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RFV vs. JEPI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RFV vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap 400® Pure Value ETF (RFV) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

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RFV vs. JEPI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RFV
Invesco S&P MidCap 400® Pure Value ETF
2.24%7.66%5.63%30.26%-3.99%33.02%57.32%
JEPI
JPMorgan Equity Premium Income ETF
0.20%8.09%12.57%9.83%-3.49%21.52%18.61%

Returns By Period

In the year-to-date period, RFV achieves a 2.24% return, which is significantly higher than JEPI's 0.20% return.


RFV

1D
1.99%
1M
-3.38%
YTD
2.24%
6M
2.35%
1Y
16.32%
3Y*
13.21%
5Y*
9.38%
10Y*
11.65%

JEPI

1D
1.85%
1M
-4.79%
YTD
0.20%
6M
3.11%
1Y
7.84%
3Y*
9.57%
5Y*
8.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RFV vs. JEPI - Expense Ratio Comparison

Both RFV and JEPI have an expense ratio of 0.35%.


Return for Risk

RFV vs. JEPI — Risk / Return Rank

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

RFV
RFV Risk / Return Rank: 4141
Overall Rank
RFV Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
RFV Sortino Ratio Rank: 4242
Sortino Ratio Rank
RFV Omega Ratio Rank: 4040
Omega Ratio Rank
RFV Calmar Ratio Rank: 4444
Calmar Ratio Rank
RFV Martin Ratio Rank: 3939
Martin Ratio Rank

JEPI
JEPI Risk / Return Rank: 3939
Overall Rank
JEPI Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
JEPI Sortino Ratio Rank: 3434
Sortino Ratio Rank
JEPI Omega Ratio Rank: 4242
Omega Ratio Rank
JEPI Calmar Ratio Rank: 3737
Calmar Ratio Rank
JEPI Martin Ratio Rank: 4747
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.

RFV vs. JEPI - Risk-Adjusted Trends 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.


RFVJEPIDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.60

+0.08

Sortino ratio

Return per unit of downside risk

1.14

0.93

+0.21

Omega ratio

Gain probability vs. loss probability

1.15

1.15

0.00

Calmar ratio

Return relative to maximum drawdown

1.06

0.85

+0.21

Martin ratio

Return relative to average drawdown

3.47

4.15

-0.68

RFV vs. JEPI - Sharpe Ratio Comparison

The current RFV Sharpe Ratio is 0.67, which is comparable to the JEPI Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of RFV and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RFVJEPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.60

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.75

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

1.03

-0.67

Correlation

The correlation between RFV and JEPI is 0.66, 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.


Dividends

RFV vs. JEPI - Dividend Comparison

RFV's dividend yield for the trailing twelve months is around 2.04%, less than JEPI's 8.40% yield.


TTM20252024202320222021202020192018201720162015
RFV
Invesco S&P MidCap 400® Pure Value ETF
2.04%2.07%1.31%1.27%2.05%1.60%1.52%1.71%1.39%1.36%0.88%1.79%
JEPI
JPMorgan Equity Premium Income ETF
8.40%8.25%7.33%8.40%11.68%6.59%5.79%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.


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Drawdown Indicators


RFVJEPIDifference

Max Drawdown

Largest peak-to-trough decline

-71.82%

-13.71%

-58.11%

Max Drawdown (1Y)

Largest decline over 1 year

-15.62%

-10.28%

-5.34%

Max Drawdown (5Y)

Largest decline over 5 years

-24.65%

-13.71%

-10.94%

Max Drawdown (10Y)

Largest decline over 10 years

-52.24%

Current Drawdown

Current decline from peak

-8.48%

-4.79%

-3.69%

Average Drawdown

Average peak-to-trough decline

-9.85%

-2.07%

-7.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

2.10%

+2.68%

Volatility

RFV vs. JEPI - Volatility Comparison

Invesco S&P MidCap 400® Pure Value ETF (RFV) has a higher volatility of 5.23% compared to JPMorgan Equity Premium Income ETF (JEPI) at 3.95%. 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.


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Volatility by Period


RFVJEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

3.95%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

13.17%

6.36%

+6.81%

Volatility (1Y)

Calculated over the trailing 1-year period

24.40%

13.26%

+11.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.22%

11.06%

+11.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.05%

10.89%

+14.16%