Head-to-head over the 4-year window both funds have in common (2022-05-04 → 2026-07-24): JEPI (JPMorgan Equity Premium Income ETF) vs JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) — total return with dividends reinvested, both starting at $10,000 on the same date.
On risk-adjusted return, JEPQ came out ahead of JEPI —
but the gap is only half the story. Drawdown and yield often matter more.
JEPI vs JEPQ — the numbers
| Metric | JEPI | JEPQ |
|---|---|---|
| CAGR | 7.8% | 15.0% |
| Volatility | 11.0% | 16.8% |
| Sharpe | 0.74 | 0.92 |
| Sortino | 0.94 | 1.14 |
| Max drawdown | -13.3% | -20.1% |
| Dividend yield | 8.05% | 10.81% |
| $10k → today | $13,754 | $18,012 |
Compared over the exact period both funds existed, so the window is shorter than 10 years when one fund is newer. Past performance doesn't predict the future — try your own dates in the tool.