SDRIX vs. JEPI

In the year-to-date period, SDRIX achieves a -1.56% return, which is significantly higher than JEPI's -2.14% return.

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SDRIX has a 1.18% expense ratio, which is higher than JEPI's 0.35% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Swan Defined Risk Fund (SDRIX) 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.

The current SDRIX Sharpe Ratio is 0.15, which is lower than the JEPI Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of SDRIX 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.

SDRIX's dividend yield for the trailing twelve months is around 0.10%, less than JEPI's 7.84% yield.

The maximum SDRIX drawdown since its inception was -20.69%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for SDRIX and JEPI. For additional features, visit the drawdowns tool.

The current volatility for Swan Defined Risk Fund (SDRIX) is 5.61%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 11.03%. This indicates that SDRIX experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.