RFV vs. JEPI
Compare and contrast key facts about Invesco S&P MidCap 400® Pure Value ETF (RFV) and JPMorgan Equity Premium Income ETF (JEPI).
RFV and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RFV is a passively managed fund by Invesco that tracks the performance of the S&P Mid Cap 400 Pure Value. It was launched on Mar 1, 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: RFV or JEPI.
Performance
RFV vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, RFV achieves a 7.82% return, which is significantly lower than JEPI's 14.85% return.
RFV
7.82%
3.83%
8.06%
22.51%
15.27%
10.50%
JEPI
14.85%
0.36%
7.81%
17.75%
N/A
N/A
Key characteristics
| RFV | JEPI | |
|---|---|---|
| Sharpe Ratio | 1.13 | 2.57 |
| Sortino Ratio | 1.68 | 3.57 |
| Omega Ratio | 1.21 | 1.51 |
| Calmar Ratio | 2.36 | 4.69 |
| Martin Ratio | 5.05 | 18.13 |
| Ulcer Index | 4.23% | 1.00% |
| Daily Std Dev | 18.88% | 7.05% |
| Max Drawdown | -71.82% | -13.71% |
| Current Drawdown | -2.38% | -1.00% |
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RFV vs. JEPI - Expense Ratio Comparison
Both RFV and JEPI have an expense ratio of 0.35%.
Correlation
The correlation between RFV and JEPI is 0.64, 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.
Risk-Adjusted Performance
RFV vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap 400® Pure Value ETF (RFV) 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
RFV vs. JEPI - Dividend Comparison
RFV's dividend yield for the trailing twelve months is around 1.21%, less than JEPI's 7.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RFV Invesco S&P MidCap 400® Pure Value ETF | 1.21% | 1.27% | 2.05% | 1.60% | 1.52% | 1.71% | 1.39% | 1.36% | 0.88% | 1.79% | 1.19% | 0.80% |
JEPI JPMorgan Equity Premium Income ETF | 7.12% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RFV vs. JEPI - Drawdown Comparison
The maximum RFV drawdown since its inception was -71.82%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for RFV and JEPI. For additional features, visit the drawdowns tool.
Volatility
RFV vs. JEPI - Volatility Comparison
Invesco S&P MidCap 400® Pure Value ETF (RFV) has a higher volatility of 6.19% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.14%. This indicates that RFV'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.