HLEIX vs. JUEMX
Compare and contrast key facts about JPMorgan Equity Index Fund Class I (HLEIX) and JPMorgan U.S. Equity Fund R6 (JUEMX).
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. JUEMX is managed by JPMorgan. It was launched on Sep 17, 1993.
Performance
HLEIX vs. JUEMX - Performance Comparison
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HLEIX vs. JUEMX - 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% |
JUEMX JPMorgan U.S. Equity Fund R6 | -10.33% | 14.75% | 31.28% | 27.37% | -18.74% | 28.66% | 26.70% | 32.40% | -5.80% | 21.70% |
Returns By Period
In the year-to-date period, HLEIX achieves a -7.31% return, which is significantly higher than JUEMX's -10.33% return. Over the past 10 years, HLEIX has underperformed JUEMX with an annualized return of 13.50%, while JUEMX has yielded a comparatively higher 14.41% 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%
JUEMX
- 1D
- -0.25%
- 1M
- -8.58%
- YTD
- -10.33%
- 6M
- -9.82%
- 1Y
- 9.00%
- 3Y*
- 16.93%
- 5Y*
- 11.28%
- 10Y*
- 14.41%
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HLEIX vs. JUEMX - Expense Ratio Comparison
HLEIX has a 0.38% expense ratio, which is lower than JUEMX's 0.44% expense ratio.
Return for Risk
HLEIX vs. JUEMX — Risk / Return Rank
HLEIX
JUEMX
HLEIX vs. JUEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Index Fund Class I (HLEIX) and JPMorgan U.S. Equity Fund R6 (JUEMX). 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 | JUEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.53 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.26 | 0.88 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.13 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 0.62 | +0.40 |
Martin ratioReturn relative to average drawdown | 4.93 | 2.31 | +2.62 |
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 | JUEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.53 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.65 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.78 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.78 | -0.22 |
Correlation
The correlation between HLEIX and JUEMX is 0.99, 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. JUEMX - Dividend Comparison
HLEIX's dividend yield for the trailing twelve months is around 0.99%, less than JUEMX's 6.63% 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% |
JUEMX JPMorgan U.S. Equity Fund R6 | 6.63% | 5.93% | 12.09% | 2.14% | 5.20% | 10.82% | 6.70% | 10.14% | 14.65% | 8.81% | 4.87% | 6.27% |
Drawdowns
HLEIX vs. JUEMX - Drawdown Comparison
The maximum HLEIX drawdown since its inception was -55.22%, which is greater than JUEMX's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for HLEIX and JUEMX.
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Drawdown Indicators
| HLEIX | JUEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.22% | -33.37% | -21.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -11.90% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -24.62% | -24.52% | -0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -33.73% | -33.37% | -0.36% |
Current DrawdownCurrent decline from peak | -9.14% | -11.90% | +2.76% |
Average DrawdownAverage peak-to-trough decline | -8.83% | -4.11% | -4.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 3.19% | -0.69% |
Volatility
HLEIX vs. JUEMX - Volatility Comparison
JPMorgan Equity Index Fund Class I (HLEIX) and JPMorgan U.S. Equity Fund R6 (JUEMX) have volatilities of 4.33% and 4.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLEIX | JUEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 4.45% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 9.07% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 18.41% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 17.36% | -0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 18.53% | -0.50% |