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HLEIX vs. VHIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HLEIX vs. VHIAX - Performance Comparison

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

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HLEIX vs. VHIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VHIAX
JPMorgan Growth Advantage Fund
-12.06%15.50%39.19%39.81%-30.24%21.60%53.26%35.92%-1.52%35.19%

Returns By Period

In the year-to-date period, HLEIX achieves a -7.31% return, which is significantly higher than VHIAX's -12.06% return. Over the past 10 years, HLEIX has underperformed VHIAX with an annualized return of 13.50%, while VHIAX has yielded a comparatively higher 17.12% 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%

VHIAX

1D
-0.58%
1M
-8.03%
YTD
-12.06%
6M
-12.22%
1Y
12.69%
3Y*
20.69%
5Y*
10.40%
10Y*
17.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HLEIX vs. VHIAX - Expense Ratio Comparison

HLEIX has a 0.38% expense ratio, which is lower than VHIAX's 1.04% expense ratio.


Return for Risk

HLEIX vs. VHIAX — Risk / Return Rank

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

HLEIX
HLEIX Risk / Return Rank: 4343
Overall Rank
HLEIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HLEIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
HLEIX Omega Ratio Rank: 4646
Omega Ratio Rank
HLEIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
HLEIX Martin Ratio Rank: 5050
Martin Ratio Rank

VHIAX
VHIAX Risk / Return Rank: 2323
Overall Rank
VHIAX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VHIAX Sortino Ratio Rank: 2626
Sortino Ratio Rank
VHIAX Omega Ratio Rank: 2626
Omega Ratio Rank
VHIAX Calmar Ratio Rank: 2121
Calmar Ratio Rank
VHIAX Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HLEIX vs. VHIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Index Fund Class I (HLEIX) and JPMorgan Growth Advantage Fund (VHIAX). 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.


HLEIXVHIAXDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.57

+0.24

Sortino ratio

Return per unit of downside risk

1.26

0.97

+0.29

Omega ratio

Gain probability vs. loss probability

1.19

1.14

+0.05

Calmar ratio

Return relative to maximum drawdown

1.02

0.62

+0.40

Martin ratio

Return relative to average drawdown

4.93

2.00

+2.93

HLEIX vs. VHIAX - Sharpe Ratio Comparison

The current HLEIX Sharpe Ratio is 0.81, which is higher than the VHIAX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of HLEIX and VHIAX, 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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Sharpe Ratios by Period


HLEIXVHIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.57

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.47

+0.20

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

0.33

+0.23

Correlation

The correlation between HLEIX and VHIAX is 0.89, 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. VHIAX - Dividend Comparison

HLEIX's dividend yield for the trailing twelve months is around 0.99%, less than VHIAX's 14.44% yield.


TTM20252024202320222021202020192018201720162015
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%
VHIAX
JPMorgan Growth Advantage Fund
14.44%12.70%12.63%0.64%0.43%15.55%10.33%9.95%9.93%4.25%0.00%3.55%

Drawdowns

HLEIX vs. VHIAX - Drawdown Comparison

The maximum HLEIX drawdown since its inception was -55.22%, smaller than the maximum VHIAX drawdown of -85.49%. Use the drawdown chart below to compare losses from any high point for HLEIX and VHIAX.


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Drawdown Indicators


HLEIXVHIAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.22%

-85.49%

+30.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-15.76%

+3.64%

Max Drawdown (5Y)

Largest decline over 5 years

-24.62%

-35.25%

+10.63%

Max Drawdown (10Y)

Largest decline over 10 years

-33.73%

-35.25%

+1.52%

Current Drawdown

Current decline from peak

-9.14%

-15.76%

+6.62%

Average Drawdown

Average peak-to-trough decline

-8.83%

-40.36%

+31.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

4.86%

-2.36%

Volatility

HLEIX vs. VHIAX - Volatility Comparison

The current volatility for JPMorgan Equity Index Fund Class I (HLEIX) is 4.33%, while JPMorgan Growth Advantage Fund (VHIAX) has a volatility of 5.48%. This indicates that HLEIX experiences smaller price fluctuations and is considered to be less risky than VHIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HLEIXVHIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

5.48%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.13%

12.03%

-2.90%

Volatility (1Y)

Calculated over the trailing 1-year period

18.16%

22.34%

-4.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.85%

22.39%

-5.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

22.13%

-4.10%