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

JPMorgan Equity Income Fund (HLIEX)

Mutual Fund · Currency in USD · Last updated May 16, 2025

Under normal circumstances, at least 80% of the fund's assets will be invested in the equity securities of corporations that regularly pay dividends, including common stocks and debt securities and preferred stock convertible to common stock. "Assets" means net assets, plus the amount of borrowings for investment purposes. Although the fund invests primarily in securities of large cap companies, it may invest in equity investments of companies across all market capitalizations.

Fund Info

ISIN

US4812C04983

CUSIP

4812C0498

Issuer

JPMorgan Chase

Inception Date

Jul 2, 1987

Category

Large Cap Value Equities

Min. Investment

$1,000,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

HLIEX has an expense ratio of 0.70%, placing it in the medium range.

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

Performance

Performance Chart

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Returns By Period

JPMorgan Equity Income Fund (HLIEX) returned 2.55% year-to-date (YTD) and 7.19% over the past 12 months. Over the past 10 years, HLIEX returned 9.13% annually, underperforming the S&P 500 benchmark at 10.79%.

HLIEX

YTD

2.55%

1M

5.72%

6M

-2.47%

1Y

7.19%

5Y*

13.90%

10Y*

9.13%

^GSPC (Benchmark)

YTD

0.60%

1M

9.64%

6M

-0.54%

1Y

11.47%

5Y*

15.67%

10Y*

10.79%

*Annualized

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
20254.97%1.17%-3.25%-3.51%3.43%2.55%
20240.03%2.87%4.30%-3.16%2.22%-0.86%4.77%2.75%1.29%0.08%5.96%-7.66%12.48%
20232.68%-3.67%-1.20%1.35%-4.96%6.02%3.45%-2.93%-3.61%-2.21%5.99%4.66%4.79%
2022-0.45%-1.25%1.91%-4.82%2.44%-6.65%5.32%-2.28%-7.42%10.39%6.10%-3.58%-1.88%
2021-2.07%4.92%6.58%4.23%2.52%-0.64%1.09%1.60%-3.58%5.92%-3.54%6.35%25.10%
2020-1.54%-9.50%-14.81%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%2.94%26.30%
20184.42%-4.64%-1.76%-0.15%1.37%0.05%4.60%1.81%0.14%-4.94%3.78%-8.31%-4.45%
20170.53%3.79%-0.76%0.00%0.90%1.11%0.90%-0.54%3.66%1.91%3.35%1.55%17.52%
2016-3.82%0.13%6.32%1.16%1.37%0.86%2.32%0.51%-0.93%-1.24%5.38%2.26%14.82%
2015-3.27%4.66%-1.27%-0.48%1.21%-1.91%1.46%-5.74%-1.84%7.24%0.47%-2.95%-3.08%
2014-3.98%4.48%2.15%0.21%1.80%2.37%-2.56%3.72%-1.22%3.06%2.63%0.59%13.69%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HLIEX is 53, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of HLIEX is 5353
Overall Rank
The Sharpe Ratio Rank of HLIEX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of HLIEX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of HLIEX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of HLIEX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of HLIEX is 5252
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.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

JPMorgan Equity Income Fund Sharpe ratios as of May 16, 2025 (values are recalculated daily):

  • 1-Year: 0.45
  • 5-Year: 0.90
  • 10-Year: 0.54
  • All Time: 0.28

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of JPMorgan Equity Income Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend History

JPMorgan Equity Income Fund provided a 1.88% dividend yield over the last twelve months, with an annual payout of $0.46 per share.

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$0.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.46$0.45$0.47$0.44$0.36$0.36$0.35$0.35$0.28$0.28$0.27$0.28

Dividend yield

1.88%1.90%2.06%1.96%1.51%1.82%1.79%2.20%1.60%1.84%1.97%1.93%

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
2025$0.03$0.04$0.04$0.03$0.00$0.14
2024$0.03$0.05$0.03$0.03$0.06$0.03$0.03$0.05$0.03$0.03$0.05$0.03$0.45
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$0.02$0.03$0.01$0.02$0.03$0.01$0.02$0.03$0.01$0.02$0.07$0.28

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.

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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 2597 trading sessions.

The current JPMorgan Equity Income Fund drawdown is 5.30%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.13%Jul 19, 19992421Mar 9, 20092597Jul 3, 20195018
-36.89%Feb 18, 202025Mar 23, 2020172Nov 24, 2020197
-20.81%Jul 20, 199831Aug 31, 1998175May 3, 1999206
-15.5%Dec 2, 202487Apr 8, 2025———
-14.85%Mar 30, 2022128Sep 30, 2022303Dec 14, 2023431

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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