HLEIX vs. VPMAX
Compare and contrast key facts about JPMorgan Equity Index Fund Class I (HLEIX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX).
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. VPMAX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
HLEIX vs. VPMAX - Performance Comparison
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HLEIX vs. VPMAX - 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% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | -5.86% | 54.11% | 13.30% | 28.25% | -15.16% | 21.72% | 17.23% | 27.88% | -1.93% | 28.28% |
Returns By Period
In the year-to-date period, HLEIX achieves a -7.31% return, which is significantly lower than VPMAX's -5.86% return. Over the past 10 years, HLEIX has underperformed VPMAX with an annualized return of 13.50%, while VPMAX has yielded a comparatively higher 16.53% 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%
VPMAX
- 1D
- -1.19%
- 1M
- -10.43%
- YTD
- -5.86%
- 6M
- 22.85%
- 1Y
- 46.58%
- 3Y*
- 25.38%
- 5Y*
- 14.62%
- 10Y*
- 16.53%
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HLEIX vs. VPMAX - Expense Ratio Comparison
HLEIX has a 0.38% expense ratio, which is higher than VPMAX's 0.31% expense ratio.
Return for Risk
HLEIX vs. VPMAX — Risk / Return Rank
HLEIX
VPMAX
HLEIX vs. VPMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Index Fund Class I (HLEIX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX). 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 | VPMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.64 | -0.83 |
Sortino ratioReturn per unit of downside risk | 1.26 | 3.07 | -1.81 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.44 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 3.21 | -2.19 |
Martin ratioReturn relative to average drawdown | 4.93 | 14.01 | -9.08 |
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 | VPMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.64 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.73 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.83 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.61 | -0.05 |
Correlation
The correlation between HLEIX and VPMAX is 0.94, 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. VPMAX - Dividend Comparison
HLEIX's dividend yield for the trailing twelve months is around 0.99%, less than VPMAX's 33.83% 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% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 33.83% | 31.85% | 6.71% | 7.24% | 9.94% | 10.18% | 9.82% | 7.23% | 8.43% | 4.52% | 5.13% | 5.99% |
Drawdowns
HLEIX vs. VPMAX - Drawdown Comparison
The maximum HLEIX drawdown since its inception was -55.22%, which is greater than VPMAX's maximum drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for HLEIX and VPMAX.
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Drawdown Indicators
| HLEIX | VPMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.22% | -48.32% | -6.90% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -13.75% | +1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -24.62% | -25.21% | +0.59% |
Max Drawdown (10Y)Largest decline over 10 years | -33.73% | -32.65% | -1.08% |
Current DrawdownCurrent decline from peak | -9.14% | -11.72% | +2.58% |
Average DrawdownAverage peak-to-trough decline | -8.83% | -6.61% | -2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 3.15% | -0.65% |
Volatility
HLEIX vs. VPMAX - Volatility Comparison
The current volatility for JPMorgan Equity Index Fund Class I (HLEIX) is 4.33%, while Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a volatility of 5.57%. This indicates that HLEIX experiences smaller price fluctuations and is considered to be less risky than VPMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLEIX | VPMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 5.57% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 21.87% | -12.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 28.87% | -10.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 20.12% | -3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 20.09% | -2.06% |