^DJUSFN vs. JEPI
Compare and contrast key facts about Dow Jones U.S. Financials Index (^DJUSFN) and JPMorgan Equity Premium Income ETF (JEPI).
JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUSFN or JEPI.
Correlation
The correlation between ^DJUSFN and JEPI is 0.75, 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.
Performance
^DJUSFN vs. JEPI - Performance Comparison
Key characteristics
^DJUSFN:
2.13
JEPI:
1.57
^DJUSFN:
2.99
JEPI:
2.13
^DJUSFN:
1.40
JEPI:
1.30
^DJUSFN:
3.43
JEPI:
2.47
^DJUSFN:
10.54
JEPI:
8.00
^DJUSFN:
2.79%
JEPI:
1.52%
^DJUSFN:
13.81%
JEPI:
7.76%
^DJUSFN:
-80.50%
JEPI:
-13.71%
^DJUSFN:
-1.36%
JEPI:
-1.78%
Returns By Period
In the year-to-date period, ^DJUSFN achieves a 5.35% return, which is significantly higher than JEPI's 2.46% return.
^DJUSFN
5.35%
4.71%
20.00%
29.77%
8.98%
9.25%
JEPI
2.46%
1.67%
9.78%
12.79%
N/A
N/A
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Risk-Adjusted Performance
^DJUSFN vs. JEPI — Risk-Adjusted Performance Rank
^DJUSFN
JEPI
^DJUSFN vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Financials Index (^DJUSFN) 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.
Drawdowns
^DJUSFN vs. JEPI - Drawdown Comparison
The maximum ^DJUSFN drawdown since its inception was -80.50%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for ^DJUSFN and JEPI. For additional features, visit the drawdowns tool.
Volatility
^DJUSFN vs. JEPI - Volatility Comparison
Dow Jones U.S. Financials Index (^DJUSFN) has a higher volatility of 4.49% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.44%. This indicates that ^DJUSFN'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.