VTSAX vs. JEPI
Compare and contrast key facts about Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) and JPMorgan Equity Premium Income ETF (JEPI).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000. JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020.
Performance
VTSAX vs. JEPI - Performance Comparison
Loading graphics...
VTSAX vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -3.97% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 32.50% |
JEPI JPMorgan Equity Premium Income ETF | 0.46% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.61% |
Returns By Period
In the year-to-date period, VTSAX achieves a -3.97% return, which is significantly lower than JEPI's 0.46% return.
VTSAX
- 1D
- 2.97%
- 1M
- -5.09%
- YTD
- -3.97%
- 6M
- -1.96%
- 1Y
- 17.71%
- 3Y*
- 17.84%
- 5Y*
- 10.48%
- 10Y*
- 13.60%
JEPI
- 1D
- 0.27%
- 1M
- -4.29%
- YTD
- 0.46%
- 6M
- 3.19%
- 1Y
- 8.06%
- 3Y*
- 9.67%
- 5Y*
- 8.32%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VTSAX vs. JEPI - Expense Ratio Comparison
VTSAX has a 0.04% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Return for Risk
VTSAX vs. JEPI — Risk / Return Rank
VTSAX
JEPI
VTSAX vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) 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.
| VTSAX | JEPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.61 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.50 | 0.95 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.16 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.79 | +0.72 |
Martin ratioReturn relative to average drawdown | 7.24 | 3.83 | +3.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VTSAX | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.61 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.76 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 1.04 | -0.60 |
Correlation
The correlation between VTSAX and JEPI is 0.80, 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
VTSAX vs. JEPI - Dividend Comparison
VTSAX's dividend yield for the trailing twelve months is around 1.16%, less than JEPI's 8.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.16% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
JEPI JPMorgan Equity Premium Income ETF | 8.46% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VTSAX vs. JEPI - Drawdown Comparison
The maximum VTSAX drawdown since its inception was -55.33%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for VTSAX and JEPI.
Loading graphics...
Drawdown Indicators
| VTSAX | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.33% | -13.71% | -41.62% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -10.28% | -2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -13.71% | -11.65% |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | — | — |
Current DrawdownCurrent decline from peak | -6.22% | -4.53% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -9.06% | -2.07% | -6.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.12% | +0.47% |
Volatility
VTSAX vs. JEPI - Volatility Comparison
Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a higher volatility of 5.49% compared to JPMorgan Equity Premium Income ETF (JEPI) at 3.90%. This indicates that VTSAX'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.
Loading graphics...
Volatility by Period
| VTSAX | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 3.90% | +1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.79% | 6.36% | +3.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.61% | 13.24% | +5.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 11.06% | +6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 10.88% | +7.51% |