HLEIX vs. HLIEX
Compare and contrast key facts about JPMorgan Equity Index Fund Class I (HLEIX) and JPMorgan Equity Income Fund (HLIEX).
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. HLIEX is managed by JPMorgan. It was launched on Jul 2, 1987.
Performance
HLEIX vs. HLIEX - Performance Comparison
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HLEIX vs. HLIEX - 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% |
HLIEX JPMorgan Equity Income Fund | -0.29% | 14.67% | 19.67% | 4.79% | -1.88% | 25.10% | 3.61% | 26.30% | -4.45% | 17.55% |
Returns By Period
In the year-to-date period, HLEIX achieves a -7.31% return, which is significantly lower than HLIEX's -0.29% return. Over the past 10 years, HLEIX has outperformed HLIEX with an annualized return of 13.50%, while HLIEX has yielded a comparatively lower 11.18% 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%
HLIEX
- 1D
- -0.04%
- 1M
- -6.36%
- YTD
- -0.29%
- 6M
- 2.15%
- 1Y
- 11.27%
- 3Y*
- 13.63%
- 5Y*
- 9.96%
- 10Y*
- 11.18%
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HLEIX vs. HLIEX - Expense Ratio Comparison
HLEIX has a 0.38% expense ratio, which is lower than HLIEX's 0.70% expense ratio.
Return for Risk
HLEIX vs. HLIEX — Risk / Return Rank
HLEIX
HLIEX
HLEIX vs. HLIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Index Fund Class I (HLEIX) and JPMorgan Equity Income Fund (HLIEX). 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 | HLIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.84 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.22 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 0.99 | +0.02 |
Martin ratioReturn relative to average drawdown | 4.93 | 4.28 | +0.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HLEIX | HLIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.84 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.70 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.67 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.55 | +0.01 |
Correlation
The correlation between HLEIX and HLIEX is 0.91, 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. HLIEX - Dividend Comparison
HLEIX's dividend yield for the trailing twelve months is around 0.99%, less than HLIEX's 10.89% 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% |
HLIEX JPMorgan Equity Income Fund | 10.89% | 10.81% | 14.41% | 2.77% | 3.67% | 3.33% | 1.82% | 2.78% | 5.12% | 2.47% | 2.45% | 2.73% |
Drawdowns
HLEIX vs. HLIEX - Drawdown Comparison
The maximum HLEIX drawdown since its inception was -55.22%, which is greater than HLIEX's maximum drawdown of -50.33%. Use the drawdown chart below to compare losses from any high point for HLEIX and HLIEX.
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Drawdown Indicators
| HLEIX | HLIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.22% | -50.33% | -4.89% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -11.34% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -24.62% | -14.85% | -9.77% |
Max Drawdown (10Y)Largest decline over 10 years | -33.73% | -36.89% | +3.16% |
Current DrawdownCurrent decline from peak | -9.14% | -7.08% | -2.06% |
Average DrawdownAverage peak-to-trough decline | -8.83% | -6.39% | -2.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.63% | -0.13% |
Volatility
HLEIX vs. HLIEX - Volatility Comparison
JPMorgan Equity Index Fund Class I (HLEIX) has a higher volatility of 4.33% compared to JPMorgan Equity Income Fund (HLIEX) at 3.42%. This indicates that HLEIX's price experiences larger fluctuations and is considered to be riskier than HLIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLEIX | HLIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 3.42% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 7.66% | +1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 15.19% | +2.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 14.27% | +2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 16.78% | +1.25% |