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JEPQ vs VYM: Performance & Backtest Comparison
VYM delivered the higher return - 12.33% CAGR vs 10.90% - over 2022-06-30 → 2026-07-31.
Growth comparison
Drawdown
Annual returns
| JEPQ | VYM | |
|---|---|---|
| Name | JPMorgan Nasdaq Equity Premium Income ETF | Vanguard High Dividend Yield ETF |
| CAGR | 10.90% | 12.33% |
| Total return | 53.89% | 62.34% |
| Volatility | 14.14% | 14.11% |
| Max drawdown | -15.32%Sep 2022 | -13.40%Sep 2022 |
| Sharpe | 0.52 | 0.61 |
| Sortino | 0.76 | 1.08 |
| Best year | 25.68% | 17.59% |
| Worst year | -15.13% | -0.33% |
| Final balance | $15,389 | $16,234 |
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 2026-07-31, VYM performed better: 12.33% annualized versus 10.90% for JEPQ, 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 14.14% annualized volatility and a -15.32% max drawdown, versus 14.11% and -13.40% for VYM.