VFVA vs. JEPI
Compare and contrast key facts about Vanguard U.S. Value Factor ETF (VFVA) and JPMorgan Equity Premium Income ETF (JEPI).
VFVA and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VFVA is managed by Vanguard. It was launched on Feb 13, 2018. 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: VFVA or JEPI.
Key characteristics
| VFVA | JEPI | |
|---|---|---|
| YTD Return | 7.77% | 12.90% |
| 1Y Return | 21.68% | 17.57% |
| 3Y Return (Ann) | 6.89% | 7.56% |
| Sharpe Ratio | 1.67 | 2.77 |
| Sortino Ratio | 2.41 | 3.86 |
| Omega Ratio | 1.30 | 1.55 |
| Calmar Ratio | 2.63 | 5.04 |
| Martin Ratio | 8.19 | 19.87 |
| Ulcer Index | 3.39% | 0.98% |
| Daily Std Dev | 16.64% | 7.03% |
| Max Drawdown | -48.58% | -13.71% |
| Current Drawdown | -3.35% | -1.76% |
Correlation
The correlation between VFVA and JEPI is 0.65, 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
VFVA vs. JEPI - Performance Comparison
In the year-to-date period, VFVA achieves a 7.77% return, which is significantly lower than JEPI's 12.90% 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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VFVA vs. JEPI - Expense Ratio Comparison
VFVA has a 0.13% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
VFVA vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Value Factor ETF (VFVA) 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
VFVA vs. JEPI - Dividend Comparison
VFVA's dividend yield for the trailing twelve months is around 2.38%, less than JEPI's 7.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
VFVA Vanguard U.S. Value Factor ETF | 2.38% | 2.45% | 2.21% | 1.68% | 2.04% | 2.08% | 1.65% |
JEPI JPMorgan Equity Premium Income ETF | 7.25% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% |
Drawdowns
VFVA vs. JEPI - Drawdown Comparison
The maximum VFVA drawdown since its inception was -48.58%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for VFVA and JEPI. For additional features, visit the drawdowns tool.
Volatility
VFVA vs. JEPI - Volatility Comparison
Vanguard U.S. Value Factor ETF (VFVA) has a higher volatility of 3.81% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.60%. This indicates that VFVA'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.