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JPMorgan Equity Income Fund (HLIEX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US4812C04983

CUSIP

4812C0498

Issuer

JPMorgan Chase

Inception Date

Jul 2, 1987

Min. Investment

$1,000,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
HLIEX vs. JEPI HLIEX vs. GSFTX HLIEX vs. VUG HLIEX vs. FXAIX HLIEX vs. VOO HLIEX vs. VGT HLIEX vs. PRDGX HLIEX vs. ^GSPC HLIEX vs. FBGKX HLIEX vs. VIG
Popular comparisons:
HLIEX vs. JEPI HLIEX vs. GSFTX HLIEX vs. VUG HLIEX vs. FXAIX HLIEX vs. VOO HLIEX vs. VGT HLIEX vs. PRDGX HLIEX vs. ^GSPC HLIEX vs. FBGKX HLIEX vs. VIG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JPMorgan Equity Income Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
13.84%
12.53%
HLIEX (JPMorgan Equity Income Fund)
Benchmark (^GSPC)

Returns By Period

JPMorgan Equity Income Fund had a return of 20.48% year-to-date (YTD) and 26.35% in the last 12 months. Over the past 10 years, JPMorgan Equity Income Fund had an annualized return of 8.62%, while the S&P 500 had an annualized return of 11.21%, indicating that JPMorgan Equity Income Fund did not perform as well as the benchmark.


HLIEX

YTD

20.48%

1M

3.34%

6M

13.84%

1Y

26.35%

5Y (annualized)

9.60%

10Y (annualized)

8.62%

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

Monthly Returns

The table below presents the monthly returns of HLIEX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.03%2.88%4.30%-3.16%2.22%-0.86%4.77%2.75%1.29%0.08%20.48%
20232.68%-3.67%-1.20%1.36%-4.96%6.02%3.45%-2.93%-3.61%-2.21%6.00%3.90%4.03%
2022-0.46%-1.25%1.91%-4.82%2.44%-6.65%5.32%-2.28%-7.42%10.39%6.10%-5.18%-3.50%
2021-2.07%4.92%6.58%4.23%2.52%-0.64%1.09%1.61%-3.58%5.92%-3.54%4.41%22.83%
2020-1.54%-9.49%-14.80%10.04%3.00%-0.12%4.16%4.78%-2.14%-2.12%12.22%2.77%3.61%
20195.99%3.61%0.92%3.64%-5.33%6.25%1.39%-1.92%3.03%0.78%2.83%1.90%25.03%
20184.43%-4.64%-1.76%-0.15%1.37%0.05%4.60%1.81%0.14%-4.94%3.78%-10.81%-7.05%
20170.53%3.79%-0.76%-0.00%0.91%1.11%0.90%-0.53%3.66%1.91%3.35%0.66%16.53%
2016-3.82%0.13%6.32%1.16%1.37%0.86%2.32%0.51%-0.93%-1.24%5.39%1.67%14.17%
2015-3.27%4.67%-1.27%-0.48%1.21%-1.91%1.46%-5.74%-1.84%7.24%0.47%-2.95%-3.06%
2014-3.98%4.49%2.15%0.21%1.80%2.37%-2.56%3.73%-1.22%3.07%2.63%-1.31%11.54%
20135.37%1.04%4.21%2.61%1.61%-0.15%4.97%-3.56%3.10%4.03%2.88%0.25%29.36%

Expense Ratio

HLIEX features an expense ratio of 0.70%, falling within the medium range.


Expense ratio chart for HLIEX: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of HLIEX is 84, placing it in the top 16% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of HLIEX is 8484
Combined Rank
The Sharpe Ratio Rank of HLIEX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of HLIEX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of HLIEX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of HLIEX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of HLIEX is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for JPMorgan Equity Income Fund (HLIEX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for HLIEX, currently valued at 2.56, compared to the broader market-1.000.001.002.003.004.005.002.562.53
The chart of Sortino ratio for HLIEX, currently valued at 3.63, compared to the broader market0.005.0010.003.633.39
The chart of Omega ratio for HLIEX, currently valued at 1.47, compared to the broader market1.002.003.004.001.471.47
The chart of Calmar ratio for HLIEX, currently valued at 4.25, compared to the broader market0.005.0010.0015.0020.004.253.65
The chart of Martin ratio for HLIEX, currently valued at 16.52, compared to the broader market0.0020.0040.0060.0080.00100.0016.5216.21
HLIEX
^GSPC

The current JPMorgan Equity Income Fund Sharpe ratio is 2.56. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of JPMorgan Equity Income Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.56
2.53
HLIEX (JPMorgan Equity Income Fund)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan Equity Income Fund provided a 1.73% dividend yield over the last twelve months, with an annual payout of $0.47 per share. The fund has been increasing its distributions for 6 consecutive years.


1.50%1.60%1.70%1.80%1.90%2.00%2.10%2.20%$0.00$0.10$0.20$0.30$0.40$0.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.47$0.47$0.44$0.36$0.36$0.35$0.35$0.28$0.28$0.27$0.28$0.24

Dividend yield

1.73%2.06%1.96%1.51%1.82%1.79%2.20%1.60%1.85%1.97%1.93%1.83%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Equity Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.03$0.05$0.03$0.03$0.06$0.03$0.03$0.05$0.03$0.03$0.00$0.37
2023$0.02$0.04$0.05$0.03$0.05$0.04$0.03$0.06$0.04$0.03$0.06$0.04$0.47
2022$0.02$0.03$0.05$0.01$0.04$0.04$0.02$0.05$0.05$0.02$0.05$0.06$0.44
2021$0.02$0.03$0.04$0.01$0.03$0.03$0.03$0.03$0.04$0.02$0.03$0.05$0.36
2020$0.02$0.04$0.04$0.01$0.03$0.04$0.02$0.03$0.03$0.02$0.03$0.04$0.36
2019$0.01$0.04$0.04$0.01$0.04$0.04$0.01$0.04$0.04$0.01$0.04$0.04$0.35
2018$0.00$0.04$0.04$0.00$0.04$0.02$0.01$0.07$0.04$0.02$0.04$0.04$0.35
2017$0.00$0.03$0.03$0.00$0.04$0.03$0.00$0.04$0.02$0.01$0.04$0.04$0.28
2016$0.00$0.04$0.03$0.00$0.03$0.03$0.00$0.04$0.02$0.00$0.05$0.03$0.28
2015$0.00$0.02$0.04$0.01$0.02$0.03$0.00$0.04$0.03$0.01$0.04$0.04$0.27
2014$0.00$0.02$0.03$0.01$0.02$0.03$0.01$0.02$0.03$0.01$0.02$0.07$0.28
2013$0.00$0.02$0.03$0.01$0.02$0.03$0.01$0.02$0.03$0.01$0.02$0.04$0.24

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.53%
HLIEX (JPMorgan Equity Income Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan Equity Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the JPMorgan Equity Income Fund was 75.13%, occurring on Mar 9, 2009. Recovery took 2197 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.13%Jul 19, 19992421Mar 9, 20092197Nov 28, 20174618
-36.89%Feb 18, 202025Mar 23, 2020172Nov 24, 2020197
-20.81%Jul 20, 199831Aug 31, 1998175May 3, 1999206
-18.54%Sep 24, 201864Dec 24, 2018122Jun 20, 2019186
-14.84%Mar 30, 2022128Sep 30, 2022348Feb 21, 2024476

Volatility

Volatility Chart

The current JPMorgan Equity Income Fund volatility is 3.95%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.95%
3.97%
HLIEX (JPMorgan Equity Income Fund)
Benchmark (^GSPC)