HLEIX vs. SVPFX
Compare and contrast key facts about JPMorgan Equity Index Fund Class I (HLEIX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX).
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. SVPFX is managed by Goldman Sachs. It was launched on Mar 28, 2021.
Performance
HLEIX vs. SVPFX - Performance Comparison
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HLEIX vs. SVPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
HLEIX JPMorgan Equity Index Fund Class I | -7.31% | 17.65% | 24.78% | 26.02% | -18.29% | 17.81% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 0.87% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
Returns By Period
In the year-to-date period, HLEIX achieves a -7.31% return, which is significantly lower than SVPFX's 0.87% 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%
SVPFX
- 1D
- 0.36%
- 1M
- -0.45%
- YTD
- 0.87%
- 6M
- 2.58%
- 1Y
- 3.47%
- 3Y*
- 4.08%
- 5Y*
- —
- 10Y*
- —
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HLEIX vs. SVPFX - Expense Ratio Comparison
Both HLEIX and SVPFX have an expense ratio of 0.38%.
Return for Risk
HLEIX vs. SVPFX — Risk / Return Rank
HLEIX
SVPFX
HLEIX vs. SVPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Index Fund Class I (HLEIX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). 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 | SVPFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.44 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.26 | 0.61 | +0.65 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.18 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 0.57 | +0.45 |
Martin ratioReturn relative to average drawdown | 4.93 | 3.10 | +1.83 |
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 | SVPFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.44 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.38 | +0.19 |
Correlation
The correlation between HLEIX and SVPFX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
HLEIX vs. SVPFX - Dividend Comparison
HLEIX's dividend yield for the trailing twelve months is around 0.99%, less than SVPFX's 2.49% 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% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 2.49% | 1.83% | 4.37% | 4.29% | 0.76% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HLEIX vs. SVPFX - Drawdown Comparison
The maximum HLEIX drawdown since its inception was -55.22%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for HLEIX and SVPFX.
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Drawdown Indicators
| HLEIX | SVPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.22% | -6.37% | -48.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -5.22% | -6.90% |
Max Drawdown (5Y)Largest decline over 5 years | -24.62% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.73% | — | — |
Current DrawdownCurrent decline from peak | -9.14% | -0.45% | -8.69% |
Average DrawdownAverage peak-to-trough decline | -8.83% | -1.99% | -6.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 0.98% | +1.52% |
Volatility
HLEIX vs. SVPFX - Volatility Comparison
JPMorgan Equity Index Fund Class I (HLEIX) has a higher volatility of 4.33% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 0.87%. This indicates that HLEIX's price experiences larger fluctuations and is considered to be riskier than SVPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLEIX | SVPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 0.87% | +3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 1.37% | +7.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 8.02% | +10.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 5.60% | +11.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 5.60% | +12.43% |