VSTIX vs. JEPQ
Compare and contrast key facts about VALIC Company I Stock Index Fund (VSTIX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
VSTIX is managed by VALIC. It was launched on Apr 20, 1987. JEPQ is a passively managed fund by JPMorgan that tracks the performance of the Nasdaq-100 Index. It was launched on May 3, 2022.
Performance
VSTIX vs. JEPQ - Performance Comparison
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VSTIX vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VSTIX VALIC Company I Stock Index Fund | -7.17% | 14.28% | 24.76% | 25.62% | -9.83% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -2.87% | 15.18% | 24.85% | 36.28% | -12.89% |
Returns By Period
In the year-to-date period, VSTIX achieves a -7.17% return, which is significantly lower than JEPQ's -2.87% return.
VSTIX
- 1D
- -0.39%
- 1M
- -7.75%
- YTD
- -7.17%
- 6M
- -4.75%
- 1Y
- 14.10%
- 3Y*
- 15.74%
- 5Y*
- 10.49%
- 10Y*
- 12.75%
JEPQ
- 1D
- 3.25%
- 1M
- -3.50%
- YTD
- -2.87%
- 6M
- 1.65%
- 1Y
- 19.82%
- 3Y*
- 19.06%
- 5Y*
- —
- 10Y*
- —
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VSTIX vs. JEPQ - Expense Ratio Comparison
VSTIX has a 0.29% expense ratio, which is lower than JEPQ's 0.35% expense ratio.
Return for Risk
VSTIX vs. JEPQ — Risk / Return Rank
VSTIX
JEPQ
VSTIX vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Stock Index Fund (VSTIX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.
| VSTIX | JEPQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.07 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.64 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.27 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 1.70 | -0.85 |
Martin ratioReturn relative to average drawdown | 4.16 | 8.45 | -4.30 |
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
| VSTIX | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.07 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.82 | -0.52 |
Correlation
The correlation between VSTIX and JEPQ is 0.91, 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
VSTIX vs. JEPQ - Dividend Comparison
VSTIX's dividend yield for the trailing twelve months is around 13.79%, more than JEPQ's 11.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSTIX VALIC Company I Stock Index Fund | 13.79% | 0.00% | 6.25% | 7.76% | 11.33% | 5.68% | 7.26% | 3.37% | 1.81% | 5.48% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.10% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VSTIX vs. JEPQ - Drawdown Comparison
The maximum VSTIX drawdown since its inception was -69.93%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for VSTIX and JEPQ.
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Drawdown Indicators
| VSTIX | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.93% | -20.07% | -49.86% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -11.58% | -0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -24.41% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.52% | — | — |
Current DrawdownCurrent decline from peak | -8.98% | -5.85% | -3.13% |
Average DrawdownAverage peak-to-trough decline | -20.78% | -3.55% | -17.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.34% | +0.27% |
Volatility
VSTIX vs. JEPQ - Volatility Comparison
The current volatility for VALIC Company I Stock Index Fund (VSTIX) is 3.95%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.02%. This indicates that VSTIX experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSTIX | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 6.02% | -2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 8.50% | 10.47% | -1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.66% | 18.52% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 16.91% | +0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 16.91% | +1.42% |