JOYT vs VGI

Comparison between JPMORGAN EQUITY AND OPTIONS TOTAL RETURN ETF (JOYT, ETF) and Virtus Global Multi-Sector Income Fund (VGI, ETF).

JOYT vs VGI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JOYT(ETF)	VGI(ETF)
Net Assets	$91M	$91M
Expense Ratio	0.35%	N/A
Max Drawdown	7.17%	66.63%
Sharpe Ratio	1.32	0.53
5Y Beta	0.71	0.25
P/E Ratio	26.49	N/A
Forward P/E	20.20	N/A
PEG Ratio	0.48	N/A
5Y Dividends CAGR	N/A	-2.82%
5Y EPS CAGR	27.71%	N/A
Debt to Equity	23.13%	N/A
P/S Ratio	3.91	N/A
P/B Ratio	5.63	N/A

Net Assets

JOYT

$91M

Winner

VGI

$91M

Expense Ratio

JOYT

0.35%

VGI

N/A

Max Drawdown

Winner

JOYT

7.17%

VGI

66.63%

Sharpe Ratio

Winner

JOYT

1.32

VGI

0.53

5Y Beta

JOYT

0.71

Winner

VGI

0.25

P/E Ratio

JOYT

26.49

VGI

N/A

Forward P/E

JOYT

20.20

VGI

N/A

PEG Ratio

JOYT

0.48

VGI

N/A

5Y Dividends CAGR

JOYT

N/A

VGI

-2.82%

5Y EPS CAGR

JOYT

27.71%

VGI

N/A

Debt to Equity

JOYT

23.13%

VGI

N/A

P/S Ratio

JOYT

3.91

VGI

N/A

P/B Ratio

JOYT

5.63

VGI

N/A

JOYT vs VGI - Historical Returns

Returns include dividend reinvestment.

Period	JOYT	VGI
1 month	+0.84%	-0.27%
3 months	+4.53%	+0.71%
6 months	+5.12%	+1.21%
1 year	+13.85%	+7.17%
5 years(CAGR)	N/A	+2.44%
10 years(CAGR)	N/A	+4.87%
Max(CAGR)	+17.29%	+4.70%

Winner

JOYT

+0.84%

VGI

-0.27%

Winner

JOYT

+4.53%

VGI

+0.71%

Winner

JOYT

+5.12%

VGI

+1.21%

Winner

JOYT

+13.85%

VGI

+7.17%

5Y(CAGR)

JOYT

N/A

VGI

+2.44%

10Y(CAGR)

JOYT

N/A

VGI

+4.87%

Max(CAGR)

Winner

JOYT

+17.29%

VGI

+4.70%

JOYT vs VGI - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	JOYT	VGI
2026	+3.71%	-0.30%
2025	+9.58%	+15.67%
2024	N/A	+10.14%
2023	N/A	+13.76%
2022	N/A	-22.33%
2021	N/A	+2.29%
2020	N/A	+8.14%
2019	N/A	+24.27%
2018	N/A	-28.85%
2017	N/A	+25.78%
2016	N/A	+23.76%
2015	N/A	+1.55%
2014	N/A	+3.75%
2013	N/A	-3.38%
2012	N/A	+0.66%

JOYT vs VGI Drawdown Comparison

The maximum drawdown for JOYT was -6.99%, occurring on Mar 30, 2026. Recovery took 65 trading sessions.

The maximum drawdown for VGI was -48.01%, occurring on Mar 18, 2020. Recovery took 878 trading sessions.

The current JOYT drawdown is -1.32%. The current VGI drawdown is -3.53%.

Rank	JOYT	VGI
#1	-6.99% Feb 2, 2026 - May 6, 2026	-48.01% Nov 7, 2017 - May 6, 2021
#2	-3.42% Nov 12, 2025 - Nov 28, 2025	-33.77% May 20, 2021 - Jun 12, 2025
#3	-2.95% Jun 2, 2026 - Jun 10, 2026	-18.77% Apr 10, 2015 - Jun 1, 2016
#4	-2.11% Oct 6, 2025 - Oct 20, 2025	-15.33% May 16, 2013 - May 9, 2014
#5	-1.96% Jan 12, 2026 - Jan 23, 2026	-13.26% Mar 22, 2012 - Oct 12, 2012
#6	-1.70% Dec 11, 2025 - Dec 19, 2025	-13.00% Jul 14, 2014 - Mar 25, 2015
#7	-0.90% Aug 28, 2025 - Sep 4, 2025	-8.22% Feb 18, 2026 - Mar 30, 2026
#8	-0.89% Oct 29, 2025 - Nov 10, 2025	-7.20% Sep 7, 2016 - Dec 22, 2016
#9	-0.77% Dec 26, 2025 - Jan 6, 2026	-5.26% Oct 16, 2017 - Nov 7, 2017
#10	-0.60% May 14, 2026 - May 26, 2026	-4.56% Jun 19, 2017 - Aug 1, 2017
#11	-0.46% Sep 22, 2025 - Sep 30, 2025	-4.28% Oct 16, 2012 - Jan 2, 2013
#12	-0.43% Jan 6, 2026 - Jan 9, 2026	-4.07% Aug 4, 2017 - Aug 21, 2017
#13	-0.35% Aug 19, 2025 - Aug 22, 2025	-3.64% May 6, 2021 - May 19, 2021
#14	-0.33% Oct 21, 2025 - Oct 23, 2025	-3.28% Jan 16, 2013 - Apr 12, 2013
#15	-0.30% Jan 29, 2026 - Feb 2, 2026	-2.89% Jun 5, 2017 - Jun 19, 2017

Correlation

Correlation between JOYT and VGI is 0.71 which considered as a strong positive correlation - the stocks tend to move together.

0.71

-101

Dividend Comparison (2012 - 2026)

JOYT vs VGI dividend yield comparison.

Year	JOYT	VGI
2026	0.18%	5.38%
2025	0.28%	12.24%
2024	0.00%	12.57%
2023	0.00%	12.26%
2022	0.00%	13.42%
2021	0.00%	10.22%
2020	0.00%	11.81%
2019	0.00%	12.10%
2018	0.00%	15.00%
2017	0.00%	10.70%
2016	0.00%	12.21%
2015	0.00%	15.60%
2014	0.00%	11.21%
2013	0.00%	9.74%
2012	0.00%	6.19%