VAMO vs. JEPQ
Compare and contrast key facts about Cambria Value & Momentum ETF (VAMO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
VAMO and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VAMO is an actively managed fund by Cambria. It was launched on Sep 8, 2015. JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VAMO or JEPQ.
Correlation
The correlation between VAMO and JEPQ is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VAMO vs. JEPQ - Performance Comparison
Key characteristics
VAMO:
0.67
JEPQ:
1.74
VAMO:
1.08
JEPQ:
2.30
VAMO:
1.13
JEPQ:
1.34
VAMO:
1.08
JEPQ:
2.08
VAMO:
2.44
JEPQ:
8.83
VAMO:
4.01%
JEPQ:
2.52%
VAMO:
14.56%
JEPQ:
12.81%
VAMO:
-41.83%
JEPQ:
-16.82%
VAMO:
-6.47%
JEPQ:
-3.34%
Returns By Period
In the year-to-date period, VAMO achieves a 2.15% return, which is significantly higher than JEPQ's -1.10% return.
VAMO
2.15%
-0.88%
3.84%
9.99%
9.23%
N/A
JEPQ
-1.10%
-2.84%
5.27%
22.15%
N/A
N/A
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VAMO vs. JEPQ - Expense Ratio Comparison
VAMO has a 0.64% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Risk-Adjusted Performance
VAMO vs. JEPQ — Risk-Adjusted Performance Rank
VAMO
JEPQ
VAMO vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Value & Momentum ETF (VAMO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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
VAMO vs. JEPQ - Dividend Comparison
VAMO's dividend yield for the trailing twelve months is around 0.82%, less than JEPQ's 9.76% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VAMO Cambria Value & Momentum ETF | 0.82% | 0.84% | 1.35% | 1.10% | 1.07% | 1.03% | 1.16% | 1.03% | 0.36% | 0.56% | 0.20% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.76% | 9.65% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VAMO vs. JEPQ - Drawdown Comparison
The maximum VAMO drawdown since its inception was -41.83%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for VAMO and JEPQ. For additional features, visit the drawdowns tool.
Volatility
VAMO vs. JEPQ - Volatility Comparison
Cambria Value & Momentum ETF (VAMO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) have volatilities of 3.95% and 3.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.