VITNX vs. JEPIX
VITNX (Vanguard Institutional Total Stock Market Index Fund Institutional Shares) and JEPIX (JPMorgan Equity Premium Income Fund Class I) are both mutual funds - VITNX is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while JEPIX is a Derivative Income fund actively managed by JPMorgan. VITNX is passively managed, while JEPIX is actively managed. Over the past 5 years, VITNX returned 12.38%/yr vs 7.17%/yr for JEPIX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. VITNX charges 0.03%/yr vs 0.59%/yr for JEPIX.
Performance
VITNX vs. JEPIX - Performance Comparison
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Returns By Period
In the year-to-date period, VITNX achieves a 12.18% return, which is significantly higher than JEPIX's 4.24% return.
VITNX
- 1D
- 1.52%
- 1M
- 1.32%
- 6M
- 10.66%
- YTD
- 12.18%
- 1Y
- 21.82%
- 3Y*
- 20.95%
- 5Y*
- 12.38%
- 10Y*
- 14.71%
- ALL TIME*
- 10.20%
JEPIX
- 1D
- 0.49%
- 1M
- 1.06%
- 6M
- 1.75%
- YTD
- 4.24%
- 1Y
- 9.60%
- 3Y*
- 9.29%
- 5Y*
- 7.17%
- 10Y*
- —
- ALL TIME*
- 7.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VITNX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VITNX Vanguard Institutional Total Stock Market Index Fund Institutional Shares | 12.18% | 17.16% | 25.42% | 26.01% | -19.47% | 25.76% | 20.95% | 30.86% | -14.16% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 4.24% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Correlation
The correlation between VITNX and JEPIX is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.58 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2018 | 0.76 |
The correlation between VITNX and JEPIX shifts across timeframes, from 0.58 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VITNX vs. JEPIX — Risk / Return Rank
VITNX
JEPIX
VITNX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Institutional Total Stock Market Index Fund Institutional Shares (VITNX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VITNX | JEPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.23 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 1.45 | +1.22 |
| Martin ratioReturn relative to average drawdown | 11.53 | 4.12 | +7.41 |
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Drawdowns
VITNX vs. JEPIX - Drawdown Comparison
The maximum VITNX drawdown since its inception was -55.32%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for VITNX and JEPIX.
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Drawdown Indicators
| VITNX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.32% | -32.63% | -22.69% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -7.41% | -1.51% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -13.42% | -5.94% |
Max Drawdown (5Y)Largest decline over 5 years | -25.32% | -13.67% | -11.65% |
Max Drawdown (10Y)Largest decline over 10 years | -34.99% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.01% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -3.20% | -4.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 2.60% | -0.54% |
Volatility
VITNX vs. JEPIX - Volatility Comparison
Vanguard Institutional Total Stock Market Index Fund Institutional Shares (VITNX) has a higher volatility of 3.77% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 2.25%. This indicates that VITNX's price experiences larger fluctuations and is considered to be riskier 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
| VITNX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 2.25% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.36% | 7.07% | +3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.12% | 8.82% | +4.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 11.49% | +5.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.42% | 14.64% | +3.78% |
VITNX vs. JEPIX - Expense Ratio Comparison
VITNX has a 0.03% expense ratio, which is lower than JEPIX's 0.59% expense ratio.
Dividends
VITNX vs. JEPIX - Dividend Comparison
VITNX's dividend yield for the trailing twelve months is around 2.27%, less than JEPIX's 7.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.25% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
VITNX Vanguard Institutional Total Stock Market Index Fund Institutional Shares | 2.27% | 2.63% | 4.14% | 2.41% | 6.48% | 5.37% | 11.56% | 2.90% | 3.92% | 1.89% | 2.78% | 2.28% |
Frequently Asked Questions
VITNX and JEPIX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VITNX has higher volatility (3.77%) compared to JEPIX (2.25%). In terms of maximum drawdown, VITNX dropped -55.32% vs JEPIX's -32.63%.
VITNX currently has the higher Sharpe Ratio (1.82 vs 1.22), 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.
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