SDRIX vs. JEPQ
Compare and contrast key facts about Swan Defined Risk Fund (SDRIX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
SDRIX is managed by Swan. It was launched on Jul 29, 2012. JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDRIX or JEPQ.
Correlation
The correlation between SDRIX and JEPQ is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SDRIX vs. JEPQ - Performance Comparison
Key characteristics
SDRIX:
0.63
JEPQ:
1.76
SDRIX:
0.81
JEPQ:
2.32
SDRIX:
1.14
JEPQ:
1.34
SDRIX:
0.53
JEPQ:
2.16
SDRIX:
2.18
JEPQ:
9.11
SDRIX:
3.02%
JEPQ:
2.54%
SDRIX:
10.46%
JEPQ:
13.20%
SDRIX:
-20.69%
JEPQ:
-16.82%
SDRIX:
-5.68%
JEPQ:
0.00%
Returns By Period
In the year-to-date period, SDRIX achieves a 3.19% return, which is significantly lower than JEPQ's 4.36% return.
SDRIX
3.19%
1.67%
0.42%
6.38%
2.92%
2.99%
JEPQ
4.36%
2.74%
14.46%
23.57%
N/A
N/A
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SDRIX vs. JEPQ - Expense Ratio Comparison
SDRIX has a 1.18% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Risk-Adjusted Performance
SDRIX vs. JEPQ — Risk-Adjusted Performance Rank
SDRIX
JEPQ
SDRIX vs. JEPQ - Risk-Adjusted Performance Comparison
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.
Dividends
SDRIX vs. JEPQ - Dividend Comparison
SDRIX's dividend yield for the trailing twelve months is around 0.09%, less than JEPQ's 9.51% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDRIX Swan Defined Risk Fund | 0.09% | 0.09% | 0.35% | 0.00% | 0.00% | 0.34% | 1.21% | 1.00% | 0.77% | 1.42% | 0.78% | 0.55% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.51% | 9.66% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SDRIX vs. JEPQ - Drawdown Comparison
The maximum SDRIX drawdown since its inception was -20.69%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for SDRIX and JEPQ. For additional features, visit the drawdowns tool.
Volatility
SDRIX vs. JEPQ - Volatility Comparison
The current volatility for Swan Defined Risk Fund (SDRIX) is 1.80%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 3.51%. 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.