VSNGX vs. JEPIX
Compare and contrast key facts about JPMorgan Mid Cap Equity Fund (VSNGX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
VSNGX is managed by JPMorgan. It was launched on Dec 31, 1996. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
VSNGX vs. JEPIX - Performance Comparison
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VSNGX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VSNGX JPMorgan Mid Cap Equity Fund | -0.28% | 6.09% | 18.60% | 16.15% | -16.03% | 19.97% | 22.62% | 32.73% | -16.57% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -0.51% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Returns By Period
In the year-to-date period, VSNGX achieves a -0.28% return, which is significantly higher than JEPIX's -0.51% return.
VSNGX
- 1D
- 2.39%
- 1M
- -5.61%
- YTD
- -0.28%
- 6M
- -0.33%
- 1Y
- 10.22%
- 3Y*
- 12.18%
- 5Y*
- 6.02%
- 10Y*
- 11.00%
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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VSNGX vs. JEPIX - Expense Ratio Comparison
VSNGX has a 0.89% expense ratio, which is higher than JEPIX's 0.63% expense ratio.
Return for Risk
VSNGX vs. JEPIX — Risk / Return Rank
VSNGX
JEPIX
VSNGX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Equity Fund (VSNGX) 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.
| VSNGX | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 0.51 | +0.10 |
Sortino ratioReturn per unit of downside risk | 0.99 | 0.82 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.13 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 0.82 | +0.09 |
Martin ratioReturn relative to average drawdown | 4.00 | 3.77 | +0.23 |
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
| VSNGX | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.51 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.70 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.48 | +0.04 |
Correlation
The correlation between VSNGX and JEPIX is 0.77, 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
VSNGX vs. JEPIX - Dividend Comparison
VSNGX's dividend yield for the trailing twelve months is around 6.17%, less than JEPIX's 7.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSNGX JPMorgan Mid Cap Equity Fund | 6.17% | 6.15% | 8.60% | 0.50% | 2.81% | 7.63% | 11.65% | 8.60% | 12.95% | 5.79% | 3.37% | 5.15% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.55% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VSNGX vs. JEPIX - Drawdown Comparison
The maximum VSNGX drawdown since its inception was -54.50%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for VSNGX and JEPIX.
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Drawdown Indicators
| VSNGX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.50% | -32.63% | -21.87% |
Max Drawdown (1Y)Largest decline over 1 year | -12.36% | -10.49% | -1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -25.08% | -13.67% | -11.41% |
Max Drawdown (10Y)Largest decline over 10 years | -38.33% | — | — |
Current DrawdownCurrent decline from peak | -6.04% | -5.53% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -7.47% | -3.19% | -4.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.27% | +0.52% |
Volatility
VSNGX vs. JEPIX - Volatility Comparison
JPMorgan Mid Cap Equity Fund (VSNGX) has a higher volatility of 5.20% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 4.12%. This indicates that VSNGX'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
| VSNGX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 4.12% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 6.74% | +2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.70% | 13.80% | +3.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.44% | 11.41% | +6.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.58% | 14.85% | +4.73% |