SDSI vs. JEPI

Last updated Apr 2, 2026

Compare and contrast key facts about American Century Short Duration Strategic Income ETF (SDSI) and JPMorgan Equity Premium Income ETF (JEPI).

SDSI and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDSI is a passively managed fund by American Century that tracks the performance of the Bloomberg U.S. 1-3 Year Government/Credit Bond Index. It was launched on Oct 11, 2022. JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020.

Performance

SDSI vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Short Duration Strategic Income ETF (SDSI) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

SDSI vs. JEPI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SDSI American Century Short Duration Strategic Income ETF	0.23%	6.54%	5.63%	5.88%	2.05%
JEPI JPMorgan Equity Premium Income ETF	0.46%	8.09%	12.57%	9.83%	8.56%

Returns By Period

In the year-to-date period, SDSI achieves a 0.23% return, which is significantly lower than JEPI's 0.46% return.

SDSI

• 1D: -0.02%
• 1M: -0.65%
• YTD: 0.23%
• 6M: 1.47%
• 1Y: 4.92%
• 3Y*: 5.45%
• 5Y*: —
• 10Y*: —

JEPI

• 1D: 0.27%
• 1M: -4.29%
• YTD: 0.46%
• 6M: 3.19%
• 1Y: 8.06%
• 3Y*: 9.67%
• 5Y*: 8.32%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SDSI vs. JEPI - Expense Ratio Comparison

SDSI has a 0.33% expense ratio, which is lower than JEPI's 0.35% expense ratio.

JEPI

JPMorgan Equity Premium Income ETF

SDSI

American Century Short Duration Strategic Income ETF

Return for Risk

SDSI vs. JEPI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SDSI

SDSI Risk / Return Rank: 93
SDSI Sharpe Ratio Rank: 89
SDSI Sortino Ratio Rank: 91
SDSI Omega Ratio Rank: 95
SDSI Calmar Ratio Rank: 94
SDSI Martin Ratio Rank: 95

JEPI

JEPI Risk / Return Rank: 34
JEPI Sharpe Ratio Rank: 31
JEPI Sortino Ratio Rank: 31
JEPI Omega Ratio Rank: 37
JEPI Calmar Ratio Rank: 31
JEPI Martin Ratio Rank: 40

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SDSI vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Short Duration Strategic Income ETF (SDSI) 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.

	SDSI	JEPI	Difference
Sharpe ratio Return per unit of total volatility	2.01	0.61	+1.40
Sortino ratio Return per unit of downside risk	2.77	0.95	+1.82
Omega ratio Gain probability vs. loss probability	1.48	1.16	+0.32
Calmar ratio Return relative to maximum drawdown	3.85	0.79	+3.06
Martin ratio Return relative to average drawdown	16.05	3.83	+12.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SDSI vs. JEPI - Sharpe Ratio Comparison

The current SDSI Sharpe Ratio is 2.01, which is higher than the JEPI Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of SDSI 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.

Sharpe Ratios by Period

	SDSI	JEPI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.01	0.61	+1.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.76	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.56	1.04	+1.52

Correlation

The correlation between SDSI and JEPI is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SDSI vs. JEPI - Dividend Comparison

SDSI's dividend yield for the trailing twelve months is around 4.54%, less than JEPI's 8.46% yield.

	TTM	2025	2024	2023	2022	2021	2020
SDSI American Century Short Duration Strategic Income ETF	4.54%	4.91%	5.49%	5.37%	0.98%	0.00%	0.00%
JEPI JPMorgan Equity Premium Income ETF	8.46%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%

Drawdowns

SDSI vs. JEPI - Drawdown Comparison

The maximum SDSI drawdown since its inception was -1.29%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for SDSI and JEPI.

Drawdown Indicators

	SDSI	JEPI	Difference
Max Drawdown Largest peak-to-trough decline	-1.29%	-13.71%	+12.42%
Max Drawdown (1Y) Largest decline over 1 year	-1.29%	-10.28%	+8.99%
Max Drawdown (5Y) Largest decline over 5 years	—	-13.71%	—
Current Drawdown Current decline from peak	-0.70%	-4.53%	+3.83%
Average Drawdown Average peak-to-trough decline	-0.25%	-2.07%	+1.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.31%	2.12%	-1.81%

Volatility

SDSI vs. JEPI - Volatility Comparison

The current volatility for American Century Short Duration Strategic Income ETF (SDSI) is 0.79%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 3.90%. This indicates that SDSI 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.

Volatility by Period

	SDSI	JEPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.79%	3.90%	-3.11%
Volatility (6M) Calculated over the trailing 6-month period	1.19%	6.36%	-5.17%
Volatility (1Y) Calculated over the trailing 1-year period	2.46%	13.24%	-10.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.31%	11.06%	-8.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.31%	10.88%	-8.57%