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JEPI vs VYM: Performance & Backtest Comparison
VYM delivered the higher return - 15.26% CAGR vs 6.12% - over 2020-06-30 → 2026-07-31.
Growth comparison
Drawdown
Annual returns
| JEPI | VYM | |
|---|---|---|
| Name | JPMorgan Equity Premium Income ETF | Vanguard High Dividend Yield ETF |
| CAGR | 6.12% | 15.26% |
| Total return | 44.26% | 140.09% |
| Volatility | 10.42% | 13.79% |
| Max drawdown | -18.27%Sep 2022 | -14.13%Sep 2022 |
| Sharpe | 0.35 | 0.89 |
| Sortino | 0.55 | 1.71 |
| Best year | 15.68% | 26.21% |
| Worst year | -12.27% | -0.46% |
| Final balance | $14,426 | $24,009 |
Correlation of monthly returns: 0.90. Wondering if you need both? Check their fund overlap →
All figures are total returns: every dividend and distribution is reinvested on its ex-date, and prices are split-adjusted. See the methodology.
Frequently asked questions
Which has performed better, JEPI or VYM?
Over 2020-06-30 to 2026-07-31, VYM performed better: 15.26% annualized versus 6.12% for JEPI, with dividends reinvested. Past performance does not guarantee future results.
How similar are JEPI and VYM?
Their monthly returns have a correlation of 0.90 over the common period. JEPI is JPMorgan Equity Premium Income ETF; VYM is Vanguard High Dividend Yield ETF.
Which is riskier, JEPI or VYM?
Over the common period JEPI had 10.42% annualized volatility and a -18.27% max drawdown, versus 13.79% and -14.13% for VYM.