TSTFX vs. JEPIX
TSTFX (Transamerica Stock Index) and JEPIX (JPMorgan Equity Premium Income Fund Class I) are both mutual funds - TSTFX is a Large Cap Blend Equities fund managed by Transamerica, while JEPIX is a Derivative Income fund actively managed by JPMorgan. Over the past 5 years, TSTFX returned 4.85%/yr vs 7.00%/yr for JEPIX. Their 0.72 correlation means they have sometimes moved together and sometimes differently. TSTFX charges 0.30%/yr vs 0.59%/yr for JEPIX.
Performance
TSTFX vs. JEPIX - Performance Comparison
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Returns By Period
In the year-to-date period, TSTFX achieves a 9.17% return, which is significantly higher than JEPIX's 3.44% return.
TSTFX
- 1D
- 1.71%
- 1M
- -0.58%
- 6M
- 7.61%
- YTD
- 9.17%
- 1Y
- -16.19%
- 3Y*
- 5.71%
- 5Y*
- 4.85%
- 10Y*
- —
- ALL TIME*
- 10.46%
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 | |
| $0.00 | $0.00 | $0.00 |
TSTFX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TSTFX Transamerica Stock Index | 9.17% | -17.03% | 24.66% | 25.99% | -18.27% | 28.84% | 18.10% | 31.17% | -13.18% |
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 TSTFX and JEPIX is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2018 | 0.72 |
Over the past year, the correlation between TSTFX and JEPIX has dropped to 0.44 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
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Return for Risk
TSTFX vs. JEPIX — Risk / Return Rank
TSTFX
JEPIX
TSTFX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Stock Index (TSTFX) 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.
| TSTFX | JEPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.19 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 1.21 | -1.72 |
| Martin ratioReturn relative to average drawdown | -0.82 | 3.43 | -4.24 |
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Drawdowns
TSTFX vs. JEPIX - Drawdown Comparison
The maximum TSTFX drawdown since its inception was -34.74%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for TSTFX and JEPIX.
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Drawdown Indicators
| TSTFX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.74% | -32.63% | -2.11% |
Max Drawdown (1Y)Largest decline over 1 year | -34.74% | -7.41% | -27.33% |
Max Drawdown (3Y)Largest decline over 3 years | -34.74% | -13.42% | -21.32% |
Max Drawdown (5Y)Largest decline over 5 years | -34.74% | -13.67% | -21.07% |
Current DrawdownCurrent decline from peak | -23.27% | -1.78% | -21.49% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -3.21% | -3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.02% | 2.60% | +18.42% |
Volatility
TSTFX vs. JEPIX - Volatility Comparison
Transamerica Stock Index (TSTFX) has a higher volatility of 3.47% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 2.40%. This indicates that TSTFX'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
| TSTFX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 2.40% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 7.08% | +2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.21% | 8.85% | +23.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.60% | 11.49% | +10.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.92% | 14.65% | +6.27% |
TSTFX vs. JEPIX - Expense Ratio Comparison
TSTFX has a 0.30% expense ratio, which is lower than JEPIX's 0.59% expense ratio.
Dividends
TSTFX vs. JEPIX - Dividend Comparison
TSTFX's dividend yield for the trailing twelve months is around 0.81%, less than JEPIX's 7.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TSTFX Transamerica Stock Index | 0.81% | 0.70% | 2.61% | 4.32% | 6.77% | 6.57% | 4.69% | 5.60% | 4.69% | 2.85% |
Frequently Asked Questions
TSTFX and JEPIX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSTFX has higher volatility (3.47%) compared to JEPIX (2.40%). In terms of maximum drawdown, TSTFX dropped -34.74% vs JEPIX's -32.63%.
JEPIX currently has the higher Sharpe Ratio (1.01 vs -0.56), 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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