HLIEX vs. HLEIX
Compare and contrast key facts about JPMorgan Equity Income Fund (HLIEX) and JPMorgan Equity Index Fund Class I (HLEIX).
HLIEX is managed by JPMorgan. It was launched on Jul 2, 1987. HLEIX is a passively managed fund by JPMorgan that tracks the performance of the S&P 500 Index. It was launched on Jul 2, 1991.
Performance
HLIEX vs. HLEIX - Performance Comparison
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HLIEX vs. HLEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HLIEX JPMorgan Equity Income Fund | -0.29% | 14.67% | 19.67% | 4.79% | -1.88% | 25.10% | 3.61% | 26.30% | -4.45% | 17.55% |
HLEIX JPMorgan Equity Index Fund Class I | -7.31% | 17.65% | 24.78% | 26.02% | -18.29% | 28.44% | 18.19% | 31.23% | -4.62% | 21.62% |
Returns By Period
In the year-to-date period, HLIEX achieves a -0.29% return, which is significantly higher than HLEIX's -7.31% return. Over the past 10 years, HLIEX has underperformed HLEIX with an annualized return of 11.18%, while HLEIX has yielded a comparatively higher 13.50% annualized return.
HLIEX
- 1D
- -0.04%
- 1M
- -6.36%
- YTD
- -0.29%
- 6M
- 2.15%
- 1Y
- 11.27%
- 3Y*
- 13.63%
- 5Y*
- 9.96%
- 10Y*
- 11.18%
HLEIX
- 1D
- -0.40%
- 1M
- -7.91%
- YTD
- -7.31%
- 6M
- -4.91%
- 1Y
- 13.97%
- 3Y*
- 16.86%
- 5Y*
- 11.14%
- 10Y*
- 13.50%
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HLIEX vs. HLEIX - Expense Ratio Comparison
HLIEX has a 0.70% expense ratio, which is higher than HLEIX's 0.38% expense ratio.
Return for Risk
HLIEX vs. HLEIX — Risk / Return Rank
HLIEX
HLEIX
HLIEX vs. HLEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund (HLIEX) and JPMorgan Equity Index Fund Class I (HLEIX). 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 | HLEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.81 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.26 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.02 | -0.02 |
Martin ratioReturn relative to average drawdown | 4.28 | 4.93 | -0.65 |
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 | HLEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.81 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.66 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.75 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.56 | -0.01 |
Correlation
The correlation between HLIEX and HLEIX is 0.91, 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. HLEIX - Dividend Comparison
HLIEX's dividend yield for the trailing twelve months is around 10.89%, more than HLEIX's 0.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLIEX JPMorgan Equity Income Fund | 10.89% | 10.81% | 14.41% | 2.77% | 3.67% | 3.33% | 1.82% | 2.78% | 5.12% | 2.47% | 2.45% | 2.73% |
HLEIX JPMorgan Equity Index Fund Class I | 0.99% | 1.12% | 1.09% | 1.32% | 1.50% | 2.39% | 1.58% | 2.02% | 2.16% | 2.46% | 11.24% | 20.30% |
Drawdowns
HLIEX vs. HLEIX - Drawdown Comparison
The maximum HLIEX drawdown since its inception was -50.33%, smaller than the maximum HLEIX drawdown of -55.22%. Use the drawdown chart below to compare losses from any high point for HLIEX and HLEIX.
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Drawdown Indicators
| HLIEX | HLEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.33% | -55.22% | +4.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -12.12% | +0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -14.85% | -24.62% | +9.77% |
Max Drawdown (10Y)Largest decline over 10 years | -36.89% | -33.73% | -3.16% |
Current DrawdownCurrent decline from peak | -7.08% | -9.14% | +2.06% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -8.83% | +2.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.50% | +0.13% |
Volatility
HLIEX vs. HLEIX - Volatility Comparison
The current volatility for JPMorgan Equity Income Fund (HLIEX) is 3.42%, while JPMorgan Equity Index Fund Class I (HLEIX) has a volatility of 4.33%. This indicates that HLIEX experiences smaller price fluctuations and is considered to be less risky than HLEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLIEX | HLEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 4.33% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 7.66% | 9.13% | -1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 18.16% | -2.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.27% | 16.85% | -2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 18.03% | -1.25% |