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QQQN vs. JEPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQN vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Nasdaq Next 50 ETF (QQQN) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


QQQN

1D
0.00%
1M
0.00%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

JEPI

1D
-0.28%
1M
1.21%
6M
0.57%
YTD
2.63%
1Y
7.22%
3Y*
8.54%
5Y*
7.19%
10Y*
ALL TIME*
11.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQN vs. JEPI - Yearly Performance Comparison


QQQN vs. JEPI - Sectors Allocation Comparison


Sectors
QQQN
JEPI

Technology

47.3%
15.9%

Healthcare

19.9%
12.6%

Consumer Cyclical

13.7%
10.0%

Industrials

8.7%
10.9%

Communication Services

5.5%
6.4%

Basic Materials

1.9%
1.6%

Utilities

1.6%
4.8%

Consumer Defensive

1.4%
7.6%

Energy

-

2.4%

Financial Services

-

8.9%

Real Estate

-

2.6%

Technology

QQQN
47.3%
JEPI
15.9%

Healthcare

QQQN
19.9%
JEPI
12.6%

Consumer Cyclical

QQQN
13.7%
JEPI
10.0%

Industrials

QQQN
8.7%
JEPI
10.9%

Communication Services

QQQN
5.5%
JEPI
6.4%

Basic Materials

QQQN
1.9%
JEPI
1.6%

Utilities

QQQN
1.6%
JEPI
4.8%

Consumer Defensive

QQQN
1.4%
JEPI
7.6%

Energy

QQQN

-

JEPI
2.4%

Financial Services

QQQN

-

JEPI
8.9%

Real Estate

QQQN

-

JEPI
2.6%

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Return for Risk

QQQN vs. JEPI — Risk / Return Rank

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

QQQN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


JEPI
JEPI Risk / Return Rank: 3131
Overall Rank
JEPI Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
JEPI Sortino Ratio Rank: 3232
Sortino Ratio Rank
JEPI Omega Ratio Rank: 3131
Omega Ratio Rank
JEPI Calmar Ratio Rank: 2929
Calmar Ratio Rank
JEPI Martin Ratio Rank: 2929
Martin Ratio Rank
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.

QQQN vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Nasdaq Next 50 ETF (QQQN) 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.


QQQNJEPIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

1.09

Martin ratioReturn relative to average drawdown

3.07

QQQN vs. JEPI - Sharpe Ratio Comparison


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Drawdowns

QQQN vs. JEPI - Drawdown Comparison

The maximum QQQN drawdown since its inception was 0.00%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for QQQN and JEPI.


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Drawdown Indicators


QQQNJEPIDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-13.71%

+13.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.68%

Max Drawdown (3Y)

Largest decline over 3 years

-13.26%

Max Drawdown (5Y)

Largest decline over 5 years

-13.71%

Current Drawdown

Current decline from peak

0.00%

-2.48%

+2.48%

Average Drawdown

Average peak-to-trough decline

0.00%

-2.13%

+2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

Volatility

QQQN vs. JEPI - Volatility Comparison


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Volatility by Period


QQQNJEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.87%

Volatility (6M)

Calculated over the trailing 6-month period

6.39%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

8.05%

-8.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

11.09%

-11.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

10.75%

-10.75%

QQQN vs. JEPI - Expense Ratio Comparison

QQQN has a 0.18% expense ratio, which is lower than JEPI's 0.35% expense ratio.


Dividends

QQQN vs. JEPI - Dividend Comparison

QQQN has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 8.11%.


PositionTTM202520242023202220212020
JEPI
JPMorgan Equity Premium Income ETF
8.11%8.25%7.33%8.40%11.68%6.59%5.79%
QQQN
VictoryShares Nasdaq Next 50 ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, QQQN is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQQN is cheaper with a 0.18% expense ratio, compared with 0.35% for JEPI.

JEPI has the higher dividend yield at 8.11%, compared with 0.00% for QQQN.

QQQN is categorized as Mid Cap Growth Equities, while JEPI is Dividend. They also come from different issuers: VictoryShares and JPMorgan. Their fees differ too: 0.18% for QQQN and 0.35% for JEPI.

Portfolio Optimizer

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