VADGX vs. JEPI
Compare and contrast key facts about Vanguard Advice Select Dividend Growth Fund (VADGX) and JPMorgan Equity Premium Income ETF (JEPI).
VADGX is managed by Vanguard. It was launched on Nov 9, 2021. 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: VADGX or JEPI.
Key characteristics
| VADGX | JEPI | |
|---|---|---|
| YTD Return | 15.05% | 15.79% |
| 1Y Return | 21.93% | 20.11% |
| 3Y Return (Ann) | 8.26% | 8.29% |
| Sharpe Ratio | 2.43 | 2.87 |
| Sortino Ratio | 3.29 | 4.00 |
| Omega Ratio | 1.43 | 1.58 |
| Calmar Ratio | 4.34 | 5.20 |
| Martin Ratio | 13.94 | 20.34 |
| Ulcer Index | 1.58% | 0.99% |
| Daily Std Dev | 9.03% | 7.00% |
| Max Drawdown | -15.75% | -13.71% |
| Current Drawdown | -1.35% | -0.18% |
Correlation
The correlation between VADGX and JEPI is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VADGX vs. JEPI - Performance Comparison
The year-to-date returns for both investments are quite close, with VADGX having a 15.05% return and JEPI slightly higher at 15.79%. 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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VADGX vs. JEPI - Expense Ratio Comparison
VADGX has a 0.45% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
VADGX vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select Dividend Growth Fund (VADGX) 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
VADGX vs. JEPI - Dividend Comparison
VADGX's dividend yield for the trailing twelve months is around 1.21%, less than JEPI's 7.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
VADGX Vanguard Advice Select Dividend Growth Fund | 1.21% | 1.21% | 0.81% | 0.17% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 8.40% | 11.67% | 6.59% | 5.79% |
Drawdowns
VADGX vs. JEPI - Drawdown Comparison
The maximum VADGX drawdown since its inception was -15.75%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for VADGX and JEPI. For additional features, visit the drawdowns tool.
Volatility
VADGX vs. JEPI - Volatility Comparison
Vanguard Advice Select Dividend Growth Fund (VADGX) has a higher volatility of 2.75% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.97%. This indicates that VADGX'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.