SRFMX vs. JEPIX
SRFMX (Sarofim Equity Fund) and JEPIX (JPMorgan Equity Premium Income Fund Class I) are both mutual funds - SRFMX is a Large Cap Blend Equities fund managed by Sarofim, while JEPIX is a Derivative Income fund actively managed by JPMorgan. Over the past 5 years, SRFMX returned 6.48%/yr vs 7.00%/yr for JEPIX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. SRFMX charges 0.70%/yr vs 0.59%/yr for JEPIX.
Performance
SRFMX vs. JEPIX - Performance Comparison
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Returns By Period
In the year-to-date period, SRFMX achieves a 2.72% return, which is significantly lower than JEPIX's 3.44% return.
SRFMX
- 1D
- 1.76%
- 1M
- 0.58%
- 6M
- 2.46%
- YTD
- 2.72%
- 1Y
- 9.88%
- 3Y*
- 10.58%
- 5Y*
- 6.48%
- 10Y*
- 12.53%
- ALL TIME*
- 10.18%
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 | |
SRFMX Sarofim Equity Fund | $0.00 | $0.00 | $0.00 |
SRFMX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SRFMX Sarofim Equity Fund | 2.72% | 11.35% | 13.67% | 21.41% | -19.20% | 27.72% | 24.38% | 35.64% | -12.50% |
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 SRFMX and JEPIX is 0.60, 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. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2018 | 0.76 |
The correlation between SRFMX and JEPIX shifts across timeframes, from 0.60 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SRFMX vs. JEPIX — Risk / Return Rank
SRFMX
JEPIX
SRFMX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sarofim Equity Fund (SRFMX) 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.
| SRFMX | JEPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.19 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.65 | 1.21 | -0.55 |
| Martin ratioReturn relative to average drawdown | 2.34 | 3.43 | -1.08 |
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Drawdowns
SRFMX vs. JEPIX - Drawdown Comparison
The maximum SRFMX drawdown since its inception was -32.46%, roughly equal to the maximum JEPIX drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for SRFMX and JEPIX.
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Drawdown Indicators
| SRFMX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.46% | -32.63% | +0.17% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -7.41% | -4.64% |
Max Drawdown (3Y)Largest decline over 3 years | -16.95% | -13.42% | -3.53% |
Max Drawdown (5Y)Largest decline over 5 years | -27.63% | -13.67% | -13.96% |
Max Drawdown (10Y)Largest decline over 10 years | -32.46% | — | — |
Current DrawdownCurrent decline from peak | -1.96% | -1.78% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -3.21% | -2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.60% | +0.74% |
Volatility
SRFMX vs. JEPIX - Volatility Comparison
Sarofim Equity Fund (SRFMX) has a higher volatility of 3.83% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 2.40%. This indicates that SRFMX's price experiences larger fluctuations and is considered to be riskier than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRFMX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 2.40% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 7.08% | +3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.04% | 8.85% | +4.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.09% | 11.49% | +6.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.62% | 14.65% | +3.97% |
SRFMX vs. JEPIX - Expense Ratio Comparison
SRFMX has a 0.70% expense ratio, which is higher than JEPIX's 0.59% expense ratio.
Dividends
SRFMX vs. JEPIX - Dividend Comparison
SRFMX's dividend yield for the trailing twelve months is around 31.16%, more than JEPIX's 7.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SRFMX Sarofim Equity Fund | 31.16% | 31.88% | 18.62% | 11.14% | 8.76% | 8.36% | 7.36% | 5.03% | 7.42% | 5.41% | 1.68% |
Frequently Asked Questions
SRFMX and JEPIX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SRFMX has higher volatility (3.83%) compared to JEPIX (2.40%). In terms of maximum drawdown, SRFMX dropped -32.46% vs JEPIX's -32.63%.
JEPIX currently has the higher Sharpe Ratio (1.01 vs 0.60), 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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