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. It was launched on May 20, 2020.
Performance
RFV vs. JEPI - Performance Comparison
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RFV vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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*
- —
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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
RFV
JEPI
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.
| RFV | JEPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.60 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.14 | 0.93 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.15 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 0.85 | +0.21 |
Martin ratioReturn relative to average drawdown | 3.47 | 4.15 | -0.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RFV | JEPI | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| RFV | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.48% | -4.79% | -3.69% |
Average DrawdownAverage peak-to-trough decline | -9.85% | -2.07% | -7.78% |
Ulcer IndexDepth 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
| RFV | JEPI | Difference | |
|---|---|---|---|
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% |