Head-to-head over the 6-year window both funds have in common (2020-05-21 → 2026-07-24): SCHD (Schwab U.S. Dividend Equity ETF) vs JEPI (JPMorgan Equity Premium Income ETF) — total return with dividends reinvested, both starting at $10,000 on the same date.
On risk-adjusted return, JEPI came out ahead of SCHD —
but the gap is only half the story. Drawdown and yield often matter more.
SCHD vs JEPI — the numbers
| Metric | SCHD | JEPI |
|---|---|---|
| CAGR | 15.7% | 11.2% |
| Volatility | 15.2% | 10.7% |
| Sharpe | 1.04 | 1.04 |
| Sortino | 1.51 | 1.34 |
| Max drawdown | -16.8% | -13.7% |
| Dividend yield | 3.15% | 8.05% |
| $10k → today | $24,577 | $19,217 |
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.