Correlation
The correlation between VEGA and JEPI is 0.81, 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.
VEGA vs. JEPI
Compare and contrast key facts about AdvisorShares STAR Global Buy-Write ETF (VEGA) and JPMorgan Equity Premium Income ETF (JEPI).
VEGA and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VEGA is an actively managed fund by AdvisorShares. It was launched on Sep 17, 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: VEGA or JEPI.
Performance
VEGA vs. JEPI - Performance Comparison
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Key characteristics
VEGA:
0.79
JEPI:
0.56
VEGA:
0.99
JEPI:
0.81
VEGA:
1.13
JEPI:
1.13
VEGA:
0.73
JEPI:
0.54
VEGA:
3.12
JEPI:
2.23
VEGA:
2.73%
JEPI:
3.19%
VEGA:
13.10%
JEPI:
13.82%
VEGA:
-28.39%
JEPI:
-13.71%
VEGA:
-0.72%
JEPI:
-4.02%
Returns By Period
In the year-to-date period, VEGA achieves a 3.70% return, which is significantly higher than JEPI's 0.17% return.
VEGA
3.70%
3.70%
0.94%
10.31%
7.95%
7.88%
5.82%
JEPI
0.17%
1.79%
-3.98%
7.73%
8.01%
10.94%
N/A
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VEGA vs. JEPI - Expense Ratio Comparison
VEGA has a 2.02% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
VEGA vs. JEPI — Risk-Adjusted Performance Rank
VEGA
JEPI
VEGA vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares STAR Global Buy-Write ETF (VEGA) 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.
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Dividends
VEGA vs. JEPI - Dividend Comparison
VEGA's dividend yield for the trailing twelve months is around 1.01%, less than JEPI's 8.01% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEGA AdvisorShares STAR Global Buy-Write ETF | 1.01% | 1.05% | 1.12% | 1.89% | 0.55% | 0.29% | 0.44% | 0.45% | 0.00% | 0.81% |
JEPI JPMorgan Equity Premium Income ETF | 8.01% | 7.33% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VEGA vs. JEPI - Drawdown Comparison
The maximum VEGA drawdown since its inception was -28.39%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for VEGA and JEPI.
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Volatility
VEGA vs. JEPI - Volatility Comparison
AdvisorShares STAR Global Buy-Write ETF (VEGA) has a higher volatility of 2.79% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.29%. This indicates that VEGA'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.
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