HLEIX vs. DHAMX
Compare and contrast key facts about JPMorgan Equity Index Fund Class I (HLEIX) and Centre American Select Equity Fund (DHAMX).
HLEIX is a passively managed fund by JPMorgan that tracks the performance of the S&P 500 Index. It was launched on Jul 2, 1991. DHAMX is managed by Centre Funds. It was launched on Dec 21, 2011.
Performance
HLEIX vs. DHAMX - Performance Comparison
Loading graphics...
HLEIX vs. DHAMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HLEIX JPMorgan Equity Index Fund Class I | -7.31% | 17.65% | 24.78% | 26.02% | -18.29% | 28.44% | 18.19% | 31.23% | -4.62% | 21.62% |
DHAMX Centre American Select Equity Fund | 4.86% | 19.37% | 1.33% | 14.91% | -3.34% | 27.41% | 30.79% | 16.38% | -3.82% | 25.26% |
Returns By Period
In the year-to-date period, HLEIX achieves a -7.31% return, which is significantly lower than DHAMX's 4.86% return. Over the past 10 years, HLEIX has outperformed DHAMX with an annualized return of 13.50%, while DHAMX has yielded a comparatively lower 12.78% annualized return.
HLEIX
- 1D
- -0.40%
- 1M
- -7.91%
- YTD
- -7.31%
- 6M
- -4.91%
- 1Y
- 13.97%
- 3Y*
- 16.86%
- 5Y*
- 11.14%
- 10Y*
- 13.50%
DHAMX
- 1D
- -1.20%
- 1M
- -8.07%
- YTD
- 4.86%
- 6M
- 13.32%
- 1Y
- 32.49%
- 3Y*
- 11.47%
- 5Y*
- 10.62%
- 10Y*
- 12.78%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
HLEIX vs. DHAMX - Expense Ratio Comparison
HLEIX has a 0.38% expense ratio, which is lower than DHAMX's 1.46% expense ratio.
Return for Risk
HLEIX vs. DHAMX — Risk / Return Rank
HLEIX
DHAMX
HLEIX vs. DHAMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Index Fund Class I (HLEIX) and Centre American Select Equity Fund (DHAMX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| HLEIX | DHAMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.69 | -0.88 |
Sortino ratioReturn per unit of downside risk | 1.26 | 2.37 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.33 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 2.65 | -1.63 |
Martin ratioReturn relative to average drawdown | 4.93 | 9.91 | -4.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| HLEIX | DHAMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.69 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.61 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.74 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.80 | -0.23 |
Correlation
The correlation between HLEIX and DHAMX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
HLEIX vs. DHAMX - Dividend Comparison
HLEIX's dividend yield for the trailing twelve months is around 0.99%, less than DHAMX's 34.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLEIX JPMorgan Equity Index Fund Class I | 0.99% | 1.12% | 1.09% | 1.32% | 1.50% | 2.39% | 1.58% | 2.02% | 2.16% | 2.46% | 11.24% | 20.30% |
DHAMX Centre American Select Equity Fund | 34.38% | 36.05% | 0.00% | 2.58% | 1.37% | 16.31% | 4.52% | 9.94% | 22.37% | 13.14% | 3.57% | 11.03% |
Drawdowns
HLEIX vs. DHAMX - Drawdown Comparison
The maximum HLEIX drawdown since its inception was -55.22%, which is greater than DHAMX's maximum drawdown of -28.47%. Use the drawdown chart below to compare losses from any high point for HLEIX and DHAMX.
Loading graphics...
Drawdown Indicators
| HLEIX | DHAMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.22% | -28.47% | -26.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -11.65% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -24.62% | -28.47% | +3.85% |
Max Drawdown (10Y)Largest decline over 10 years | -33.73% | -28.47% | -5.26% |
Current DrawdownCurrent decline from peak | -9.14% | -9.84% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -8.83% | -4.19% | -4.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 3.11% | -0.61% |
Volatility
HLEIX vs. DHAMX - Volatility Comparison
The current volatility for JPMorgan Equity Index Fund Class I (HLEIX) is 4.33%, while Centre American Select Equity Fund (DHAMX) has a volatility of 5.11%. This indicates that HLEIX experiences smaller price fluctuations and is considered to be less risky than DHAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| HLEIX | DHAMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 5.11% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 12.36% | -3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 19.74% | -1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 17.61% | -0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 17.25% | +0.78% |