SDIVX vs. JEPQ

In the year-to-date period, SDIVX achieves a -24.36% return, which is significantly lower than JEPQ's -6.90% return.

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SDIVX has a 0.85% expense ratio, which is higher than JEPQ's 0.35% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Stock Dividend Fund (SDIVX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.

The current SDIVX Sharpe Ratio is -0.60, which is lower than the JEPQ Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of SDIVX and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SDIVX's dividend yield for the trailing twelve months is around 7.22%, less than JEPQ's 11.29% yield.

The maximum SDIVX drawdown since its inception was -59.45%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for SDIVX and JEPQ. For additional features, visit the drawdowns tool.

Stock Dividend Fund (SDIVX) has a higher volatility of 34.64% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 14.72%. This indicates that SDIVX's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.