TFLO vs. JEPI
Compare and contrast key facts about iShares Treasury Floating Rate Bond ETF (TFLO) and JPMorgan Equity Premium Income ETF (JEPI).
TFLO and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TFLO is a passively managed fund by iShares that tracks the performance of the Barclays U.S. Treasury Floating Rate Index. It was launched on Feb 3, 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: TFLO or JEPI.
Performance
TFLO vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, TFLO achieves a 4.69% return, which is significantly lower than JEPI's 14.44% return.
TFLO
4.69%
0.43%
2.46%
5.29%
2.47%
1.85%
JEPI
14.44%
-0.20%
7.19%
17.88%
N/A
N/A
Key characteristics
| TFLO | JEPI | |
|---|---|---|
| Sharpe Ratio | 16.40 | 2.53 |
| Sortino Ratio | 66.99 | 3.52 |
| Omega Ratio | 17.83 | 1.50 |
| Calmar Ratio | 207.33 | 4.62 |
| Martin Ratio | 1,020.07 | 17.99 |
| Ulcer Index | 0.01% | 0.99% |
| Daily Std Dev | 0.32% | 7.05% |
| Max Drawdown | -5.01% | -13.71% |
| Current Drawdown | 0.00% | -1.35% |
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TFLO vs. JEPI - Expense Ratio Comparison
TFLO has a 0.15% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Correlation
The correlation between TFLO and JEPI is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
TFLO vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Floating Rate Bond ETF (TFLO) 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
TFLO vs. JEPI - Dividend Comparison
TFLO's dividend yield for the trailing twelve months is around 5.34%, less than JEPI's 7.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
TFLO iShares Treasury Floating Rate Bond ETF | 5.34% | 4.89% | 1.67% | 0.00% | 0.36% | 2.08% | 1.65% | 0.86% | 0.30% | 0.15% | 0.08% |
JEPI JPMorgan Equity Premium Income ETF | 7.15% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TFLO vs. JEPI - Drawdown Comparison
The maximum TFLO drawdown since its inception was -5.01%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for TFLO and JEPI. For additional features, visit the drawdowns tool.
Volatility
TFLO vs. JEPI - Volatility Comparison
The current volatility for iShares Treasury Floating Rate Bond ETF (TFLO) is 0.07%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 2.17%. This indicates that TFLO 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.