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HLEIX vs. HLIEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


Performance

HLEIX vs. HLIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity Index Fund Class I (HLEIX) and JPMorgan Equity Income Fund (HLIEX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HLEIX:

0.70

HLIEX:

0.12

Sortino Ratio

HLEIX:

1.10

HLIEX:

0.29

Omega Ratio

HLEIX:

1.16

HLIEX:

1.04

Calmar Ratio

HLEIX:

0.73

HLIEX:

0.11

Martin Ratio

HLEIX:

2.80

HLIEX:

0.28

Ulcer Index

HLEIX:

4.89%

HLIEX:

7.82%

Daily Std Dev

HLEIX:

19.67%

HLIEX:

17.28%

Max Drawdown

HLEIX:

-54.87%

HLIEX:

-75.13%

Current Drawdown

HLEIX:

-2.65%

HLIEX:

-9.69%

Returns By Period

In the year-to-date period, HLEIX achieves a 1.84% return, which is significantly lower than HLIEX's 3.68% return. Over the past 10 years, HLEIX has outperformed HLIEX with an annualized return of 9.57%, while HLIEX has yielded a comparatively lower 7.60% annualized return.


HLEIX

YTD

1.84%

1M

13.00%

6M

1.77%

1Y

13.74%

3Y*

16.72%

5Y*

16.16%

10Y*

9.57%

HLIEX

YTD

3.68%

1M

7.96%

6M

-7.16%

1Y

2.01%

3Y*

6.01%

5Y*

11.05%

10Y*

7.60%

*Annualized

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JPMorgan Equity Income Fund

HLEIX vs. HLIEX - Expense Ratio Comparison

HLEIX has a 0.38% expense ratio, which is lower than HLIEX's 0.70% expense ratio.


Risk-Adjusted Performance

HLEIX vs. HLIEX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HLEIX
The Risk-Adjusted Performance Rank of HLEIX is 6969
Overall Rank
The Sharpe Ratio Rank of HLEIX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of HLEIX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of HLEIX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of HLEIX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of HLEIX is 6969
Martin Ratio Rank

HLIEX
The Risk-Adjusted Performance Rank of HLIEX is 2424
Overall Rank
The Sharpe Ratio Rank of HLIEX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of HLIEX is 2424
Sortino Ratio Rank
The Omega Ratio Rank of HLIEX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of HLIEX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of HLIEX is 2323
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.

HLEIX vs. HLIEX - Risk-Adjusted Performance 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.


The current HLEIX Sharpe Ratio is 0.70, which is higher than the HLIEX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of HLEIX and HLIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

HLEIX vs. HLIEX - Dividend Comparison

HLEIX's dividend yield for the trailing twelve months is around 1.08%, less than HLIEX's 1.86% yield.


TTM20242023202220212020201920182017201620152014
HLEIX
JPMorgan Equity Index Fund Class I
1.08%1.09%1.32%1.48%1.08%1.58%1.84%1.79%2.12%2.01%2.36%1.82%
HLIEX
JPMorgan Equity Income Fund
1.86%1.90%2.06%1.96%1.51%1.82%1.79%2.20%1.60%1.84%1.97%1.93%

Drawdowns

HLEIX vs. HLIEX - Drawdown Comparison

The maximum HLEIX drawdown since its inception was -54.87%, smaller than the maximum HLIEX drawdown of -75.13%. Use the drawdown chart below to compare losses from any high point for HLEIX and HLIEX. For additional features, visit the drawdowns tool.


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Volatility

HLEIX vs. HLIEX - Volatility Comparison

JPMorgan Equity Index Fund Class I (HLEIX) has a higher volatility of 5.48% compared to JPMorgan Equity Income Fund (HLIEX) at 4.47%. 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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