TSCSX vs. JEPI
Compare and contrast key facts about Thrivent Small Cap Stock Fund Class S (TSCSX) and JPMorgan Equity Premium Income ETF (JEPI).
TSCSX is managed by Thrivent. It was launched on Jul 1, 1996. 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: TSCSX or JEPI.
Key characteristics
| TSCSX | JEPI | |
|---|---|---|
| YTD Return | 1.12% | 3.44% |
| 1Y Return | 10.83% | 8.92% |
| 3Y Return (Ann) | 1.74% | 7.24% |
| Sharpe Ratio | 0.60 | 1.25 |
| Daily Std Dev | 18.03% | 7.26% |
| Max Drawdown | -56.66% | -13.71% |
| Current Drawdown | -4.76% | -2.75% |
Correlation
The correlation between TSCSX and JEPI 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.
Performance
TSCSX vs. JEPI - Performance Comparison
In the year-to-date period, TSCSX achieves a 1.12% return, which is significantly lower than JEPI's 3.44% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TSCSX vs. JEPI - Expense Ratio Comparison
TSCSX has a 0.80% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
TSCSX vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thrivent Small Cap Stock Fund Class S (TSCSX) 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
TSCSX vs. JEPI - Dividend Comparison
TSCSX's dividend yield for the trailing twelve months is around 0.45%, less than JEPI's 6.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
TSCSX Thrivent Small Cap Stock Fund Class S | 0.45% | 0.46% | 9.60% | 11.33% | 1.60% | 8.72% | 15.00% | 0.00% | 0.43% | 0.24% | 10.43% |
JEPI JPMorgan Equity Premium Income ETF | 6.87% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TSCSX vs. JEPI - Drawdown Comparison
The maximum TSCSX drawdown since its inception was -56.66%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for TSCSX and JEPI. For additional features, visit the drawdowns tool.
Volatility
TSCSX vs. JEPI - Volatility Comparison
Thrivent Small Cap Stock Fund Class S (TSCSX) has a higher volatility of 4.71% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.60%. This indicates that TSCSX's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.