VHYAX vs. JEPIX
Compare and contrast key facts about Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
VHYAX is managed by Vanguard. It was launched on Feb 7, 2019. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
VHYAX vs. JEPIX - Performance Comparison
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VHYAX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares | 3.81% | 15.39% | 17.39% | 6.68% | -0.45% | 26.08% | 1.06% | 16.67% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -0.51% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 10.43% |
Returns By Period
In the year-to-date period, VHYAX achieves a 3.81% return, which is significantly higher than JEPIX's -0.51% return.
VHYAX
- 1D
- 1.80%
- 1M
- -3.94%
- YTD
- 3.81%
- 6M
- 6.29%
- 1Y
- 17.97%
- 3Y*
- 15.17%
- 5Y*
- 11.00%
- 10Y*
- —
JEPIX
- 1D
- 1.89%
- 1M
- -5.27%
- YTD
- -0.51%
- 6M
- 2.16%
- 1Y
- 6.88%
- 3Y*
- 9.18%
- 5Y*
- 7.91%
- 10Y*
- —
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VHYAX vs. JEPIX - Expense Ratio Comparison
VHYAX has a 0.08% expense ratio, which is lower than JEPIX's 0.63% expense ratio.
Return for Risk
VHYAX vs. JEPIX — Risk / Return Rank
VHYAX
JEPIX
VHYAX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). 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.
| VHYAX | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.51 | +0.67 |
Sortino ratioReturn per unit of downside risk | 1.68 | 0.82 | +0.86 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.13 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 0.82 | +0.87 |
Martin ratioReturn relative to average drawdown | 7.45 | 3.77 | +3.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VHYAX | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.51 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.70 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.48 | +0.17 |
Correlation
The correlation between VHYAX and JEPIX is 0.80, 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
VHYAX vs. JEPIX - Dividend Comparison
VHYAX's dividend yield for the trailing twelve months is around 2.35%, less than JEPIX's 7.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares | 2.35% | 2.42% | 2.72% | 3.09% | 2.98% | 2.74% | 3.16% | 3.00% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.55% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% |
Drawdowns
VHYAX vs. JEPIX - Drawdown Comparison
The maximum VHYAX drawdown since its inception was -35.14%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for VHYAX and JEPIX.
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Drawdown Indicators
| VHYAX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.14% | -32.63% | -2.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -10.49% | -0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -15.87% | -13.67% | -2.20% |
Current DrawdownCurrent decline from peak | -4.81% | -5.53% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -3.84% | -3.19% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.27% | +0.29% |
Volatility
VHYAX vs. JEPIX - Volatility Comparison
The current volatility for Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) is 3.79%, while JPMorgan Equity Premium Income Fund Class I (JEPIX) has a volatility of 4.12%. This indicates that VHYAX experiences smaller price fluctuations and is considered to be less risky than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VHYAX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 4.12% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 8.01% | 6.74% | +1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 13.80% | +1.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.01% | 11.41% | +2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 14.85% | +3.26% |