SWKRX vs. JEPI
Compare and contrast key facts about Schwab Monthly Income Fund - Enhanced Payout (SWKRX) and JPMorgan Equity Premium Income ETF (JEPI).
SWKRX is managed by Charles Schwab. It was launched on Mar 27, 2008. JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020.
Performance
SWKRX vs. JEPI - Performance Comparison
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SWKRX vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SWKRX Schwab Monthly Income Fund - Enhanced Payout | 3.06% | 12.14% | 3.85% | 8.71% | -12.47% | 5.73% | 10.19% |
JEPI JPMorgan Equity Premium Income ETF | 0.20% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.61% |
Returns By Period
In the year-to-date period, SWKRX achieves a 3.06% return, which is significantly higher than JEPI's 0.20% return.
SWKRX
- 1D
- 0.36%
- 1M
- -4.09%
- YTD
- 3.06%
- 6M
- 5.58%
- 1Y
- 11.14%
- 3Y*
- 8.47%
- 5Y*
- 3.78%
- 10Y*
- 4.44%
JEPI
- 1D
- 1.85%
- 1M
- -4.79%
- YTD
- 0.20%
- 6M
- 3.11%
- 1Y
- 7.84%
- 3Y*
- 9.57%
- 5Y*
- 8.26%
- 10Y*
- —
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SWKRX vs. JEPI - Expense Ratio Comparison
SWKRX has a 0.00% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Return for Risk
SWKRX vs. JEPI — Risk / Return Rank
SWKRX
JEPI
SWKRX vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Monthly Income Fund - Enhanced Payout (SWKRX) 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.
| SWKRX | JEPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 0.60 | +0.97 |
Sortino ratioReturn per unit of downside risk | 2.15 | 0.93 | +1.22 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.15 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 0.85 | +0.99 |
Martin ratioReturn relative to average drawdown | 8.48 | 4.15 | +4.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWKRX | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 0.60 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.75 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 1.03 | -0.34 |
Correlation
The correlation between SWKRX and JEPI is 0.72, 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
SWKRX vs. JEPI - Dividend Comparison
SWKRX's dividend yield for the trailing twelve months is around 3.97%, less than JEPI's 8.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWKRX Schwab Monthly Income Fund - Enhanced Payout | 3.97% | 4.41% | 4.73% | 4.69% | 7.47% | 3.93% | 3.02% | 4.66% | 3.10% | 2.71% | 4.71% | 2.27% |
JEPI JPMorgan Equity Premium Income ETF | 7.68% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SWKRX vs. JEPI - Drawdown Comparison
The maximum SWKRX drawdown since its inception was -20.69%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for SWKRX and JEPI.
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Drawdown Indicators
| SWKRX | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.69% | -13.71% | -6.98% |
Max Drawdown (1Y)Largest decline over 1 year | -6.29% | -10.28% | +3.99% |
Max Drawdown (5Y)Largest decline over 5 years | -20.69% | -13.71% | -6.98% |
Max Drawdown (10Y)Largest decline over 10 years | -20.69% | — | — |
Current DrawdownCurrent decline from peak | -4.09% | -4.79% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -2.07% | -1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.36% | 2.10% | -0.74% |
Volatility
SWKRX vs. JEPI - Volatility Comparison
The current volatility for Schwab Monthly Income Fund - Enhanced Payout (SWKRX) is 2.37%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 3.95%. This indicates that SWKRX 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.
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Volatility by Period
| SWKRX | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 3.95% | -1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 4.08% | 6.36% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.37% | 13.26% | -5.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.07% | 11.06% | -2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.03% | 10.89% | -3.86% |