Correlation
The correlation between VGRNX and JEPI is 0.62, 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.
VGRNX vs. JEPI
Compare and contrast key facts about Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX) and JPMorgan Equity Premium Income ETF (JEPI).
VGRNX is managed by Vanguard. It was launched on Apr 19, 2011. 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: VGRNX or JEPI.
Performance
VGRNX vs. JEPI - Performance Comparison
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Key characteristics
VGRNX:
0.96
JEPI:
0.55
VGRNX:
1.19
JEPI:
0.74
VGRNX:
1.15
JEPI:
1.12
VGRNX:
0.41
JEPI:
0.48
VGRNX:
1.38
JEPI:
1.99
VGRNX:
7.89%
JEPI:
3.18%
VGRNX:
13.46%
JEPI:
13.83%
VGRNX:
-38.77%
JEPI:
-13.71%
VGRNX:
-15.18%
JEPI:
-4.17%
Returns By Period
In the year-to-date period, VGRNX achieves a 11.73% return, which is significantly higher than JEPI's 0.01% return.
VGRNX
11.73%
3.12%
7.27%
12.73%
0.12%
2.63%
1.33%
JEPI
0.01%
2.20%
-3.91%
7.54%
7.69%
10.91%
N/A
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VGRNX vs. JEPI - Expense Ratio Comparison
VGRNX has a 0.11% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
VGRNX vs. JEPI — Risk-Adjusted Performance Rank
VGRNX
JEPI
VGRNX vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX) 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
VGRNX vs. JEPI - Dividend Comparison
VGRNX's dividend yield for the trailing twelve months is around 4.67%, less than JEPI's 8.02% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGRNX Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares | 4.67% | 5.21% | 3.76% | 0.58% | 6.50% | 0.94% | 7.64% | 4.64% | 3.87% | 5.19% | 2.86% | 4.13% |
JEPI JPMorgan Equity Premium Income ETF | 8.02% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VGRNX vs. JEPI - Drawdown Comparison
The maximum VGRNX drawdown since its inception was -38.77%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for VGRNX and JEPI.
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Volatility
VGRNX vs. JEPI - Volatility Comparison
Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX) has a higher volatility of 2.67% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.34%. This indicates that VGRNX'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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