SDRIX vs. JEPQ

In the year-to-date period, SDRIX achieves a 0.34% return, which is significantly higher than JEPQ's -2.97% return.

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

This table presents a comparison of risk-adjusted performance metrics for Swan Defined Risk Fund (SDRIX) 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 SDRIX Sharpe Ratio is 0.16, which is lower than the JEPQ Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of SDRIX 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.

SDRIX's dividend yield for the trailing twelve months is around 6.29%, less than JEPQ's 11.28% yield.

The maximum SDRIX drawdown since its inception was -20.69%, roughly equal to the maximum JEPQ drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for SDRIX and JEPQ.

The current volatility for Swan Defined Risk Fund (SDRIX) is 1.58%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 2.06%. This indicates that SDRIX experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.