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. It was launched on May 20, 2020.
Performance
VEGA vs. JEPI - Performance Comparison
Loading graphics...
VEGA vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VEGA AdvisorShares STAR Global Buy-Write ETF | -1.25% | 15.83% | 11.20% | 15.12% | -15.02% | 12.36% | 18.20% |
JEPI JPMorgan Equity Premium Income ETF | 0.46% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.61% |
Returns By Period
In the year-to-date period, VEGA achieves a -1.25% return, which is significantly lower than JEPI's 0.46% return.
VEGA
- 1D
- 0.46%
- 1M
- -3.82%
- YTD
- -1.25%
- 6M
- 0.61%
- 1Y
- 13.80%
- 3Y*
- 11.85%
- 5Y*
- 6.13%
- 10Y*
- 7.25%
JEPI
- 1D
- 0.27%
- 1M
- -4.29%
- YTD
- 0.46%
- 6M
- 3.19%
- 1Y
- 8.06%
- 3Y*
- 9.67%
- 5Y*
- 8.32%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VEGA vs. JEPI - Expense Ratio Comparison
VEGA has a 2.02% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Return for Risk
VEGA vs. JEPI — Risk / Return Rank
VEGA
JEPI
VEGA vs. JEPI - Risk-Adjusted Trends 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.
| VEGA | JEPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 0.61 | +0.55 |
Sortino ratioReturn per unit of downside risk | 1.69 | 0.95 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.16 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 0.79 | +0.92 |
Martin ratioReturn relative to average drawdown | 7.92 | 3.83 | +4.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VEGA | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 0.61 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.76 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 1.04 | -0.56 |
Correlation
The correlation between VEGA and JEPI is 0.71, 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
VEGA vs. JEPI - Dividend Comparison
VEGA's dividend yield for the trailing twelve months is around 1.36%, less than JEPI's 8.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VEGA AdvisorShares STAR Global Buy-Write ETF | 1.36% | 1.34% | 1.05% | 1.12% | 1.89% | 0.55% | 0.28% | 0.44% | 0.45% | 0.00% | 0.81% |
JEPI JPMorgan Equity Premium Income ETF | 8.46% | 8.25% | 7.33% | 8.40% | 11.68% | 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 -28.37%, 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.
Loading graphics...
Drawdown Indicators
| VEGA | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.37% | -13.71% | -14.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.32% | -10.28% | +1.96% |
Max Drawdown (5Y)Largest decline over 5 years | -22.78% | -13.71% | -9.07% |
Max Drawdown (10Y)Largest decline over 10 years | -28.37% | — | — |
Current DrawdownCurrent decline from peak | -4.52% | -4.53% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -3.83% | -2.07% | -1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 2.12% | -0.32% |
Volatility
VEGA vs. JEPI - Volatility Comparison
AdvisorShares STAR Global Buy-Write ETF (VEGA) has a higher volatility of 4.21% compared to JPMorgan Equity Premium Income ETF (JEPI) at 3.90%. 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.
Loading graphics...
Volatility by Period
| VEGA | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 3.90% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 7.23% | 6.36% | +0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.98% | 13.24% | -1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.31% | 11.06% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.67% | 10.88% | +1.79% |