HLIEX vs. OHYFX
Compare and contrast key facts about JPMorgan Equity Income Fund (HLIEX) and JPMorgan High Yield Fund (OHYFX).
HLIEX is managed by JPMorgan. It was launched on Jul 2, 1987. OHYFX is managed by JPMorgan. It was launched on Nov 13, 1998.
Performance
HLIEX vs. OHYFX - Performance Comparison
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HLIEX vs. OHYFX - 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% | 17.55% |
OHYFX JPMorgan High Yield Fund | -0.68% | 8.37% | 8.64% | 11.80% | -10.32% | 6.76% | 2.85% | 13.47% | -2.84% | 6.66% |
Returns By Period
In the year-to-date period, HLIEX achieves a 1.62% return, which is significantly higher than OHYFX's -0.68% return. Over the past 10 years, HLIEX has outperformed OHYFX with an annualized return of 11.39%, while OHYFX has yielded a comparatively lower 5.34% annualized 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%
OHYFX
- 1D
- 0.47%
- 1M
- -1.22%
- YTD
- -0.68%
- 6M
- 0.92%
- 1Y
- 6.48%
- 3Y*
- 8.31%
- 5Y*
- 4.13%
- 10Y*
- 5.34%
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HLIEX vs. OHYFX - Expense Ratio Comparison
HLIEX has a 0.70% expense ratio, which is higher than OHYFX's 0.65% expense ratio.
Return for Risk
HLIEX vs. OHYFX — Risk / Return Rank
HLIEX
OHYFX
HLIEX vs. OHYFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund (HLIEX) and JPMorgan High Yield Fund (OHYFX). 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 | OHYFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 2.13 | -1.25 |
Sortino ratioReturn per unit of downside risk | 1.29 | 2.88 | -1.60 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.52 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.47 | -1.16 |
Martin ratioReturn relative to average drawdown | 5.58 | 11.74 | -6.16 |
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 | OHYFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 2.13 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.88 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.96 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 1.24 | -0.69 |
Correlation
The correlation between HLIEX and OHYFX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
HLIEX vs. OHYFX - Dividend Comparison
HLIEX's dividend yield for the trailing twelve months is around 10.68%, more than OHYFX's 6.04% 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% |
OHYFX JPMorgan High Yield Fund | 6.04% | 6.46% | 7.18% | 6.46% | 6.02% | 4.74% | 4.63% | 5.75% | 6.19% | 5.67% | 5.51% | 6.23% |
Drawdowns
HLIEX vs. OHYFX - Drawdown Comparison
The maximum HLIEX drawdown since its inception was -50.33%, which is greater than OHYFX's maximum drawdown of -29.34%. Use the drawdown chart below to compare losses from any high point for HLIEX and OHYFX.
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Drawdown Indicators
| HLIEX | OHYFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.33% | -29.34% | -20.99% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -2.63% | -8.71% |
Max Drawdown (5Y)Largest decline over 5 years | -14.85% | -13.77% | -1.08% |
Max Drawdown (10Y)Largest decline over 10 years | -36.89% | -23.27% | -13.62% |
Current DrawdownCurrent decline from peak | -5.30% | -1.49% | -3.81% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -2.46% | -3.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 0.55% | +2.10% |
Volatility
HLIEX vs. OHYFX - Volatility Comparison
JPMorgan Equity Income Fund (HLIEX) has a higher volatility of 4.07% compared to JPMorgan High Yield Fund (OHYFX) at 1.42%. This indicates that HLIEX's price experiences larger fluctuations and is considered to be riskier than OHYFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLIEX | OHYFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 1.42% | +2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 7.89% | 1.88% | +6.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.28% | 3.13% | +12.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 4.72% | +9.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.79% | 5.57% | +11.22% |