REAYX vs. JEPI
Compare and contrast key facts about Russell Investments Equity Income Fund (REAYX) and JPMorgan Equity Premium Income ETF (JEPI).
REAYX is managed by Russell. It was launched on Mar 29, 2000. 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: REAYX or JEPI.
Key characteristics
| REAYX | JEPI | |
|---|---|---|
| YTD Return | 18.47% | 16.00% |
| 1Y Return | 30.23% | 20.33% |
| 3Y Return (Ann) | 7.04% | 8.37% |
| Sharpe Ratio | 3.06 | 3.04 |
| Sortino Ratio | 4.27 | 4.23 |
| Omega Ratio | 1.56 | 1.62 |
| Calmar Ratio | 3.61 | 5.53 |
| Martin Ratio | 19.67 | 21.64 |
| Ulcer Index | 1.60% | 0.99% |
| Daily Std Dev | 10.29% | 7.01% |
| Max Drawdown | -56.77% | -13.71% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between REAYX and JEPI is 0.82, 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
REAYX vs. JEPI - Performance Comparison
In the year-to-date period, REAYX achieves a 18.47% return, which is significantly higher than JEPI's 16.00% 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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REAYX vs. JEPI - Expense Ratio Comparison
REAYX has a 0.66% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
REAYX vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Equity Income Fund (REAYX) 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
REAYX vs. JEPI - Dividend Comparison
REAYX's dividend yield for the trailing twelve months is around 1.58%, less than JEPI's 7.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REAYX Russell Investments Equity Income Fund | 1.58% | 2.02% | 1.90% | 1.09% | 1.52% | 1.86% | 2.53% | 1.33% | 0.00% | 0.79% | 17.55% | 0.85% |
JEPI JPMorgan Equity Premium Income ETF | 7.05% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
REAYX vs. JEPI - Drawdown Comparison
The maximum REAYX drawdown since its inception was -56.77%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for REAYX and JEPI. For additional features, visit the drawdowns tool.
Volatility
REAYX vs. JEPI - Volatility Comparison
Russell Investments Equity Income Fund (REAYX) has a higher volatility of 3.28% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.99%. This indicates that REAYX'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.