI - Volatility Comparison
Virtus KAR Small-Cap Growth Fund (PXSGX) has a higher volatility of 6.77% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.97%. This indicates that PXSGX'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.