WBREOX vs. JEPIX
WBREOX (CIT: BlackRock Equity Index Fund Class 1) and JEPIX (JPMorgan Equity Premium Income Fund Class I) are both mutual funds - WBREOX is a Large Cap Blend Equities fund tracking the S&P 500, while JEPIX is a Derivative Income fund actively managed by JPMorgan. WBREOX is passively managed, while JEPIX is actively managed. Over the past year, WBREOX returned 22.05% vs 8.21% for JEPIX. At a 0.47 correlation, their price movements are largely independent. WBREOX charges 0.02%/yr vs 0.59%/yr for JEPIX.
Performance
WBREOX vs. JEPIX - Performance Comparison
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Returns By Period
In the year-to-date period, WBREOX achieves a 11.35% return, which is significantly higher than JEPIX's 3.00% return.
WBREOX
- 1D
- 0.43%
- 1M
- 2.02%
- 6M
- 9.20%
- YTD
- 11.35%
- 1Y
- 22.05%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPIX
- 1D
- 0.14%
- 1M
- 1.94%
- 6M
- 1.37%
- YTD
- 3.00%
- 1Y
- 8.21%
- 3Y*
- 9.13%
- 5Y*
- 7.23%
- 10Y*
- —
WBREOX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WBREOX CIT: BlackRock Equity Index Fund Class 1 | 11.35% | 16.64% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 3.00% | 7.97% |
Correlation
The correlation between WBREOX and JEPIX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2025 | 0.47 |
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Return for Risk
WBREOX vs. JEPIX — Risk / Return Rank
WBREOX
JEPIX
WBREOX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CIT: BlackRock Equity Index Fund Class 1 (WBREOX) 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.
| WBREOX | JEPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.17 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 1.06 | +1.74 |
| Martin ratioReturn relative to average drawdown | 11.98 | 3.08 | +8.91 |
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Drawdowns
WBREOX vs. JEPIX - Drawdown Comparison
The maximum WBREOX drawdown since its inception was -19.07%, smaller than the maximum JEPIX drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for WBREOX and JEPIX.
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Drawdown Indicators
| WBREOX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.07% | -32.63% | +13.56% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -7.41% | -1.48% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.42% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.67% | — |
Current DrawdownCurrent decline from peak | -0.32% | -2.19% | +1.87% |
Average DrawdownAverage peak-to-trough decline | -2.55% | -3.21% | +0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.55% | -0.58% |
Volatility
WBREOX vs. JEPIX - Volatility Comparison
CIT: BlackRock Equity Index Fund Class 1 (WBREOX) has a higher volatility of 4.26% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 2.49%. This indicates that WBREOX'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
| WBREOX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 2.49% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 7.04% | +2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.87% | 8.70% | +4.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.40% | 11.47% | +6.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 14.68% | +3.72% |
WBREOX vs. JEPIX - Expense Ratio Comparison
WBREOX has a 0.02% expense ratio, which is lower than JEPIX's 0.59% expense ratio.
Dividends
WBREOX vs. JEPIX - Dividend Comparison
WBREOX has not paid dividends to shareholders, while JEPIX's dividend yield for the trailing twelve months is around 7.97%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.97% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% |
WBREOX CIT: BlackRock Equity Index Fund Class 1 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WBREOX and JEPIX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WBREOX has higher volatility (4.26%) compared to JEPIX (2.49%). In terms of maximum drawdown, WBREOX dropped -19.07% vs JEPIX's -32.63%.
WBREOX currently has the higher Sharpe Ratio (1.93 vs 0.90), 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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