VCNIX vs. JEPQ
Compare and contrast key facts about VALIC Company I Nasdaq-100 Index Fund (VCNIX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
VCNIX is managed by VALIC. It was launched on Oct 2, 2000. JEPQ is a passively managed fund by JPMorgan that tracks the performance of the Nasdaq-100 Index. It was launched on May 3, 2022.
Performance
VCNIX vs. JEPQ - Performance Comparison
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VCNIX vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VCNIX VALIC Company I Nasdaq-100 Index Fund | -9.05% | -2.43% | 25.36% | 54.21% | -19.05% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -2.87% | 15.18% | 24.85% | 36.28% | -12.89% |
Returns By Period
In the year-to-date period, VCNIX achieves a -9.05% return, which is significantly lower than JEPQ's -2.87% return.
VCNIX
- 1D
- -0.75%
- 1M
- -8.04%
- YTD
- -9.05%
- 6M
- -6.90%
- 1Y
- 19.29%
- 3Y*
- 12.52%
- 5Y*
- 7.63%
- 10Y*
- 15.17%
JEPQ
- 1D
- 3.25%
- 1M
- -3.50%
- YTD
- -2.87%
- 6M
- 1.65%
- 1Y
- 19.82%
- 3Y*
- 19.06%
- 5Y*
- —
- 10Y*
- —
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VCNIX vs. JEPQ - Expense Ratio Comparison
VCNIX has a 0.45% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Return for Risk
VCNIX vs. JEPQ — Risk / Return Rank
VCNIX
JEPQ
VCNIX vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Nasdaq-100 Index Fund (VCNIX) 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.
| VCNIX | JEPQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.07 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.64 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.27 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.70 | -0.58 |
Martin ratioReturn relative to average drawdown | 4.42 | 8.45 | -4.03 |
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
| VCNIX | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.07 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.82 | -0.60 |
Correlation
The correlation between VCNIX and JEPQ is 0.96, 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.
Dividends
VCNIX vs. JEPQ - Dividend Comparison
VCNIX's dividend yield for the trailing twelve months is around 11.14%, which matches JEPQ's 11.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VCNIX VALIC Company I Nasdaq-100 Index Fund | 11.14% | 0.00% | 3.76% | 10.90% | 13.50% | 7.28% | 2.40% | 1.57% | 0.55% | 4.57% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.10% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VCNIX vs. JEPQ - Drawdown Comparison
The maximum VCNIX drawdown since its inception was -76.68%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for VCNIX and JEPQ.
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Drawdown Indicators
| VCNIX | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.68% | -20.07% | -56.61% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -11.58% | -1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -37.53% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.53% | — | — |
Current DrawdownCurrent decline from peak | -15.91% | -5.85% | -10.06% |
Average DrawdownAverage peak-to-trough decline | -28.91% | -3.55% | -25.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.34% | +1.16% |
Volatility
VCNIX vs. JEPQ - Volatility Comparison
The current volatility for VALIC Company I Nasdaq-100 Index Fund (VCNIX) is 5.39%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.02%. This indicates that VCNIX experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VCNIX | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 6.02% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 11.80% | 10.47% | +1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.28% | 18.52% | +3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.85% | 16.91% | +7.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.67% | 16.91% | +6.76% |