VFFSX vs. JEPI
Compare and contrast key facts about Vanguard 500 Index Fund Institutional Select Shares (VFFSX) and JPMorgan Equity Premium Income ETF (JEPI).
VFFSX is managed by Vanguard. 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: VFFSX or JEPI.
Key characteristics
| VFFSX | JEPI | |
|---|---|---|
| YTD Return | 27.15% | 15.91% |
| 1Y Return | 39.89% | 21.29% |
| 3Y Return (Ann) | 10.28% | 8.56% |
| Sharpe Ratio | 3.13 | 2.91 |
| Sortino Ratio | 4.16 | 4.06 |
| Omega Ratio | 1.59 | 1.59 |
| Calmar Ratio | 4.59 | 5.33 |
| Martin Ratio | 20.79 | 20.85 |
| Ulcer Index | 1.87% | 0.99% |
| Daily Std Dev | 12.39% | 7.08% |
| Max Drawdown | -52.30% | -13.71% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VFFSX 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.
Performance
VFFSX vs. JEPI - Performance Comparison
In the year-to-date period, VFFSX achieves a 27.15% return, which is significantly higher than JEPI's 15.91% 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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VFFSX vs. JEPI - Expense Ratio Comparison
VFFSX has a 0.01% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
VFFSX vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard 500 Index Fund Institutional Select Shares (VFFSX) 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
VFFSX vs. JEPI - Dividend Comparison
VFFSX's dividend yield for the trailing twelve months is around 1.23%, less than JEPI's 7.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
VFFSX Vanguard 500 Index Fund Institutional Select Shares | 1.23% | 1.46% | 1.70% | 1.26% | 1.56% | 1.90% | 2.09% | 1.81% | 1.08% |
JEPI JPMorgan Equity Premium Income ETF | 7.06% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VFFSX vs. JEPI - Drawdown Comparison
The maximum VFFSX drawdown since its inception was -52.30%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for VFFSX and JEPI. For additional features, visit the drawdowns tool.
Volatility
VFFSX vs. JEPI - Volatility Comparison
Vanguard 500 Index Fund Institutional Select Shares (VFFSX) has a higher volatility of 3.91% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.04%. This indicates that VFFSX'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.