SILVX vs. JEPIX
SILVX (SGI U.S. Large Equity Fund) and JEPIX (JPMorgan Equity Premium Income Fund Class I) are both mutual funds - SILVX is a Large Cap Blend Equities fund managed by Summit Global Investments, while JEPIX is a Derivative Income fund actively managed by JPMorgan. Over the past 5 years, SILVX returned 7.85%/yr vs 7.00%/yr for JEPIX. Their correlation of 0.83 means they have usually moved in the same direction. SILVX charges 0.98%/yr vs 0.59%/yr for JEPIX.
Performance
SILVX vs. JEPIX - Performance Comparison
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Returns By Period
In the year-to-date period, SILVX achieves a 11.62% return, which is significantly higher than JEPIX's 3.44% return.
SILVX
- 1D
- 0.82%
- 1M
- 0.26%
- 6M
- 7.28%
- YTD
- 11.62%
- 1Y
- 20.78%
- 3Y*
- 14.32%
- 5Y*
- 7.85%
- 10Y*
- 10.34%
- ALL TIME*
- 11.23%
JEPIX
- 1D
- 0.57%
- 1M
- 0.28%
- 6M
- 1.04%
- YTD
- 3.44%
- 1Y
- 9.85%
- 3Y*
- 8.69%
- 5Y*
- 7.00%
- 10Y*
- —
- ALL TIME*
- 7.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SILVX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SILVX SGI U.S. Large Equity Fund | 11.62% | 8.89% | 17.65% | 10.43% | -12.99% | 17.31% | 11.48% | 29.22% | -12.91% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 3.44% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Correlation
The correlation between SILVX and JEPIX is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2018 | 0.83 |
The correlation between SILVX and JEPIX shifts across timeframes, from 0.72 (1 year) to 0.84 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SILVX vs. JEPIX — Risk / Return Rank
SILVX
JEPIX
SILVX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SGI U.S. Large Equity Fund (SILVX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SILVX | JEPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.19 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 1.21 | +1.29 |
| Martin ratioReturn relative to average drawdown | 11.23 | 3.43 | +7.80 |
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Drawdowns
SILVX vs. JEPIX - Drawdown Comparison
The maximum SILVX drawdown since its inception was -31.29%, roughly equal to the maximum JEPIX drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for SILVX and JEPIX.
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Drawdown Indicators
| SILVX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.29% | -32.63% | +1.34% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -7.41% | -0.46% |
Max Drawdown (3Y)Largest decline over 3 years | -12.12% | -13.42% | +1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -13.67% | -7.54% |
Max Drawdown (10Y)Largest decline over 10 years | -31.29% | — | — |
Current DrawdownCurrent decline from peak | -0.15% | -1.78% | +1.63% |
Average DrawdownAverage peak-to-trough decline | -3.57% | -3.21% | -0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 2.60% | -0.85% |
Volatility
SILVX vs. JEPIX - Volatility Comparison
SGI U.S. Large Equity Fund (SILVX) and JPMorgan Equity Premium Income Fund Class I (JEPIX) have volatilities of 2.47% and 2.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SILVX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.47% | 2.40% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 6.97% | 7.08% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.33% | 8.85% | +0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.20% | 11.49% | +1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.95% | 14.65% | +0.30% |
SILVX vs. JEPIX - Expense Ratio Comparison
SILVX has a 0.98% expense ratio, which is higher than JEPIX's 0.59% expense ratio.
Dividends
SILVX vs. JEPIX - Dividend Comparison
SILVX's dividend yield for the trailing twelve months is around 7.95%, more than JEPIX's 7.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.31% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
SILVX SGI U.S. Large Equity Fund | 7.95% | 8.87% | 23.03% | 4.68% | 4.09% | 15.68% | 0.61% | 4.37% | 4.43% | 7.34% | 2.61% | 7.04% |
Frequently Asked Questions
SILVX and JEPIX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SILVX has higher volatility (2.47%) compared to JEPIX (2.40%). In terms of maximum drawdown, SILVX dropped -31.29% vs JEPIX's -32.63%.
SILVX currently has the higher Sharpe Ratio (2.11 vs 1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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