VDY.TO vs. JEPI
Compare and contrast key facts about Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) and JPMorgan Equity Premium Income ETF (JEPI).
VDY.TO and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VDY.TO is a passively managed fund by Vanguard that tracks the performance of the FTSE Canada High Dividend Yield Index. It was launched on Nov 2, 2012. 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: VDY.TO or JEPI.
Key characteristics
| VDY.TO | JEPI | |
|---|---|---|
| YTD Return | 6.73% | 6.23% |
| 1Y Return | 10.89% | 12.58% |
| 3Y Return (Ann) | 9.04% | 7.56% |
| Sharpe Ratio | 1.02 | 1.77 |
| Daily Std Dev | 11.30% | 7.18% |
| Max Drawdown | -39.21% | -13.71% |
| Current Drawdown | -0.20% | -0.13% |
Correlation
The correlation between VDY.TO and JEPI is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VDY.TO vs. JEPI - Performance Comparison
In the year-to-date period, VDY.TO achieves a 6.73% return, which is significantly higher than JEPI's 6.23% return. 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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VDY.TO vs. JEPI - Expense Ratio Comparison
VDY.TO has a 0.22% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
VDY.TO vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) 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
VDY.TO vs. JEPI - Dividend Comparison
VDY.TO's dividend yield for the trailing twelve months is around 4.56%, less than JEPI's 7.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 4.56% | 4.64% | 4.42% | 3.58% | 4.59% | 4.25% | 4.43% | 3.82% | 3.25% | 4.11% | 3.25% | 2.50% |
JEPI JPMorgan Equity Premium Income ETF | 7.30% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VDY.TO vs. JEPI - Drawdown Comparison
The maximum VDY.TO drawdown since its inception was -39.21%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for VDY.TO and JEPI. For additional features, visit the drawdowns tool.
Volatility
VDY.TO vs. JEPI - Volatility Comparison
Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY.TO) has a higher volatility of 2.99% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.97%. This indicates that VDY.TO'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.