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JEPQ vs VYM: Performance & Backtest Comparison
JEPQ delivered the higher return - 17.97% CAGR vs 12.31% - over 2022-06-30 → 2026-06-30.
Growth comparison
Drawdown
Annual returns
| JEPQ | VYM | |
|---|---|---|
| Name | JPMorgan Nasdaq Equity Premium Income ETF | Vanguard High Dividend Yield ETF |
| CAGR | 17.97% | 12.31% |
| Total return | 96.39% | 60.67% |
| Volatility | 13.75% | 14.25% |
| Max drawdown | -13.53%Sep 2022 | -13.40%Sep 2022 |
| Sharpe | 0.98 | 0.59 |
| Sortino | 1.45 | 1.08 |
| Best year | 36.23% | 17.59% |
| Worst year | -9.50% | -0.33% |
| Final balance | $19,639 | $16,067 |
Correlation of monthly returns: 0.67. 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, JEPQ or VYM?
Over 2022-06-30 to 2026-06-30, JEPQ performed better: 17.97% annualized versus 12.31% for VYM, with dividends reinvested. Past performance does not guarantee future results.
How similar are JEPQ and VYM?
Their monthly returns have a correlation of 0.67 over the common period. JEPQ is JPMorgan Nasdaq Equity Premium Income ETF; VYM is Vanguard High Dividend Yield ETF.
Which is riskier, JEPQ or VYM?
Over the common period JEPQ had 13.75% annualized volatility and a -13.53% max drawdown, versus 14.25% and -13.40% for VYM.