VSRDX vs. JEPIX
VSRDX (VALIC Company I U.S. Socially Responsible Fund) and JEPIX (JPMorgan Equity Premium Income Fund Class I) are both mutual funds - VSRDX is a Large Cap Blend Equities fund managed by VALIC, while JEPIX is a Derivative Income fund actively managed by JPMorgan. Over the past 5 years, VSRDX returned 6.97%/yr vs 6.97%/yr for JEPIX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. VSRDX charges 0.35%/yr vs 0.59%/yr for JEPIX.
Performance
VSRDX vs. JEPIX - Performance Comparison
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Returns By Period
In the year-to-date period, VSRDX achieves a 14.82% return, which is significantly higher than JEPIX's 2.78% return.
VSRDX
- 1D
- 0.16%
- 1M
- 1.11%
- 6M
- 12.27%
- YTD
- 14.82%
- 1Y
- 18.22%
- 3Y*
- 10.84%
- 5Y*
- 6.97%
- 10Y*
- —
- ALL TIME*
- 7.57%
JEPIX
- 1D
- 0.57%
- 1M
- 1.65%
- 6M
- 0.87%
- YTD
- 2.78%
- 1Y
- 7.21%
- 3Y*
- 8.60%
- 5Y*
- 6.97%
- 10Y*
- —
- ALL TIME*
- 7.31%
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 |
VSRDX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VSRDX VALIC Company I U.S. Socially Responsible Fund | 14.82% | -5.07% | 18.72% | 21.23% | -16.74% | 11.16% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 2.78% | 7.82% | 12.43% | 9.68% | -3.81% | 9.97% |
Correlation
The correlation between VSRDX and JEPIX is 0.53, 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. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021 | 0.75 |
Over the past year, the correlation between VSRDX and JEPIX has dropped to 0.53 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
VSRDX vs. JEPIX — Risk / Return Rank
VSRDX
JEPIX
VSRDX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VALIC Company I U.S. Socially Responsible Fund (VSRDX) 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.
| VSRDX | JEPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.16 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 1.02 | +1.51 |
| Martin ratioReturn relative to average drawdown | 9.47 | 2.90 | +6.57 |
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Drawdowns
VSRDX vs. JEPIX - Drawdown Comparison
The maximum VSRDX drawdown since its inception was -31.74%, roughly equal to the maximum JEPIX drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for VSRDX and JEPIX.
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Drawdown Indicators
| VSRDX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.74% | -32.63% | +0.89% |
Max Drawdown (1Y)Largest decline over 1 year | -7.44% | -7.41% | -0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -31.74% | -13.42% | -18.32% |
Max Drawdown (5Y)Largest decline over 5 years | -31.74% | -13.67% | -18.07% |
Current DrawdownCurrent decline from peak | -1.49% | -2.40% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -8.33% | -3.21% | -5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 2.60% | -0.62% |
Volatility
VSRDX vs. JEPIX - Volatility Comparison
VALIC Company I U.S. Socially Responsible Fund (VSRDX) has a higher volatility of 2.94% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 2.07%. This indicates that VSRDX'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
| VSRDX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 2.07% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 10.30% | 6.94% | +3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 8.74% | +4.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.48% | 11.47% | +8.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 14.66% | +4.68% |
VSRDX vs. JEPIX - Expense Ratio Comparison
VSRDX has a 0.35% expense ratio, which is lower than JEPIX's 0.59% expense ratio.
Dividends
VSRDX vs. JEPIX - Dividend Comparison
VSRDX's dividend yield for the trailing twelve months is around 16.96%, more than JEPIX's 7.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.99% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% |
VSRDX VALIC Company I U.S. Socially Responsible Fund | 16.96% | 0.00% | 8.96% | 20.78% | 18.01% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VSRDX and JEPIX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VSRDX has higher volatility (2.94%) compared to JEPIX (2.07%). In terms of maximum drawdown, VSRDX dropped -31.74% vs JEPIX's -32.63%.
VSRDX currently has the higher Sharpe Ratio (1.45 vs 0.86), 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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