JEPQ vs VGSH

Comparison between JPMORGAN NASDAQ EQUITY PREMIUM INCOME ETF (JEPQ, ETF) and VANGUARD SHORT-TERM TREASURY INDEX FUND ETF SHARES (VGSH, ETF).

JEPQ vs VGSH - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JEPQ(ETF)	VGSH(ETF)
Net Assets	$34B	$33B
Expense Ratio	0.35%	0.03%
Max Drawdown	21.59%	8.05%
Sharpe Ratio	1.93	-0.16
5Y Beta	0.95	-0.02
P/E Ratio	35.81	N/A
Forward P/E	24.09	N/A
PEG Ratio	0.59	N/A
5Y Dividends CAGR	N/A	23.40%
5Y EPS CAGR	29.52%	N/A
Debt to Equity	21.45%	N/A
P/S Ratio	6.03	N/A
P/B Ratio	9.20	N/A

Net Assets

Winner

JEPQ

$34B

VGSH

$33B

Expense Ratio

JEPQ

0.35%

Winner

VGSH

0.03%

Max Drawdown

JEPQ

21.59%

Winner

VGSH

8.05%

Sharpe Ratio

Winner

JEPQ

1.93

VGSH

-0.16

5Y Beta

JEPQ

0.95

Winner

VGSH

-0.02

P/E Ratio

JEPQ

35.81

VGSH

N/A

Forward P/E

JEPQ

24.09

VGSH

N/A

PEG Ratio

JEPQ

0.59

VGSH

N/A

5Y Dividends CAGR

JEPQ

N/A

VGSH

23.40%

5Y EPS CAGR

JEPQ

29.52%

VGSH

N/A

Debt to Equity

JEPQ

21.45%

VGSH

N/A

P/S Ratio

JEPQ

6.03

VGSH

N/A

P/B Ratio

JEPQ

9.20

VGSH

N/A

JEPQ vs VGSH - Historical Returns

Returns include dividend reinvestment.

Period	JEPQ	VGSH
1 month	+5.44%	+0.15%
3 months	+4.91%	+0.18%
6 months	+9.24%	+1.17%
1 year	+28.80%	+3.65%
5 years(CAGR)	+16.04%	+1.83%
10 years(CAGR)	N/A	+1.74%
Max(CAGR)	+16.04%	+1.41%

Winner

JEPQ

+5.44%

VGSH

+0.15%

Winner

JEPQ

+4.91%

VGSH

+0.18%

Winner

JEPQ

+9.24%

VGSH

+1.17%

Winner

JEPQ

+28.80%

VGSH

+3.65%

5Y(CAGR)

Winner

JEPQ

+16.04%

VGSH

+1.83%

10Y(CAGR)

JEPQ

N/A

VGSH

+1.74%

Max(CAGR)

Winner

JEPQ

+16.04%

VGSH

+1.41%

JEPQ vs VGSH - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	JEPQ	VGSH
2026	+6.44%	+0.53%
2025	+15.41%	+5.09%
2024	+25.79%	+4.14%
2023	+36.69%	+4.23%
2022	-12.91%	-3.73%
2021	N/A	-0.64%
2020	N/A	+3.04%
2019	N/A	+3.56%
2018	N/A	+1.60%
2017	N/A	+0.45%
2016	N/A	+1.15%
2015	N/A	+0.44%
2014	N/A	+0.51%
2013	N/A	+0.34%
2012	N/A	+0.52%
2011	N/A	+1.48%
2010	N/A	+2.13%
2009	N/A	-0.52%

JEPQ vs VGSH Drawdown Comparison

The maximum drawdown for JEPQ was -20.06%, occurring on Apr 8, 2025. Recovery took 118 trading sessions.

The maximum drawdown for VGSH was -5.70%, occurring on Oct 20, 2022. Recovery took 773 trading sessions.

The current VGSH drawdown is -0.21%.

Rank	JEPQ	VGSH
#1	-20.06% Feb 19, 2025 - Aug 8, 2025	-5.70% Apr 20, 2021 - May 15, 2024
#2	-16.83% May 4, 2022 - Apr 27, 2023	-1.09% Sep 7, 2017 - Nov 19, 2018
#3	-10.70% Jul 10, 2024 - Oct 8, 2024	-0.97% Sep 24, 2024 - Jan 24, 2025
#4	-8.82% Jan 28, 2026 - Apr 15, 2026	-0.94% Jul 5, 2016 - Jul 28, 2017
#5	-6.61% Sep 14, 2023 - Nov 7, 2023	-0.88% Feb 27, 2026 - Mar 26, 2026
#6	-6.04% Apr 11, 2024 - May 14, 2024	-0.83% Nov 3, 2010 - May 5, 2011
#7	-5.02% Nov 3, 2025 - Nov 28, 2025	-0.74% Dec 1, 2009 - Jan 22, 2010
#8	-4.35% Jul 31, 2023 - Sep 11, 2023	-0.73% Apr 30, 2025 - Jun 23, 2025
#9	-3.33% Dec 24, 2024 - Jan 22, 2025	-0.72% Oct 14, 2015 - Feb 2, 2016
#10	-3.23% Dec 10, 2025 - Dec 23, 2025	-0.65% Sep 4, 2019 - Oct 2, 2019
#11	-2.37% Jan 23, 2025 - Feb 13, 2025	-0.60% Mar 2, 2010 - May 4, 2010
#12	-2.31% Oct 8, 2025 - Oct 20, 2025	-0.53% Oct 15, 2014 - Jan 14, 2015
#13	-2.24% Jan 12, 2026 - Jan 26, 2026	-0.48% Mar 9, 2020 - Mar 20, 2020
#14	-2.17% Dec 16, 2024 - Dec 24, 2024	-0.47% Feb 11, 2016 - Apr 7, 2016
#15	-2.17% Oct 29, 2024 - Nov 6, 2024	-0.47% Jan 15, 2015 - Apr 1, 2015

Correlation

Correlation between JEPQ and VGSH is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97

-101

Dividend Comparison (2009 - 2026)

JEPQ vs VGSH dividend yield comparison.

Year	JEPQ	VGSH
2026	3.56%	1.23%
2025	10.53%	4.00%
2024	9.65%	4.18%
2023	10.03%	3.31%
2022	9.44%	1.15%
2021	0.00%	0.66%
2020	0.00%	1.74%
2019	0.00%	2.28%
2018	0.00%	1.79%
2017	0.00%	1.10%
2016	0.00%	0.84%
2015	0.00%	0.69%
2014	0.00%	0.46%
2013	0.00%	0.34%
2012	0.00%	0.52%
2011	0.00%	0.76%
2010	0.00%	0.78%
2009	0.00%	0.08%