VGSH vs JEPQ

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

VGSH vs JEPQ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

VGSH

$33B

Winner

JEPQ

$34B

Expense Ratio

Winner

VGSH

0.03%

JEPQ

0.35%

Max Drawdown

Winner

VGSH

8.05%

JEPQ

21.59%

Sharpe Ratio

VGSH

-0.16

Winner

JEPQ

1.93

5Y Beta

Winner

VGSH

-0.02

JEPQ

0.95

P/E Ratio

VGSH

N/A

JEPQ

35.81

Forward P/E

VGSH

N/A

JEPQ

24.09

PEG Ratio

VGSH

N/A

JEPQ

0.59

5Y Dividends CAGR

VGSH

23.40%

JEPQ

N/A

5Y EPS CAGR

VGSH

N/A

JEPQ

29.52%

Debt to Equity

VGSH

N/A

JEPQ

21.45%

P/S Ratio

VGSH

N/A

JEPQ

6.03

P/B Ratio

VGSH

N/A

JEPQ

9.20

VGSH vs JEPQ - Historical Returns

Returns include dividend reinvestment.

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

VGSH

+0.15%

Winner

JEPQ

+5.44%

VGSH

+0.18%

Winner

JEPQ

+4.91%

VGSH

+1.17%

Winner

JEPQ

+9.24%

VGSH

+3.65%

Winner

JEPQ

+28.80%

5Y(CAGR)

VGSH

+1.83%

Winner

JEPQ

+16.04%

10Y(CAGR)

VGSH

+1.74%

JEPQ

N/A

Max(CAGR)

VGSH

+1.41%

Winner

JEPQ

+16.04%

VGSH vs JEPQ - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

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

VGSH vs JEPQ Drawdown Comparison

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

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

The current VGSH drawdown is -0.21%.

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

Correlation

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

0.97

-101

Dividend Comparison (2009 - 2026)

VGSH vs JEPQ dividend yield comparison.

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