VWEHX vs. JEPI
Compare and contrast key facts about Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) and JPMorgan Equity Premium Income ETF (JEPI).
VWEHX is managed by Vanguard. It was launched on Dec 27, 1978. JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020.
Performance
VWEHX vs. JEPI - Performance Comparison
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VWEHX vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VWEHX Vanguard High-Yield Corporate Fund Investor Shares | -1.15% | 9.38% | 6.33% | 11.66% | -9.04% | 2.97% | 11.76% |
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, VWEHX achieves a -1.15% return, which is significantly lower than JEPI's 0.46% return.
VWEHX
- 1D
- 0.55%
- 1M
- -1.62%
- YTD
- -1.15%
- 6M
- 0.56%
- 1Y
- 6.47%
- 3Y*
- 7.55%
- 5Y*
- 3.89%
- 10Y*
- 5.18%
JEPI
- 1D
- 0.27%
- 1M
- -4.29%
- YTD
- 0.46%
- 6M
- 3.19%
- 1Y
- 8.06%
- 3Y*
- 9.67%
- 5Y*
- 8.32%
- 10Y*
- —
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VWEHX vs. JEPI - Expense Ratio Comparison
VWEHX has a 0.23% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Return for Risk
VWEHX vs. JEPI — Risk / Return Rank
VWEHX
JEPI
VWEHX vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) 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.
| VWEHX | JEPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 0.61 | +1.29 |
Sortino ratioReturn per unit of downside risk | 2.86 | 0.95 | +1.90 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.16 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 2.79 | 0.79 | +2.00 |
Martin ratioReturn relative to average drawdown | 11.37 | 3.83 | +7.53 |
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
| VWEHX | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 0.61 | +1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.76 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.99 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 1.04 | -0.17 |
Correlation
The correlation between VWEHX and JEPI is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VWEHX vs. JEPI - Dividend Comparison
VWEHX's dividend yield for the trailing twelve months is around 5.78%, less than JEPI's 8.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWEHX Vanguard High-Yield Corporate Fund Investor Shares | 5.78% | 6.15% | 6.11% | 5.68% | 5.11% | 3.43% | 4.62% | 5.24% | 5.94% | 5.29% | 5.41% | 6.42% |
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
VWEHX vs. JEPI - Drawdown Comparison
The maximum VWEHX drawdown since its inception was -30.17%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for VWEHX and JEPI.
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Drawdown Indicators
| VWEHX | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.17% | -13.71% | -16.46% |
Max Drawdown (1Y)Largest decline over 1 year | -2.52% | -10.28% | +7.76% |
Max Drawdown (5Y)Largest decline over 5 years | -13.83% | -13.71% | -0.12% |
Max Drawdown (10Y)Largest decline over 10 years | -19.69% | — | — |
Current DrawdownCurrent decline from peak | -1.80% | -4.53% | +2.73% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -2.07% | -2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.62% | 2.12% | -1.50% |
Volatility
VWEHX vs. JEPI - Volatility Comparison
The current volatility for Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) is 1.39%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 3.90%. This indicates that VWEHX experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWEHX | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.39% | 3.90% | -2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 2.29% | 6.36% | -4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.45% | 13.24% | -9.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.85% | 11.06% | -6.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.26% | 10.88% | -5.62% |