HLEIX vs. YFSIX
Compare and contrast key facts about JPMorgan Equity Index Fund Class I (HLEIX) and AMG Yacktman Global Fund (YFSIX).
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. YFSIX is managed by AMG. It was launched on Jan 30, 2017.
Performance
HLEIX vs. YFSIX - Performance Comparison
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HLEIX vs. YFSIX - 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% | 19.24% |
YFSIX AMG Yacktman Global Fund | 8.16% | 14.91% | -0.34% | 16.64% | -9.15% | 13.13% | 18.46% | 24.40% | 2.18% | 20.95% |
Returns By Period
In the year-to-date period, HLEIX achieves a -7.31% return, which is significantly lower than YFSIX's 8.16% 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%
YFSIX
- 1D
- -1.07%
- 1M
- -10.67%
- YTD
- 8.16%
- 6M
- 0.34%
- 1Y
- 22.29%
- 3Y*
- 11.70%
- 5Y*
- 6.73%
- 10Y*
- —
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HLEIX vs. YFSIX - Expense Ratio Comparison
HLEIX has a 0.38% expense ratio, which is lower than YFSIX's 0.95% expense ratio.
Return for Risk
HLEIX vs. YFSIX — Risk / Return Rank
HLEIX
YFSIX
HLEIX vs. YFSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Index Fund Class I (HLEIX) and AMG Yacktman Global Fund (YFSIX). 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 | YFSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.99 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.16 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.26 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.36 | -0.35 |
Martin ratioReturn relative to average drawdown | 4.93 | 4.42 | +0.51 |
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 | YFSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.99 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.45 | +0.22 |
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 | 0.71 | -0.15 |
Correlation
The correlation between HLEIX and YFSIX is 0.70, 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. YFSIX - Dividend Comparison
HLEIX's dividend yield for the trailing twelve months is around 0.99%, while YFSIX has not paid dividends to shareholders.
| 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% |
YFSIX AMG Yacktman Global Fund | 0.00% | 0.00% | 8.68% | 8.02% | 4.32% | 8.18% | 4.76% | 6.59% | 0.71% | 2.63% | 0.00% | 0.00% |
Drawdowns
HLEIX vs. YFSIX - Drawdown Comparison
The maximum HLEIX drawdown since its inception was -55.22%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for HLEIX and YFSIX.
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Drawdown Indicators
| HLEIX | YFSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.22% | -35.10% | -20.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -14.20% | +2.08% |
Max Drawdown (5Y)Largest decline over 5 years | -24.62% | -25.14% | +0.52% |
Max Drawdown (10Y)Largest decline over 10 years | -33.73% | — | — |
Current DrawdownCurrent decline from peak | -9.14% | -11.03% | +1.89% |
Average DrawdownAverage peak-to-trough decline | -8.83% | -4.93% | -3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 4.38% | -1.88% |
Volatility
HLEIX vs. YFSIX - Volatility Comparison
The current volatility for JPMorgan Equity Index Fund Class I (HLEIX) is 4.33%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 9.23%. This indicates that HLEIX experiences smaller price fluctuations and is considered to be less risky than YFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLEIX | YFSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 9.23% | -4.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 19.89% | -10.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 21.29% | -3.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 15.11% | +1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 16.20% | +1.83% |