Head-to-head over the 6-year window both funds have in common (2020-05-21 → 2026-10-23): 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, SCHD came out ahead of JEPI —
but the gap is only half the story. Drawdown and yield often matter more.
SCHD vs JEPI — the numbers
| Metric | SCHD | JEPI |
|---|---|---|
| CAGR | 16.2% | 11.0% |
| Volatility | 15.1% | 10.6% |
| Sharpe | 1.07 | 1.04 |
| Sortino | 1.57 | 1.34 |
| Max drawdown | -16.8% | -13.7% |
| Dividend yield | 2.99% | 8.03% |
| $10k → today | $26,246 | $19,602 |
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.