HLIEX vs. FXAIX
Compare and contrast key facts about JPMorgan Equity Income Fund (HLIEX) and Fidelity 500 Index Fund (FXAIX).
HLIEX is managed by JPMorgan Chase. It was launched on Jul 2, 1987. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HLIEX or FXAIX.
Key characteristics
| HLIEX | FXAIX | |
|---|---|---|
| YTD Return | 19.60% | 27.28% |
| 1Y Return | 29.12% | 37.86% |
| 3Y Return (Ann) | 6.02% | 10.36% |
| 5Y Return (Ann) | 9.51% | 16.05% |
| 10Y Return (Ann) | 8.68% | 13.34% |
| Sharpe Ratio | 2.95 | 3.24 |
| Sortino Ratio | 4.16 | 4.29 |
| Omega Ratio | 1.55 | 1.61 |
| Calmar Ratio | 3.43 | 4.74 |
| Martin Ratio | 19.19 | 21.47 |
| Ulcer Index | 1.58% | 1.86% |
| Daily Std Dev | 10.30% | 12.29% |
| Max Drawdown | -75.13% | -33.79% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between HLIEX and FXAIX is 0.90, 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.
Performance
HLIEX vs. FXAIX - Performance Comparison
In the year-to-date period, HLIEX achieves a 19.60% return, which is significantly lower than FXAIX's 27.28% return. Over the past 10 years, HLIEX has underperformed FXAIX with an annualized return of 8.68%, while FXAIX has yielded a comparatively higher 13.34% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HLIEX vs. FXAIX - Expense Ratio Comparison
HLIEX has a 0.70% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
HLIEX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund (HLIEX) and Fidelity 500 Index Fund (FXAIX). 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.
Dividends
HLIEX vs. FXAIX - Dividend Comparison
HLIEX's dividend yield for the trailing twelve months is around 1.74%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLIEX JPMorgan Equity Income Fund | 1.74% | 2.06% | 1.96% | 1.51% | 1.82% | 1.79% | 2.20% | 1.60% | 1.85% | 1.97% | 1.93% | 1.83% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
HLIEX vs. FXAIX - Drawdown Comparison
The maximum HLIEX drawdown since its inception was -75.13%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for HLIEX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
HLIEX vs. FXAIX - Volatility Comparison
JPMorgan Equity Income Fund (HLIEX) and Fidelity 500 Index Fund (FXAIX) have volatilities of 3.90% and 3.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.