HLIEX vs. FLCOX
Compare and contrast key facts about JPMorgan Equity Income Fund (HLIEX) and Fidelity Large Cap Value Index Fund (FLCOX).
HLIEX is managed by JPMorgan. It was launched on Jul 2, 1987. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.
Performance
HLIEX vs. FLCOX - Performance Comparison
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HLIEX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HLIEX JPMorgan Equity Income Fund | 1.62% | 14.67% | 19.67% | 4.79% | -1.88% | 25.10% | 3.61% | 26.30% | -4.45% | 16.78% |
FLCOX Fidelity Large Cap Value Index Fund | 2.08% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
Returns By Period
In the year-to-date period, HLIEX achieves a 1.62% return, which is significantly lower than FLCOX's 2.08% 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%
FLCOX
- 1D
- 2.13%
- 1M
- -4.69%
- YTD
- 2.08%
- 6M
- 5.86%
- 1Y
- 15.94%
- 3Y*
- 14.30%
- 5Y*
- 9.21%
- 10Y*
- —
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HLIEX vs. FLCOX - Expense Ratio Comparison
HLIEX has a 0.70% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Return for Risk
HLIEX vs. FLCOX — Risk / Return Rank
HLIEX
FLCOX
HLIEX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund (HLIEX) and Fidelity Large Cap Value Index Fund (FLCOX). 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.
| HLIEX | FLCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.02 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.48 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.44 | -0.13 |
Martin ratioReturn relative to average drawdown | 5.58 | 6.76 | -1.18 |
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
| HLIEX | FLCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.02 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.62 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.54 | +0.02 |
Correlation
The correlation between HLIEX and FLCOX is 0.97, 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. FLCOX - Dividend Comparison
HLIEX's dividend yield for the trailing twelve months is around 10.68%, more than FLCOX's 1.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FLCOX Fidelity Large Cap Value Index Fund | 1.48% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
Drawdowns
HLIEX vs. FLCOX - Drawdown Comparison
The maximum HLIEX drawdown since its inception was -50.33%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for HLIEX and FLCOX.
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Drawdown Indicators
| HLIEX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.33% | -38.28% | -12.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -11.81% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -14.85% | -19.00% | +4.15% |
Max Drawdown (10Y)Largest decline over 10 years | -36.89% | — | — |
Current DrawdownCurrent decline from peak | -5.30% | -4.82% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -4.52% | -1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.51% | +0.14% |
Volatility
HLIEX vs. FLCOX - Volatility Comparison
The current volatility for JPMorgan Equity Income Fund (HLIEX) is 4.07%, while Fidelity Large Cap Value Index Fund (FLCOX) has a volatility of 4.38%. This indicates that HLIEX experiences smaller price fluctuations and is considered to be less risky than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLIEX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 4.38% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 7.89% | 8.29% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.28% | 15.73% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 14.83% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.79% | 17.73% | -0.94% |