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SMIFX vs. JEPQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMIFX vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sound Mind Investing Fund (SMIFX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

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SMIFX vs. JEPQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
SMIFX
Sound Mind Investing Fund
3.42%3.16%16.65%5.17%-6.48%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
-2.87%15.18%24.85%36.28%-12.89%

Returns By Period

In the year-to-date period, SMIFX achieves a 3.42% return, which is significantly higher than JEPQ's -2.87% return.


SMIFX

1D
-0.50%
1M
-6.81%
YTD
3.42%
6M
0.85%
1Y
11.31%
3Y*
9.08%
5Y*
4.80%
10Y*
8.38%

JEPQ

1D
3.25%
1M
-3.50%
YTD
-2.87%
6M
1.65%
1Y
19.82%
3Y*
19.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMIFX vs. JEPQ - Expense Ratio Comparison

SMIFX has a 1.19% expense ratio, which is higher than JEPQ's 0.35% expense ratio.


Return for Risk

SMIFX vs. JEPQ — Risk / Return Rank

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

SMIFX
SMIFX Risk / Return Rank: 2929
Overall Rank
SMIFX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SMIFX Sortino Ratio Rank: 2828
Sortino Ratio Rank
SMIFX Omega Ratio Rank: 3131
Omega Ratio Rank
SMIFX Calmar Ratio Rank: 2626
Calmar Ratio Rank
SMIFX Martin Ratio Rank: 3131
Martin Ratio Rank

JEPQ
JEPQ Risk / Return Rank: 7272
Overall Rank
JEPQ Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
JEPQ Sortino Ratio Rank: 6868
Sortino Ratio Rank
JEPQ Omega Ratio Rank: 7575
Omega Ratio Rank
JEPQ Calmar Ratio Rank: 7272
Calmar Ratio Rank
JEPQ Martin Ratio Rank: 8282
Martin Ratio Rank
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.

SMIFX vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sound Mind Investing Fund (SMIFX) 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.


SMIFXJEPQDifference

Sharpe ratio

Return per unit of total volatility

0.69

1.07

-0.39

Sortino ratio

Return per unit of downside risk

1.06

1.64

-0.58

Omega ratio

Gain probability vs. loss probability

1.16

1.27

-0.11

Calmar ratio

Return relative to maximum drawdown

0.76

1.70

-0.94

Martin ratio

Return relative to average drawdown

3.29

8.45

-5.16

SMIFX vs. JEPQ - Sharpe Ratio Comparison

The current SMIFX Sharpe Ratio is 0.69, which is lower than the JEPQ Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SMIFX and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SMIFXJEPQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.07

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.82

-0.53

Correlation

The correlation between SMIFX and JEPQ is 0.77, 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.


Dividends

SMIFX vs. JEPQ - Dividend Comparison

SMIFX's dividend yield for the trailing twelve months is around 5.16%, less than JEPQ's 11.10% yield.


TTM20252024202320222021202020192018201720162015
SMIFX
Sound Mind Investing Fund
5.16%5.33%1.28%1.73%0.97%46.86%0.00%0.48%26.02%10.06%0.00%14.94%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.10%10.53%9.65%10.03%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SMIFX vs. JEPQ - Drawdown Comparison

The maximum SMIFX drawdown since its inception was -54.33%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for SMIFX and JEPQ.


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Drawdown Indicators


SMIFXJEPQDifference

Max Drawdown

Largest peak-to-trough decline

-54.33%

-20.07%

-34.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.67%

-11.58%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-41.36%

Max Drawdown (10Y)

Largest decline over 10 years

-41.36%

Current Drawdown

Current decline from peak

-19.25%

-5.85%

-13.40%

Average Drawdown

Average peak-to-trough decline

-14.30%

-3.55%

-10.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.34%

+0.60%

Volatility

SMIFX vs. JEPQ - Volatility Comparison

The current volatility for Sound Mind Investing Fund (SMIFX) is 3.76%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.02%. This indicates that SMIFX 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.


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Volatility by Period


SMIFXJEPQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.76%

6.02%

-2.26%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

10.47%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.29%

18.52%

-1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.06%

16.91%

+12.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.15%

16.91%

+7.24%