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JEPI vs VYM: Performance & Backtest Comparison
VYM delivered the higher return - 15.29% CAGR vs 10.65% - over 2020-06-30 → 2026-06-30.
Growth comparison
Drawdown
Annual returns
| JEPI | VYM | |
|---|---|---|
| Name | JPMorgan Equity Premium Income ETF | Vanguard High Dividend Yield ETF |
| CAGR | 10.65% | 15.29% |
| Total return | 85.05% | 137.61% |
| Volatility | 10.23% | 13.89% |
| Max drawdown | -12.99%Sep 2022 | -14.13%Sep 2022 |
| Sharpe | 0.76 | 0.89 |
| Sortino | 1.33 | 1.72 |
| Best year | 21.50% | 26.21% |
| Worst year | -3.51% | -0.46% |
| Final balance | $18,505 | $23,761 |
Correlation of monthly returns: 0.89. 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 2026-06-30, VYM performed better: 15.29% annualized versus 10.65% 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 0.89 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 10.23% annualized volatility and a -12.99% max drawdown, versus 13.89% and -14.13% for VYM.