RYRRX vs. JEPI
Compare and contrast key facts about Rydex Russell 2000 Fund (RYRRX) and JPMorgan Equity Premium Income ETF (JEPI).
RYRRX is managed by Rydex Funds. It was launched on May 31, 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: RYRRX or JEPI.
Correlation
The correlation between RYRRX and JEPI is 0.65, 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.
Performance
RYRRX vs. JEPI - Performance Comparison
Key characteristics
RYRRX:
0.80
JEPI:
1.80
RYRRX:
1.27
JEPI:
2.43
RYRRX:
1.15
JEPI:
1.35
RYRRX:
0.53
JEPI:
2.84
RYRRX:
3.44
JEPI:
9.15
RYRRX:
4.59%
JEPI:
1.53%
RYRRX:
19.68%
JEPI:
7.76%
RYRRX:
-60.36%
JEPI:
-13.71%
RYRRX:
-17.96%
JEPI:
-0.86%
Returns By Period
In the year-to-date period, RYRRX achieves a 2.10% return, which is significantly lower than JEPI's 3.42% return.
RYRRX
2.10%
0.13%
4.88%
11.84%
3.23%
3.82%
JEPI
3.42%
1.71%
6.40%
13.24%
N/A
N/A
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RYRRX vs. JEPI - Expense Ratio Comparison
RYRRX has a 1.60% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
RYRRX vs. JEPI — Risk-Adjusted Performance Rank
RYRRX
JEPI
RYRRX vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex Russell 2000 Fund (RYRRX) 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
RYRRX vs. JEPI - Dividend Comparison
RYRRX's dividend yield for the trailing twelve months is around 0.99%, less than JEPI's 7.17% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
---|---|---|---|---|---|---|---|
RYRRX Rydex Russell 2000 Fund | 0.99% | 1.02% | 0.19% | 0.00% | 0.00% | 0.00% | 0.03% |
JEPI JPMorgan Equity Premium Income ETF | 7.17% | 7.33% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% |
Drawdowns
RYRRX vs. JEPI - Drawdown Comparison
The maximum RYRRX drawdown since its inception was -60.36%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for RYRRX and JEPI. For additional features, visit the drawdowns tool.
Volatility
RYRRX vs. JEPI - Volatility Comparison
Rydex Russell 2000 Fund (RYRRX) has a higher volatility of 4.12% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.63%. This indicates that RYRRX'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.