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HLIEX vs. FBGKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HLIEX vs. FBGKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity Income Fund (HLIEX) and Fidelity Blue Chip Growth Fund Class K (FBGKX). The values are adjusted to include any dividend payments, if applicable.

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HLIEX vs. FBGKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HLIEX
JPMorgan Equity Income Fund
1.62%14.67%19.67%4.79%-1.88%25.10%3.61%26.30%-4.45%17.55%
FBGKX
Fidelity Blue Chip Growth Fund Class K
-7.10%19.99%39.87%55.76%-38.40%22.74%62.35%33.56%1.11%36.08%

Returns By Period

In the year-to-date period, HLIEX achieves a 1.62% return, which is significantly higher than FBGKX's -7.10% return. Over the past 10 years, HLIEX has underperformed FBGKX with an annualized return of 11.39%, while FBGKX has yielded a comparatively higher 19.18% annualized return.


HLIEX

1D
1.91%
1M
-4.61%
YTD
1.62%
6M
4.26%
1Y
13.54%
3Y*
14.35%
5Y*
10.23%
10Y*
11.39%

FBGKX

1D
4.54%
1M
-5.07%
YTD
-7.10%
6M
-4.01%
1Y
26.86%
3Y*
26.63%
5Y*
11.83%
10Y*
19.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HLIEX vs. FBGKX - Expense Ratio Comparison

HLIEX has a 0.70% expense ratio, which is higher than FBGKX's 0.68% expense ratio.


Return for Risk

HLIEX vs. FBGKX — Risk / Return Rank

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

HLIEX
HLIEX Risk / Return Rank: 4545
Overall Rank
HLIEX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
HLIEX Sortino Ratio Rank: 3838
Sortino Ratio Rank
HLIEX Omega Ratio Rank: 4343
Omega Ratio Rank
HLIEX Calmar Ratio Rank: 5151
Calmar Ratio Rank
HLIEX Martin Ratio Rank: 5555
Martin Ratio Rank

FBGKX
FBGKX Risk / Return Rank: 6868
Overall Rank
FBGKX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FBGKX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FBGKX Omega Ratio Rank: 6363
Omega Ratio Rank
FBGKX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FBGKX Martin Ratio Rank: 7272
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.

HLIEX vs. FBGKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund (HLIEX) and Fidelity Blue Chip Growth Fund Class K (FBGKX). 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.


HLIEXFBGKXDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.14

-0.25

Sortino ratio

Return per unit of downside risk

1.29

1.73

-0.45

Omega ratio

Gain probability vs. loss probability

1.20

1.25

-0.05

Calmar ratio

Return relative to maximum drawdown

1.31

1.75

-0.45

Martin ratio

Return relative to average drawdown

5.58

6.94

-1.36

HLIEX vs. FBGKX - Sharpe Ratio Comparison

The current HLIEX Sharpe Ratio is 0.88, which is comparable to the FBGKX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of HLIEX and FBGKX, 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


HLIEXFBGKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.14

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.48

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.81

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.64

-0.09

Correlation

The correlation between HLIEX and FBGKX is 0.74, 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

HLIEX vs. FBGKX - Dividend Comparison

HLIEX's dividend yield for the trailing twelve months is around 10.68%, more than FBGKX's 2.03% yield.


TTM20252024202320222021202020192018201720162015
HLIEX
JPMorgan Equity Income Fund
10.68%10.81%14.41%2.77%3.67%3.33%1.82%2.78%5.12%2.47%2.45%2.73%
FBGKX
Fidelity Blue Chip Growth Fund Class K
2.03%1.89%6.00%0.93%0.56%8.77%6.41%3.70%6.41%4.26%4.22%5.36%

Drawdowns

HLIEX vs. FBGKX - Drawdown Comparison

The maximum HLIEX drawdown since its inception was -50.33%, roughly equal to the maximum FBGKX drawdown of -48.90%. Use the drawdown chart below to compare losses from any high point for HLIEX and FBGKX.


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Drawdown Indicators


HLIEXFBGKXDifference

Max Drawdown

Largest peak-to-trough decline

-50.33%

-48.90%

-1.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

-13.89%

+2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-14.85%

-43.03%

+28.18%

Max Drawdown (10Y)

Largest decline over 10 years

-36.89%

-43.03%

+6.14%

Current Drawdown

Current decline from peak

-5.30%

-8.67%

+3.37%

Average Drawdown

Average peak-to-trough decline

-6.39%

-8.43%

+2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

3.51%

-0.86%

Volatility

HLIEX vs. FBGKX - Volatility Comparison

The current volatility for JPMorgan Equity Income Fund (HLIEX) is 4.07%, while Fidelity Blue Chip Growth Fund Class K (FBGKX) has a volatility of 7.83%. This indicates that HLIEX experiences smaller price fluctuations and is considered to be less risky than FBGKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HLIEXFBGKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

7.83%

-3.76%

Volatility (6M)

Calculated over the trailing 6-month period

7.89%

14.09%

-6.20%

Volatility (1Y)

Calculated over the trailing 1-year period

15.28%

25.03%

-9.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.30%

24.92%

-10.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.79%

23.62%

-6.83%