HLEIX vs. FNCMX

In the year-to-date period, HLEIX achieves a 1.73% return, which is significantly higher than FNCMX's -0.28% return. Over the past 10 years, HLEIX has underperformed FNCMX with an annualized return of 10.77%, while FNCMX has yielded a comparatively higher 14.63% annualized return.

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HLEIX has a 0.38% expense ratio, which is higher than FNCMX's 0.29% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Index Fund Class I (HLEIX) and Fidelity NASDAQ Composite Index Fund (FNCMX). 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.

The current HLEIX Sharpe Ratio is 0.71, which is comparable to the FNCMX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of HLEIX and FNCMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HLEIX's dividend yield for the trailing twelve months is around 1.08%, more than FNCMX's 0.61% yield.

The maximum HLEIX drawdown since its inception was -54.87%, roughly equal to the maximum FNCMX drawdown of -55.71%. Use the drawdown chart below to compare losses from any high point for HLEIX and FNCMX. For additional features, visit the drawdowns tool.

The current volatility for JPMorgan Equity Index Fund Class I (HLEIX) is 5.48%, while Fidelity NASDAQ Composite Index Fund (FNCMX) has a volatility of 6.89%. This indicates that HLEIX experiences smaller price fluctuations and is considered to be less risky than FNCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.