HLGEX vs. JEPIX
Compare and contrast key facts about JPMorgan Mid Cap Growth Fund (HLGEX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
HLGEX is managed by JPMorgan. It was launched on Mar 2, 1989. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
HLGEX vs. JEPIX - Performance Comparison
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HLGEX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
HLGEX JPMorgan Mid Cap Growth Fund | -9.35% | 8.65% | 22.80% | 23.11% | -27.08% | 10.67% | 48.33% | 39.73% | -17.91% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -2.35% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Returns By Period
In the year-to-date period, HLGEX achieves a -9.35% return, which is significantly lower than JEPIX's -2.35% return.
HLGEX
- 1D
- -1.19%
- 1M
- -9.76%
- YTD
- -9.35%
- 6M
- -12.03%
- 1Y
- 8.52%
- 3Y*
- 11.39%
- 5Y*
- 3.47%
- 10Y*
- 12.27%
JEPIX
- 1D
- 0.15%
- 1M
- -7.28%
- YTD
- -2.35%
- 6M
- 0.41%
- 1Y
- 4.98%
- 3Y*
- 8.50%
- 5Y*
- 7.58%
- 10Y*
- —
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HLGEX vs. JEPIX - Expense Ratio Comparison
HLGEX has a 0.89% expense ratio, which is higher than JEPIX's 0.63% expense ratio.
Return for Risk
HLGEX vs. JEPIX — Risk / Return Rank
HLGEX
JEPIX
HLGEX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Growth Fund (HLGEX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). 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.
| HLGEX | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.35 | 0.48 | -0.13 |
Sortino ratioReturn per unit of downside risk | 0.66 | 0.78 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.12 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.41 | 0.49 | -0.08 |
Martin ratioReturn relative to average drawdown | 1.31 | 2.28 | -0.97 |
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
| HLGEX | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 0.48 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.67 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.47 | +0.02 |
Correlation
The correlation between HLGEX and JEPIX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
HLGEX vs. JEPIX - Dividend Comparison
HLGEX's dividend yield for the trailing twelve months is around 10.40%, more than JEPIX's 7.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLGEX JPMorgan Mid Cap Growth Fund | 10.40% | 9.43% | 14.70% | 0.00% | 0.79% | 8.87% | 10.61% | 7.29% | 7.26% | 6.41% | 0.04% | 5.32% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.69% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HLGEX vs. JEPIX - Drawdown Comparison
The maximum HLGEX drawdown since its inception was -57.65%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for HLGEX and JEPIX.
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Drawdown Indicators
| HLGEX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.65% | -32.63% | -25.02% |
Max Drawdown (1Y)Largest decline over 1 year | -14.19% | -10.49% | -3.70% |
Max Drawdown (5Y)Largest decline over 5 years | -37.16% | -13.67% | -23.49% |
Max Drawdown (10Y)Largest decline over 10 years | -37.16% | — | — |
Current DrawdownCurrent decline from peak | -14.19% | -7.28% | -6.91% |
Average DrawdownAverage peak-to-trough decline | -11.46% | -3.19% | -8.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.40% | 2.24% | +2.16% |
Volatility
HLGEX vs. JEPIX - Volatility Comparison
JPMorgan Mid Cap Growth Fund (HLGEX) has a higher volatility of 6.28% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 3.47%. This indicates that HLGEX's price experiences larger fluctuations and is considered to be riskier than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLGEX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 3.47% | +2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 13.18% | 6.47% | +6.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.79% | 13.70% | +9.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.26% | 11.39% | +10.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.87% | 14.84% | +7.03% |