SECT vs. JEPI
Compare and contrast key facts about Main Sector Rotation ETF (SECT) and JPMorgan Equity Premium Income ETF (JEPI).
SECT and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SECT is an actively managed fund by Main Management. It was launched on Sep 5, 2017. JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SECT or JEPI.
Performance
SECT vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, SECT achieves a 20.03% return, which is significantly higher than JEPI's 15.68% return.
SECT
20.03%
2.74%
10.79%
26.39%
14.16%
N/A
JEPI
15.68%
1.17%
9.24%
18.27%
N/A
N/A
Key characteristics
| SECT | JEPI | |
|---|---|---|
| Sharpe Ratio | 1.83 | 2.63 |
| Sortino Ratio | 2.46 | 3.65 |
| Omega Ratio | 1.33 | 1.52 |
| Calmar Ratio | 3.27 | 4.81 |
| Martin Ratio | 12.82 | 18.61 |
| Ulcer Index | 2.10% | 1.00% |
| Daily Std Dev | 14.71% | 7.08% |
| Max Drawdown | -38.09% | -13.71% |
| Current Drawdown | -2.07% | -0.28% |
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SECT vs. JEPI - Expense Ratio Comparison
SECT has a 0.78% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Correlation
The correlation between SECT and JEPI is 0.76, 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.
Risk-Adjusted Performance
SECT vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Main Sector Rotation ETF (SECT) 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.
Dividends
SECT vs. JEPI - Dividend Comparison
SECT's dividend yield for the trailing twelve months is around 0.35%, less than JEPI's 7.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
SECT Main Sector Rotation ETF | 0.35% | 0.84% | 0.86% | 0.60% | 1.37% | 0.77% | 1.68% | 0.50% |
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% |
Drawdowns
SECT vs. JEPI - Drawdown Comparison
The maximum SECT drawdown since its inception was -38.09%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for SECT and JEPI. For additional features, visit the drawdowns tool.
Volatility
SECT vs. JEPI - Volatility Comparison
Main Sector Rotation ETF (SECT) has a higher volatility of 5.16% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.25%. This indicates that SECT's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.