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VHIAX vs. JEPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VHIAX vs. JEPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Growth Advantage Fund (VHIAX) and JPMorgan Equity Premium Income Fund Class A (JEPAX). The values are adjusted to include any dividend payments, if applicable.

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VHIAX vs. JEPAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VHIAX
JPMorgan Growth Advantage Fund
-8.66%15.50%39.19%39.81%-30.24%21.60%53.26%16.15%
JEPAX
JPMorgan Equity Premium Income Fund Class A
-0.48%7.55%12.07%9.42%-4.05%19.13%5.75%7.45%

Returns By Period

In the year-to-date period, VHIAX achieves a -8.66% return, which is significantly lower than JEPAX's -0.48% return.


VHIAX

1D
3.87%
1M
-4.81%
YTD
-8.66%
6M
-9.05%
1Y
16.03%
3Y*
22.23%
5Y*
10.87%
10Y*
17.57%

JEPAX

1D
1.96%
1M
-5.21%
YTD
-0.48%
6M
2.05%
1Y
6.64%
3Y*
8.91%
5Y*
7.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VHIAX vs. JEPAX - Expense Ratio Comparison

VHIAX has a 1.04% expense ratio, which is higher than JEPAX's 0.85% expense ratio.


Return for Risk

VHIAX vs. JEPAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VHIAX
VHIAX Risk / Return Rank: 3434
Overall Rank
VHIAX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VHIAX Sortino Ratio Rank: 3535
Sortino Ratio Rank
VHIAX Omega Ratio Rank: 3535
Omega Ratio Rank
VHIAX Calmar Ratio Rank: 3939
Calmar Ratio Rank
VHIAX Martin Ratio Rank: 3030
Martin Ratio Rank

JEPAX
JEPAX Risk / Return Rank: 2222
Overall Rank
JEPAX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
JEPAX Sortino Ratio Rank: 1717
Sortino Ratio Rank
JEPAX Omega Ratio Rank: 2020
Omega Ratio Rank
JEPAX Calmar Ratio Rank: 2626
Calmar Ratio Rank
JEPAX Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VHIAX vs. JEPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Growth Advantage Fund (VHIAX) and JPMorgan Equity Premium Income Fund Class A (JEPAX). 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.


VHIAXJEPAXDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.49

+0.27

Sortino ratio

Return per unit of downside risk

1.23

0.80

+0.43

Omega ratio

Gain probability vs. loss probability

1.18

1.13

+0.05

Calmar ratio

Return relative to maximum drawdown

1.08

0.79

+0.29

Martin ratio

Return relative to average drawdown

3.45

3.66

-0.21

VHIAX vs. JEPAX - Sharpe Ratio Comparison

The current VHIAX Sharpe Ratio is 0.76, which is higher than the JEPAX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of VHIAX and JEPAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VHIAXJEPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.49

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.67

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.53

-0.19

Correlation

The correlation between VHIAX and JEPAX 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.


Dividends

VHIAX vs. JEPAX - Dividend Comparison

VHIAX's dividend yield for the trailing twelve months is around 13.90%, more than JEPAX's 7.31% yield.


TTM20252024202320222021202020192018201720162015
VHIAX
JPMorgan Growth Advantage Fund
13.90%12.70%12.63%0.64%0.43%15.55%10.33%9.95%9.93%4.25%0.00%3.55%
JEPAX
JPMorgan Equity Premium Income Fund Class A
7.31%7.88%6.95%8.19%11.98%5.96%11.35%5.61%0.00%0.00%0.00%0.00%

Drawdowns

VHIAX vs. JEPAX - Drawdown Comparison

The maximum VHIAX drawdown since its inception was -85.49%, which is greater than JEPAX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for VHIAX and JEPAX.


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Drawdown Indicators


VHIAXJEPAXDifference

Max Drawdown

Largest peak-to-trough decline

-85.49%

-32.69%

-52.80%

Max Drawdown (1Y)

Largest decline over 1 year

-15.76%

-10.43%

-5.33%

Max Drawdown (5Y)

Largest decline over 5 years

-35.25%

-13.74%

-21.51%

Max Drawdown (10Y)

Largest decline over 10 years

-35.25%

Current Drawdown

Current decline from peak

-12.50%

-5.53%

-6.97%

Average Drawdown

Average peak-to-trough decline

-40.36%

-3.05%

-37.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

2.26%

+2.67%

Volatility

VHIAX vs. JEPAX - Volatility Comparison

JPMorgan Growth Advantage Fund (VHIAX) has a higher volatility of 6.88% compared to JPMorgan Equity Premium Income Fund Class A (JEPAX) at 4.15%. This indicates that VHIAX's price experiences larger fluctuations and is considered to be riskier than JEPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VHIAXJEPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

4.15%

+2.73%

Volatility (6M)

Calculated over the trailing 6-month period

12.63%

6.78%

+5.85%

Volatility (1Y)

Calculated over the trailing 1-year period

22.62%

13.79%

+8.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.45%

11.43%

+11.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.16%

15.04%

+7.12%