JCPB vs JPIE: returns, Sharpe ratio and drawdown

Over the past year, JPIE returned -3.12% against -5.79% for JCPB. Over five years, JPIE averaged -2.33% a year, compared with -3.73% for JCPB. JCPB had the higher Sharpe ratio over the past year (-2.49 vs -3.18), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -4.04% for JPIE and -7.48% for JCPB.