HLIEX vs. GSFTX
Compare and contrast key facts about JPMorgan Equity Income Fund (HLIEX) and Columbia Dividend Income Fund (GSFTX).
HLIEX is managed by JPMorgan Chase. It was launched on Jul 2, 1987. GSFTX is managed by Columbia Threadneedle. It was launched on Mar 4, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HLIEX or GSFTX.
Key characteristics
| HLIEX | GSFTX | |
|---|---|---|
| YTD Return | 18.76% | 18.61% |
| 1Y Return | 28.21% | 28.01% |
| 3Y Return (Ann) | 5.76% | 8.53% |
| 5Y Return (Ann) | 9.35% | 12.04% |
| 10Y Return (Ann) | 8.60% | 11.26% |
| Sharpe Ratio | 2.74 | 2.93 |
| Sortino Ratio | 3.88 | 4.14 |
| Omega Ratio | 1.51 | 1.54 |
| Calmar Ratio | 3.18 | 5.67 |
| Martin Ratio | 17.80 | 19.25 |
| Ulcer Index | 1.58% | 1.44% |
| Daily Std Dev | 10.31% | 9.46% |
| Max Drawdown | -75.13% | -47.69% |
| Current Drawdown | -0.70% | -0.45% |
Correlation
The correlation between HLIEX and GSFTX is 0.95, 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. GSFTX - Performance Comparison
The year-to-date returns for both stocks are quite close, with HLIEX having a 18.76% return and GSFTX slightly lower at 18.61%. Over the past 10 years, HLIEX has underperformed GSFTX with an annualized return of 8.60%, while GSFTX has yielded a comparatively higher 11.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
HLIEX vs. GSFTX - Expense Ratio Comparison
HLIEX has a 0.70% expense ratio, which is higher than GSFTX's 0.66% expense ratio.
Risk-Adjusted Performance
HLIEX vs. GSFTX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund (HLIEX) and Columbia Dividend Income Fund (GSFTX). 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. GSFTX - Dividend Comparison
HLIEX's dividend yield for the trailing twelve months is around 1.75%, more than GSFTX's 1.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLIEX JPMorgan Equity Income Fund | 1.75% | 2.06% | 1.96% | 1.51% | 1.82% | 1.79% | 2.20% | 1.60% | 1.85% | 1.97% | 1.93% | 1.83% |
GSFTX Columbia Dividend Income Fund | 1.70% | 1.95% | 1.93% | 1.46% | 1.74% | 1.82% | 2.22% | 1.78% | 1.94% | 2.92% | 2.26% | 1.94% |
Drawdowns
HLIEX vs. GSFTX - Drawdown Comparison
The maximum HLIEX drawdown since its inception was -75.13%, which is greater than GSFTX's maximum drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for HLIEX and GSFTX. For additional features, visit the drawdowns tool.
Volatility
HLIEX vs. GSFTX - Volatility Comparison
JPMorgan Equity Income Fund (HLIEX) has a higher volatility of 3.92% compared to Columbia Dividend Income Fund (GSFTX) at 3.22%. This indicates that HLIEX's price experiences larger fluctuations and is considered to be riskier than GSFTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.