Head-to-head over the 4-year window both funds have in common (2022-05-04 → 2026-10-23): 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 | 7.9% | 15.1% |
| Volatility | 10.8% | 16.7% |
| Sharpe | 0.76 | 0.93 |
| Sortino | 0.96 | 1.16 |
| Max drawdown | -13.3% | -20.1% |
| Dividend yield | 8.03% | 11.79% |
| $10k → today | $14,030 | $18,765 |
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.