HLEIX vs. VOO
Compare and contrast key facts about JPMorgan Equity Index Fund Class I (HLEIX) and Vanguard S&P 500 ETF (VOO).
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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both HLEIX and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
HLEIX vs. VOO - Performance Comparison
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HLEIX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, HLEIX achieves a -7.31% return, which is significantly lower than VOO's -4.42% return. Both investments have delivered pretty close results over the past 10 years, with HLEIX having a 13.50% annualized return and VOO not far ahead at 14.05%.
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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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HLEIX vs. VOO - Expense Ratio Comparison
HLEIX has a 0.38% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
HLEIX vs. VOO — Risk / Return Rank
HLEIX
VOO
HLEIX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Index Fund Class I (HLEIX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.98 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.50 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.53 | -0.52 |
Martin ratioReturn relative to average drawdown | 4.93 | 7.29 | -2.36 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.98 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.70 | -0.04 |
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 | 0.83 | -0.27 |
Correlation
The correlation between HLEIX and VOO is 1.00, 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. VOO - Dividend Comparison
HLEIX's dividend yield for the trailing twelve months is around 0.99%, less than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
HLEIX vs. VOO - Drawdown Comparison
The maximum HLEIX drawdown since its inception was -55.22%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HLEIX and VOO.
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Drawdown Indicators
| HLEIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.22% | -33.99% | -21.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -11.98% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -24.62% | -24.52% | -0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -33.73% | -33.99% | +0.26% |
Current DrawdownCurrent decline from peak | -9.14% | -6.29% | -2.85% |
Average DrawdownAverage peak-to-trough decline | -8.83% | -3.72% | -5.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.52% | -0.02% |
Volatility
HLEIX vs. VOO - Volatility Comparison
The current volatility for JPMorgan Equity Index Fund Class I (HLEIX) is 4.33%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that HLEIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLEIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 5.29% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 9.44% | -0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 18.10% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 16.82% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 17.99% | +0.04% |