VANTX vs. JEPAX
Compare and contrast key facts about JPMorgan New York Tax Free Bond Fund (VANTX) and JPMorgan Equity Premium Income Fund Class A (JEPAX).
VANTX is managed by JPMorgan. It was launched on Feb 15, 2001. JEPAX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
VANTX vs. JEPAX - Performance Comparison
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VANTX vs. JEPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VANTX JPMorgan New York Tax Free Bond Fund | -0.59% | 2.86% | 1.42% | 4.76% | -6.09% | 0.49% | 3.39% | 3.15% |
JEPAX JPMorgan Equity Premium Income Fund Class A | -0.48% | 7.55% | 12.07% | 9.42% | -4.05% | 19.13% | 5.75% | 7.45% |
Returns By Period
In the year-to-date period, VANTX achieves a -0.59% return, which is significantly lower than JEPAX's -0.48% return.
VANTX
- 1D
- 0.16%
- 1M
- -2.02%
- YTD
- -0.59%
- 6M
- 0.56%
- 1Y
- 2.50%
- 3Y*
- 2.11%
- 5Y*
- 0.59%
- 10Y*
- 1.32%
JEPAX
- 1D
- 1.96%
- 1M
- -5.21%
- YTD
- -0.48%
- 6M
- 2.05%
- 1Y
- 6.64%
- 3Y*
- 8.91%
- 5Y*
- 7.66%
- 10Y*
- —
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VANTX vs. JEPAX - Expense Ratio Comparison
VANTX has a 0.95% expense ratio, which is higher than JEPAX's 0.85% expense ratio.
Return for Risk
VANTX vs. JEPAX — Risk / Return Rank
VANTX
JEPAX
VANTX vs. JEPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan New York Tax Free Bond Fund (VANTX) and JPMorgan Equity Premium Income Fund Class A (JEPAX). 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.
| VANTX | JEPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.49 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.00 | 0.80 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.13 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 0.79 | 0.00 |
Martin ratioReturn relative to average drawdown | 2.62 | 3.66 | -1.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VANTX | JEPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.49 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.67 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.53 | +0.37 |
Correlation
The correlation between VANTX and JEPAX is 0.11, 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.
Dividends
VANTX vs. JEPAX - Dividend Comparison
VANTX's dividend yield for the trailing twelve months is around 3.11%, less than JEPAX's 7.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VANTX JPMorgan New York Tax Free Bond Fund | 3.11% | 3.11% | 3.13% | 2.57% | 2.00% | 1.65% | 1.73% | 2.09% | 2.75% | 2.88% | 3.08% | 4.11% |
JEPAX JPMorgan Equity Premium Income Fund Class A | 7.31% | 7.88% | 6.95% | 8.19% | 11.98% | 5.96% | 11.35% | 5.61% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VANTX vs. JEPAX - Drawdown Comparison
The maximum VANTX drawdown since its inception was -10.44%, smaller than the maximum JEPAX drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for VANTX and JEPAX.
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Drawdown Indicators
| VANTX | JEPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.44% | -32.69% | +22.25% |
Max Drawdown (1Y)Largest decline over 1 year | -3.76% | -10.43% | +6.67% |
Max Drawdown (5Y)Largest decline over 5 years | -10.27% | -13.74% | +3.47% |
Max Drawdown (10Y)Largest decline over 10 years | -10.44% | — | — |
Current DrawdownCurrent decline from peak | -2.17% | -5.53% | +3.36% |
Average DrawdownAverage peak-to-trough decline | -1.50% | -3.05% | +1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 2.26% | -1.12% |
Volatility
VANTX vs. JEPAX - Volatility Comparison
The current volatility for JPMorgan New York Tax Free Bond Fund (VANTX) is 1.01%, while JPMorgan Equity Premium Income Fund Class A (JEPAX) has a volatility of 4.15%. This indicates that VANTX experiences smaller price fluctuations and is considered to be less risky than JEPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VANTX | JEPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 4.15% | -3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 1.40% | 6.78% | -5.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.80% | 13.79% | -9.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.99% | 11.43% | -8.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.27% | 15.04% | -11.77% |