VANTX vs. JEPIX
Compare and contrast key facts about JPMorgan New York Tax Free Bond Fund (VANTX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
VANTX is managed by JPMorgan. It was launched on Feb 15, 2001. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
VANTX vs. JEPIX - Performance Comparison
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VANTX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VANTX JPMorgan New York Tax Free Bond Fund | -0.74% | 2.86% | 1.42% | 4.76% | -6.09% | 0.49% | 3.39% | 5.65% | 1.03% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -0.51% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Returns By Period
In the year-to-date period, VANTX achieves a -0.74% return, which is significantly lower than JEPIX's -0.51% return.
VANTX
- 1D
- 0.16%
- 1M
- -2.33%
- YTD
- -0.74%
- 6M
- 0.55%
- 1Y
- 2.66%
- 3Y*
- 2.06%
- 5Y*
- 0.59%
- 10Y*
- 1.30%
JEPIX
- 1D
- 1.89%
- 1M
- -5.27%
- YTD
- -0.51%
- 6M
- 2.16%
- 1Y
- 6.88%
- 3Y*
- 9.18%
- 5Y*
- 7.91%
- 10Y*
- —
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VANTX vs. JEPIX - Expense Ratio Comparison
VANTX has a 0.95% expense ratio, which is higher than JEPIX's 0.63% expense ratio.
Return for Risk
VANTX vs. JEPIX — Risk / Return Rank
VANTX
JEPIX
VANTX vs. JEPIX - 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 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.
| VANTX | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.51 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.00 | 0.82 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.13 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.84 | 0.82 | +0.02 |
Martin ratioReturn relative to average drawdown | 2.78 | 3.77 | -0.99 |
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 | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.51 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.70 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.48 | +0.41 |
Correlation
The correlation between VANTX and JEPIX is 0.09, 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. JEPIX - Dividend Comparison
VANTX's dividend yield for the trailing twelve months is around 3.11%, less than JEPIX's 7.55% 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% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.55% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VANTX vs. JEPIX - Drawdown Comparison
The maximum VANTX drawdown since its inception was -10.44%, smaller than the maximum JEPIX drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for VANTX and JEPIX.
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Drawdown Indicators
| VANTX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.44% | -32.63% | +22.19% |
Max Drawdown (1Y)Largest decline over 1 year | -3.76% | -10.49% | +6.73% |
Max Drawdown (5Y)Largest decline over 5 years | -10.27% | -13.67% | +3.40% |
Max Drawdown (10Y)Largest decline over 10 years | -10.44% | — | — |
Current DrawdownCurrent decline from peak | -2.33% | -5.53% | +3.20% |
Average DrawdownAverage peak-to-trough decline | -1.50% | -3.19% | +1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 2.27% | -1.14% |
Volatility
VANTX vs. JEPIX - Volatility Comparison
The current volatility for JPMorgan New York Tax Free Bond Fund (VANTX) is 0.97%, while JPMorgan Equity Premium Income Fund Class I (JEPIX) has a volatility of 4.12%. This indicates that VANTX experiences smaller price fluctuations and is considered to be less risky 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
| VANTX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 4.12% | -3.15% |
Volatility (6M)Calculated over the trailing 6-month period | 1.40% | 6.74% | -5.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.80% | 13.80% | -10.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.99% | 11.41% | -8.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.27% | 14.85% | -11.58% |