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HLEIX vs. TANDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HLEIX vs. TANDX - Performance Comparison

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

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Returns By Period

In the year-to-date period, HLEIX achieves a 9.75% return, which is significantly higher than TANDX's -7.03% return.


HLEIX

1D
0.70%
1M
0.12%
6M
7.62%
YTD
9.75%
1Y
20.97%
3Y*
19.10%
5Y*
12.57%
10Y*
14.90%
ALL TIME*
10.58%

TANDX

1D
-0.31%
1M
2.80%
6M
-6.04%
YTD
-7.03%
1Y
-7.70%
3Y*
1.85%
5Y*
2.24%
10Y*
ALL TIME*
6.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

HLEIX vs. TANDX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HLEIX
JPMorgan Equity Index Fund Class I
9.75%17.65%24.78%26.02%-18.29%28.44%18.19%14.73%
TANDX
Castle Tandem Fund
-7.03%3.67%7.66%8.42%-7.87%19.03%13.39%12.57%

Correlation

The correlation between HLEIX and TANDX is 0.32, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.32

Correlation (3Y)
Balances recent behavior with more history.

0.53

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.69

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2019

0.74

Over the past year, the correlation between HLEIX and TANDX has dropped to 0.32 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.

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Return for Risk

HLEIX vs. TANDX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HLEIX
HLEIX Risk / Return Rank: 5454
Overall Rank
HLEIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
HLEIX Sortino Ratio Rank: 4848
Sortino Ratio Rank
HLEIX Omega Ratio Rank: 4949
Omega Ratio Rank
HLEIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
HLEIX Martin Ratio Rank: 6969
Martin Ratio Rank

TANDX
TANDX Risk / Return Rank: 11
Overall Rank
TANDX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TANDX Sortino Ratio Rank: 11
Sortino Ratio Rank
TANDX Omega Ratio Rank: 11
Omega Ratio Rank
TANDX Calmar Ratio Rank: 11
Calmar Ratio Rank
TANDX Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HLEIX vs. TANDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Index Fund Class I (HLEIX) and Castle Tandem Fund (TANDX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HLEIXTANDXDifference
Sharpe ratioReturn per unit of total volatility

+2.27

Sortino ratioReturn per unit of downside risk

+3.12

Omega ratioGain probability vs. loss probability

1.27

0.88

+0.39

Calmar ratioReturn relative to maximum drawdown

2.09

-0.50

+2.59

Martin ratioReturn relative to average drawdown

9.09

-0.95

+10.04

HLEIX vs. TANDX - Sharpe Ratio Comparison

The current HLEIX Sharpe Ratio is 1.48, which is higher than the TANDX Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of HLEIX and TANDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HLEIX vs. TANDX - Drawdown Comparison

The maximum HLEIX drawdown since its inception was -55.22%, smaller than the maximum TANDX drawdown of -93.98%. Use the drawdown chart below to compare losses from any high point for HLEIX and TANDX.


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Drawdown Indicators


HLEIXTANDXDifference

Max Drawdown

Largest peak-to-trough decline

-55.22%

-93.98%

+38.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.14%

-16.88%

+7.74%

Max Drawdown (3Y)

Largest decline over 3 years

-18.77%

-93.98%

+75.21%

Max Drawdown (5Y)

Largest decline over 5 years

-24.62%

-93.98%

+69.36%

Max Drawdown (10Y)

Largest decline over 10 years

-33.73%

Current Drawdown

Current decline from peak

-1.45%

-93.50%

+92.05%

Average Drawdown

Average peak-to-trough decline

-8.76%

-21.88%

+13.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

8.82%

-6.72%

Volatility

HLEIX vs. TANDX - Volatility Comparison

The current volatility for JPMorgan Equity Index Fund Class I (HLEIX) is 3.52%, while Castle Tandem Fund (TANDX) has a volatility of 4.65%. This indicates that HLEIX experiences smaller price fluctuations and is considered to be less risky than TANDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HLEIXTANDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

4.65%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

8.74%

+1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

12.90%

10.67%

+2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.00%

595.81%

-578.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

491.02%

-472.95%

HLEIX vs. TANDX - Expense Ratio Comparison

HLEIX has a 0.38% expense ratio, which is lower than TANDX's 1.59% expense ratio.


Dividends

HLEIX vs. TANDX - Dividend Comparison

HLEIX's dividend yield for the trailing twelve months is around 0.85%, less than TANDX's 6.64% yield.


PositionTTM20252024202320222021202020192018201720162015
HLEIX
JPMorgan Equity Index Fund Class I
0.85%1.12%1.09%1.32%1.50%2.39%1.58%2.02%2.16%2.46%11.24%20.30%
TANDX
Castle Tandem Fund
6.64%6.17%3.71%2.10%1.48%4.57%0.33%0.37%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HLEIX and TANDX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TANDX has higher volatility (4.65%) compared to HLEIX (3.52%). In terms of maximum drawdown, HLEIX dropped -55.22% vs TANDX's -93.98%.

HLEIX currently has the higher Sharpe Ratio (1.48 vs -0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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