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HLIEX vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HLIEX and JEPI is 0.84, 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.


-0.50.00.51.00.8

Performance

HLIEX vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity Income Fund (HLIEX) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-0.08%
6.44%
HLIEX
JEPI

Key characteristics

Sharpe Ratio

HLIEX:

0.61

JEPI:

1.90

Sortino Ratio

HLIEX:

0.85

JEPI:

2.58

Omega Ratio

HLIEX:

1.13

JEPI:

1.37

Calmar Ratio

HLIEX:

0.54

JEPI:

3.08

Martin Ratio

HLIEX:

2.77

JEPI:

12.32

Ulcer Index

HLIEX:

2.68%

JEPI:

1.15%

Daily Std Dev

HLIEX:

12.13%

JEPI:

7.49%

Max Drawdown

HLIEX:

-75.13%

JEPI:

-13.71%

Current Drawdown

HLIEX:

-12.50%

JEPI:

-3.37%

Returns By Period

In the year-to-date period, HLIEX achieves a 6.39% return, which is significantly lower than JEPI's 13.49% return.


HLIEX

YTD

6.39%

1M

-11.70%

6M

-0.08%

1Y

7.01%

5Y*

6.38%

10Y*

7.24%

JEPI

YTD

13.49%

1M

-2.30%

6M

6.44%

1Y

14.08%

5Y*

N/A

10Y*

N/A

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. JEPI - Expense Ratio Comparison

HLIEX has a 0.70% expense ratio, which is higher than JEPI's 0.35% expense ratio.


HLIEX
JPMorgan Equity Income Fund
Expense ratio chart for HLIEX: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

HLIEX vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund (HLIEX) and JPMorgan Equity Premium Income ETF (JEPI). 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.


Sharpe ratio
The chart of Sharpe ratio for HLIEX, currently valued at 0.61, compared to the broader market-1.000.001.002.003.004.000.611.90
The chart of Sortino ratio for HLIEX, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.0010.000.852.58
The chart of Omega ratio for HLIEX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.37
The chart of Calmar ratio for HLIEX, currently valued at 0.54, compared to the broader market0.002.004.006.008.0010.0012.0014.000.543.08
The chart of Martin ratio for HLIEX, currently valued at 2.77, compared to the broader market0.0020.0040.0060.002.7712.32
HLIEX
JEPI

The current HLIEX Sharpe Ratio is 0.61, which is lower than the JEPI Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of HLIEX and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.61
1.90
HLIEX
JEPI

Dividends

HLIEX vs. JEPI - Dividend Comparison

HLIEX's dividend yield for the trailing twelve months is around 1.72%, less than JEPI's 7.28% yield.


TTM20232022202120202019201820172016201520142013
HLIEX
JPMorgan Equity Income Fund
1.72%2.06%1.96%1.51%1.82%1.79%2.20%1.60%1.85%1.97%1.93%1.83%
JEPI
JPMorgan Equity Premium Income ETF
7.28%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HLIEX vs. JEPI - Drawdown Comparison

The maximum HLIEX drawdown since its inception was -75.13%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for HLIEX and JEPI. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.50%
-3.37%
HLIEX
JEPI

Volatility

HLIEX vs. JEPI - Volatility Comparison

JPMorgan Equity Income Fund (HLIEX) has a higher volatility of 6.85% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.81%. This indicates that HLIEX's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.85%
2.81%
HLIEX
JEPI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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