PXSGX vs. JEPI
PXSGX (Virtus KAR Small-Cap Growth Fund) and JEPI (JPMorgan Equity Premium Income ETF) are both funds - PXSGX is a Small Cap Growth Equities fund managed by Virtus, while JEPI is a Dividend fund actively managed by JPMorgan. Over the past 5 years, PXSGX returned -5.11%/yr vs 7.50%/yr for JEPI. Their 0.65 correlation means they have sometimes moved together and sometimes differently. PXSGX charges 1.07%/yr vs 0.35%/yr for JEPI.
Performance
PXSGX vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, PXSGX achieves a -1.56% return, which is significantly lower than JEPI's 5.04% return.
PXSGX
- 1D
- 0.12%
- 1M
- -0.18%
- 6M
- -4.70%
- YTD
- -1.56%
- 1Y
- -13.56%
- 3Y*
- -2.84%
- 5Y*
- -5.11%
- 10Y*
- 10.25%
- ALL TIME*
- 9.33%
JEPI
- 1D
- 0.50%
- 1M
- 1.78%
- 6M
- 2.32%
- YTD
- 5.04%
- 1Y
- 11.72%
- 3Y*
- 9.69%
- 5Y*
- 7.50%
- 10Y*
- —
- ALL TIME*
- 11.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $264.83M | $261.34M | $294.89M | |
| $0.00 | $0.00 | $0.00 |
PXSGX vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PXSGX Virtus KAR Small-Cap Growth Fund | -1.56% | -22.97% | 21.11% | 20.27% | -30.04% | 4.47% | 43.14% |
JEPI JPMorgan Equity Premium Income ETF | 5.04% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between PXSGX and JEPI is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.65 |
The correlation between PXSGX and JEPI has been stable across timeframes, ranging from 0.64 to 0.69 - a consistent structural relationship.
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Return for Risk
PXSGX vs. JEPI — Risk / Return Rank
PXSGX
JEPI
PXSGX vs. JEPI - Risk-Adjusted Trends 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.
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.
| PXSGX | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.21 | ||
| Sortino ratioReturn per unit of downside risk | -3.19 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.27 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 1.76 | -2.31 |
| Martin ratioReturn relative to average drawdown | -0.89 | 4.99 | -5.88 |
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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.
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Drawdown Indicators
| PXSGX | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.72% | -13.71% | -40.01% |
Max Drawdown (1Y)Largest decline over 1 year | -26.52% | -6.68% | -19.84% |
Max Drawdown (3Y)Largest decline over 3 years | -42.49% | -13.26% | -29.23% |
Max Drawdown (5Y)Largest decline over 5 years | -42.49% | -13.71% | -28.78% |
Max Drawdown (10Y)Largest decline over 10 years | -42.49% | — | — |
Current DrawdownCurrent decline from peak | -35.05% | -0.18% | -34.87% |
Average DrawdownAverage peak-to-trough decline | -11.96% | -2.13% | -9.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.12% | 2.35% | +13.77% |
Volatility
PXSGX vs. JEPI - Volatility Comparison
Virtus KAR Small-Cap Growth Fund (PXSGX) has a higher volatility of 6.10% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.21%. 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.
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Volatility by Period
| PXSGX | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 2.21% | +3.89% |
Volatility (6M)Calculated over the trailing 6-month period | 13.60% | 6.39% | +7.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.16% | 8.10% | +11.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.93% | 11.11% | +13.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.63% | 10.73% | +11.90% |
PXSGX vs. JEPI - Expense Ratio Comparison
PXSGX has a 1.07% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Dividends
PXSGX vs. JEPI - Dividend Comparison
PXSGX's dividend yield for the trailing twelve months is around 48.67%, more than JEPI's 7.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 7.99% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PXSGX Virtus KAR Small-Cap Growth Fund | 48.67% | 47.91% | 20.72% | 5.31% | 17.32% | 14.31% | 9.64% | 1.52% | 2.31% | 0.00% | 2.69% | 2.99% |
Frequently Asked Questions
PXSGX and JEPI have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PXSGX has higher volatility (6.10%) compared to JEPI (2.21%). In terms of maximum drawdown, PXSGX dropped -53.72% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (1.46 vs -0.76), 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.
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