SKOR vs. JEPI
Compare and contrast key facts about FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) and JPMorgan Equity Premium Income ETF (JEPI).
SKOR and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SKOR is a passively managed fund by Northern Trust that tracks the performance of the NorthernTrustUS Corporate Bond Quality Value Index. It was launched on Nov 12, 2014. 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: SKOR or JEPI.
Key characteristics
| SKOR | JEPI | |
|---|---|---|
| YTD Return | 4.03% | 15.42% |
| 1Y Return | 8.68% | 18.87% |
| 3Y Return (Ann) | 0.37% | 8.14% |
| Sharpe Ratio | 2.15 | 2.70 |
| Sortino Ratio | 3.27 | 3.76 |
| Omega Ratio | 1.41 | 1.54 |
| Calmar Ratio | 0.97 | 4.87 |
| Martin Ratio | 10.65 | 19.06 |
| Ulcer Index | 0.79% | 0.99% |
| Daily Std Dev | 3.91% | 6.99% |
| Max Drawdown | -15.98% | -13.71% |
| Current Drawdown | -1.92% | -0.50% |
Correlation
The correlation between SKOR and JEPI is 0.28, 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.
Performance
SKOR vs. JEPI - Performance Comparison
In the year-to-date period, SKOR achieves a 4.03% return, which is significantly lower than JEPI's 15.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SKOR vs. JEPI - Expense Ratio Comparison
SKOR has a 0.22% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
SKOR vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) 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
SKOR vs. JEPI - Dividend Comparison
SKOR's dividend yield for the trailing twelve months is around 4.84%, less than JEPI's 7.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | 4.84% | 3.90% | 2.57% | 2.55% | 3.38% | 3.53% | 2.85% | 2.46% | 2.74% | 2.25% | 0.31% |
JEPI JPMorgan Equity Premium Income ETF | 7.09% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SKOR vs. JEPI - Drawdown Comparison
The maximum SKOR drawdown since its inception was -15.98%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for SKOR and JEPI. For additional features, visit the drawdowns tool.
Volatility
SKOR vs. JEPI - Volatility Comparison
The current volatility for FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) is 1.07%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 1.98%. This indicates that SKOR 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.