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TCBIX vs. JEPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TCBIX vs. JEPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Covered Bridge Fund (TCBIX) and JPMorgan Equity Premium Income Fund Class A (JEPAX). The values are adjusted to include any dividend payments, if applicable.

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TCBIX vs. JEPAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TCBIX
The Covered Bridge Fund
2.42%12.61%4.09%4.09%0.05%18.21%-1.71%10.01%
JEPAX
JPMorgan Equity Premium Income Fund Class A
-0.48%7.55%12.07%9.42%-4.05%19.13%5.75%7.45%

Returns By Period

In the year-to-date period, TCBIX achieves a 2.42% return, which is significantly higher than JEPAX's -0.48% return.


TCBIX

1D
1.57%
1M
-2.75%
YTD
2.42%
6M
4.55%
1Y
13.68%
3Y*
7.50%
5Y*
5.73%
10Y*
7.10%

JEPAX

1D
1.96%
1M
-5.21%
YTD
-0.48%
6M
2.05%
1Y
6.64%
3Y*
8.91%
5Y*
7.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TCBIX vs. JEPAX - Expense Ratio Comparison

TCBIX has a 1.40% expense ratio, which is higher than JEPAX's 0.85% expense ratio.


Return for Risk

TCBIX vs. JEPAX — Risk / Return Rank

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

TCBIX
TCBIX Risk / Return Rank: 5252
Overall Rank
TCBIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
TCBIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
TCBIX Omega Ratio Rank: 5151
Omega Ratio Rank
TCBIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
TCBIX Martin Ratio Rank: 6060
Martin Ratio Rank

JEPAX
JEPAX Risk / Return Rank: 2222
Overall Rank
JEPAX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
JEPAX Sortino Ratio Rank: 1717
Sortino Ratio Rank
JEPAX Omega Ratio Rank: 2020
Omega Ratio Rank
JEPAX Calmar Ratio Rank: 2626
Calmar Ratio Rank
JEPAX Martin Ratio Rank: 3333
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.

TCBIX vs. JEPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Covered Bridge Fund (TCBIX) and JPMorgan Equity Premium Income Fund Class A (JEPAX). 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.


TCBIXJEPAXDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.49

+0.54

Sortino ratio

Return per unit of downside risk

1.55

0.80

+0.75

Omega ratio

Gain probability vs. loss probability

1.23

1.13

+0.10

Calmar ratio

Return relative to maximum drawdown

1.37

0.79

+0.58

Martin ratio

Return relative to average drawdown

6.28

3.66

+2.61

TCBIX vs. JEPAX - Sharpe Ratio Comparison

The current TCBIX Sharpe Ratio is 1.03, which is higher than the JEPAX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of TCBIX and JEPAX, 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


TCBIXJEPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.49

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.67

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.53

-0.01

Correlation

The correlation between TCBIX and JEPAX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TCBIX vs. JEPAX - Dividend Comparison

TCBIX's dividend yield for the trailing twelve months is around 8.65%, more than JEPAX's 7.31% yield.


TTM20252024202320222021202020192018201720162015
TCBIX
The Covered Bridge Fund
8.65%8.24%7.47%7.34%8.09%6.00%4.70%6.77%11.55%7.32%7.32%5.36%
JEPAX
JPMorgan Equity Premium Income Fund Class A
7.31%7.88%6.95%8.19%11.98%5.96%11.35%5.61%0.00%0.00%0.00%0.00%

Drawdowns

TCBIX vs. JEPAX - Drawdown Comparison

The maximum TCBIX drawdown since its inception was -28.94%, smaller than the maximum JEPAX drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for TCBIX and JEPAX.


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Drawdown Indicators


TCBIXJEPAXDifference

Max Drawdown

Largest peak-to-trough decline

-28.94%

-32.69%

+3.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.24%

-10.43%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-17.07%

-13.74%

-3.33%

Max Drawdown (10Y)

Largest decline over 10 years

-28.94%

Current Drawdown

Current decline from peak

-3.77%

-5.53%

+1.76%

Average Drawdown

Average peak-to-trough decline

-3.51%

-3.05%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

2.26%

-0.02%

Volatility

TCBIX vs. JEPAX - Volatility Comparison

The current volatility for The Covered Bridge Fund (TCBIX) is 2.75%, while JPMorgan Equity Premium Income Fund Class A (JEPAX) has a volatility of 4.15%. This indicates that TCBIX experiences smaller price fluctuations and is considered to be less risky than JEPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCBIXJEPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

4.15%

-1.40%

Volatility (6M)

Calculated over the trailing 6-month period

6.34%

6.78%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

13.12%

13.79%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.12%

11.43%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.55%

15.04%

-1.49%