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USHYX vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

USHYX vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA High Income Fund (USHYX) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.42%
9.24%
USHYX
JEPI

Returns By Period

In the year-to-date period, USHYX achieves a 6.20% return, which is significantly lower than JEPI's 15.68% return.


USHYX

YTD

6.20%

1M

-0.11%

6M

5.42%

1Y

11.12%

5Y (annualized)

3.84%

10Y (annualized)

3.74%

JEPI

YTD

15.68%

1M

1.17%

6M

9.24%

1Y

18.27%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


USHYXJEPI
Sharpe Ratio3.562.63
Sortino Ratio5.723.65
Omega Ratio1.891.52
Calmar Ratio2.964.81
Martin Ratio26.8718.61
Ulcer Index0.42%1.00%
Daily Std Dev3.17%7.08%
Max Drawdown-33.65%-13.71%
Current Drawdown-0.43%-0.28%

Compare stocks, funds, or ETFs

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USHYX vs. JEPI - Expense Ratio Comparison

USHYX has a 0.76% expense ratio, which is higher than JEPI's 0.35% expense ratio.


USHYX
USAA High Income Fund
Expense ratio chart for USHYX: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Correlation

-0.50.00.51.00.5

The correlation between USHYX and JEPI is 0.46, 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.

Risk-Adjusted Performance

USHYX vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA High Income Fund (USHYX) 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.


Sharpe ratio
The chart of Sharpe ratio for USHYX, currently valued at 3.56, compared to the broader market-1.000.001.002.003.004.005.003.562.63
The chart of Sortino ratio for USHYX, currently valued at 5.72, compared to the broader market0.005.0010.005.723.65
The chart of Omega ratio for USHYX, currently valued at 1.89, compared to the broader market1.002.003.004.001.891.52
The chart of Calmar ratio for USHYX, currently valued at 2.96, compared to the broader market0.005.0010.0015.0020.002.964.81
The chart of Martin ratio for USHYX, currently valued at 26.87, compared to the broader market0.0020.0040.0060.0080.00100.0026.8718.61
USHYX
JEPI

The current USHYX Sharpe Ratio is 3.56, which is higher than the JEPI Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of USHYX and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.56
2.63
USHYX
JEPI

Dividends

USHYX vs. JEPI - Dividend Comparison

USHYX's dividend yield for the trailing twelve months is around 7.10%, which matches JEPI's 7.07% yield.


TTM20232022202120202019201820172016201520142013
USHYX
USAA High Income Fund
7.10%7.14%5.88%4.83%5.25%5.79%6.32%5.73%5.94%6.46%5.76%6.05%
JEPI
JPMorgan Equity Premium Income ETF
7.07%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

USHYX vs. JEPI - Drawdown Comparison

The maximum USHYX drawdown since its inception was -33.65%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for USHYX and JEPI. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.43%
-0.28%
USHYX
JEPI

Volatility

USHYX vs. JEPI - Volatility Comparison

The current volatility for USAA High Income Fund (USHYX) is 0.80%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 2.25%. This indicates that USHYX 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.


0.00%1.00%2.00%3.00%4.00%JuneJulyAugustSeptemberOctoberNovember
0.80%
2.25%
USHYX
JEPI