VIGI vs. JEPI

Last updated Jun 5, 2026

VIGI (Vanguard International Dividend Appreciation ETF) and JEPI (JPMorgan Equity Premium Income ETF) are both Dividend funds. VIGI is passively managed, while JEPI is actively managed. Over the past 5 years, VIGI returned 4.62%/yr vs 7.37%/yr for JEPI. A 0.68 correlation means they provide meaningful diversification when combined. VIGI charges 0.15%/yr vs 0.35%/yr for JEPI.

Performance

VIGI vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Dividend Appreciation ETF (VIGI) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VIGI achieves a 3.99% return, which is significantly higher than JEPI's 0.69% return.

VIGI

• 1D: 1.22%
• 1M: 2.48%
• YTD: 3.99%
• 6M: 5.05%
• 1Y: 7.10%
• 3Y*: 10.31%
• 5Y*: 4.62%
• 10Y*: 7.85%

JEPI

• 1D: 0.54%
• 1M: -0.71%
• YTD: 0.69%
• 6M: 1.05%
• 1Y: 8.25%
• 3Y*: 9.05%
• 5Y*: 7.37%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VIGI vs. JEPI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
VIGI Vanguard International Dividend Appreciation ETF	3.99%	16.88%	2.73%	16.30%	-16.79%	12.51%	31.40%
JEPI JPMorgan Equity Premium Income ETF	0.69%	8.09%	12.57%	9.83%	-3.49%	21.52%	18.61%

Correlation

The correlation between VIGI and JEPI is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.67
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (All Time) Calculated using the full available price history since May 22, 2020	0.68

The correlation between VIGI and JEPI has been stable across timeframes, ranging from 0.67 to 0.70 - a consistent structural relationship.

VIGI vs. JEPI - Sectors Allocation Comparison

Sectors	VIGI	JEPI
Financial Services	29.0%	9.8%
Industrials	17.1%	13.8%
Healthcare	14.6%	14.1%
Technology	11.5%	19.1%
Consumer Defensive	9.7%	9.6%
Utilities	4.8%	6.2%
Basic Materials	4.1%	1.9%
Consumer Cyclical	3.1%	11.7%
Energy	2.8%	3.5%
Communication Services	1.3%	6.9%
Real Estate	1.3%	3.5%

Return for Risk

VIGI vs. JEPI — Risk / Return Rank

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

VIGI

VIGI Risk / Return Rank: 18
VIGI Sharpe Ratio Rank: 18
VIGI Sortino Ratio Rank: 18
VIGI Omega Ratio Rank: 18
VIGI Calmar Ratio Rank: 18
VIGI Martin Ratio Rank: 21

JEPI

JEPI Risk / Return Rank: 29
JEPI Sharpe Ratio Rank: 30
JEPI Sortino Ratio Rank: 30
JEPI Omega Ratio Rank: 30
JEPI Calmar Ratio Rank: 27
JEPI Martin Ratio Rank: 28

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.

VIGI vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Appreciation ETF (VIGI) 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.

	VIGI	JEPI	Difference
Sharpe ratio: Return per unit of total volatility	0.55	1.05	-0.50
Sortino ratio: Return per unit of downside risk	0.86	1.57	-0.71
Omega ratio: Gain probability vs. loss probability	1.10	1.19	-0.09
Calmar ratio: Return relative to maximum drawdown	0.67	1.24	-0.57
Martin ratio: Return relative to average drawdown	2.36	3.96	-1.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VIGI vs. JEPI - Sharpe Ratio Comparison

The current VIGI Sharpe Ratio is 0.55, which is lower than the JEPI Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of VIGI and JEPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VIGI	JEPI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.55	1.05	-0.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	0.67	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	1.02	-0.48

Drawdowns

VIGI vs. JEPI - Drawdown Comparison

The maximum VIGI drawdown since its inception was -31.01%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for VIGI and JEPI.

Drawdown Indicators

	VIGI	JEPI	Difference
Max Drawdown Largest peak-to-trough decline	-31.01%	-13.71%	-17.30%
Max Drawdown (1Y) Largest decline over 1 year	-10.64%	-6.68%	-3.96%
Max Drawdown (3Y) Largest decline over 3 years	-14.50%	-13.26%	-1.24%
Max Drawdown (5Y) Largest decline over 5 years	-28.80%	-13.71%	-15.09%
Max Drawdown (10Y) Largest decline over 10 years	-31.01%	—	—
Current Drawdown Current decline from peak	-1.18%	-4.31%	+3.13%
Average Drawdown Average peak-to-trough decline	-6.18%	-2.12%	-4.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.02%	2.08%	+0.94%

Volatility

VIGI vs. JEPI - Volatility Comparison

Vanguard International Dividend Appreciation ETF (VIGI) has a higher volatility of 3.15% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.46%. This indicates that VIGI'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.

Volatility by Period

	VIGI	JEPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.15%	1.46%	+1.69%
Volatility (6M) Calculated over the trailing 6-month period	10.19%	6.10%	+4.09%
Volatility (1Y) Calculated over the trailing 1-year period	12.99%	7.87%	+5.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.43%	11.06%	+3.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.88%	10.80%	+5.08%

VIGI vs. JEPI - Expense Ratio Comparison

VIGI has a 0.15% expense ratio, which is lower than JEPI's 0.35% expense ratio.

Dividends

VIGI vs. JEPI - Dividend Comparison

VIGI's dividend yield for the trailing twelve months is around 2.12%, less than JEPI's 8.23% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
JEPI JPMorgan Equity Premium Income ETF	8.23%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%	0.00%	0.00%	0.00%	0.00%
VIGI Vanguard International Dividend Appreciation ETF	2.12%	2.14%	1.93%	1.92%	2.06%	7.02%	1.29%	1.83%	1.99%	1.75%	1.05%

Frequently Asked Questions

Can I hold both VIGI and JEPI in my portfolio?

VIGI and JEPI have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VIGI or JEPI?

VIGI has higher volatility (3.15%) compared to JEPI (1.46%). In terms of maximum drawdown, VIGI dropped -31.01% vs JEPI's -13.71%.

Which ETF is better, VIGI or JEPI?

On 5-year performance, JEPI leads with 7.37% vs 4.62% for VIGI. On fees, VIGI is cheaper at 0.15% per year. On volatility, JEPI has been the lower-risk option at 1.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VIGI or JEPI?

Over the 5-year period, JEPI has performed better with a 7.37% return vs 4.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VIGI or JEPI?

VIGI is cheaper with a 0.15% expense ratio, compared with 0.35% for JEPI.

Which ETF pays a higher dividend yield, VIGI or JEPI?

JEPI has the higher dividend yield at 8.23%, compared with 2.12% for VIGI.

What is the main difference between VIGI and JEPI?

They also come from different issuers: Vanguard and JPMorgan. Their fees differ too: 0.15% for VIGI and 0.35% for JEPI.

Which has better risk-adjusted returns?

JEPI currently has the higher Sharpe Ratio (1.05 vs 0.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.