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HLIEX vs. OHYFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HLIEX vs. OHYFX - Performance Comparison

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

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HLIEX vs. OHYFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HLIEX
HLIEX Risk / Return Rank: 4545
Overall Rank
HLIEX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
HLIEX Sortino Ratio Rank: 3838
Sortino Ratio Rank
HLIEX Omega Ratio Rank: 4343
Omega Ratio Rank
HLIEX Calmar Ratio Rank: 5151
Calmar Ratio Rank
HLIEX Martin Ratio Rank: 5555
Martin Ratio Rank

OHYFX
OHYFX Risk / Return Rank: 9292
Overall Rank
OHYFX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
OHYFX Sortino Ratio Rank: 9393
Sortino Ratio Rank
OHYFX Omega Ratio Rank: 9595
Omega Ratio Rank
OHYFX Calmar Ratio Rank: 8888
Calmar Ratio Rank
OHYFX Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


HLIEXOHYFXDifference

Sharpe ratio

Return per unit of total volatility

0.88

2.13

-1.25

Sortino ratio

Return per unit of downside risk

1.29

2.88

-1.60

Omega ratio

Gain probability vs. loss probability

1.20

1.52

-0.32

Calmar ratio

Return relative to maximum drawdown

1.31

2.47

-1.16

Martin ratio

Return relative to average drawdown

5.58

11.74

-6.16

HLIEX vs. OHYFX - Sharpe Ratio Comparison

The current HLIEX Sharpe Ratio is 0.88, which is lower than the OHYFX Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of HLIEX and OHYFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HLIEXOHYFXDifference

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.


TTM20252024202320222021202020192018201720162015
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


HLIEXOHYFXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.30%

-1.49%

-3.81%

Average Drawdown

Average peak-to-trough decline

-6.39%

-2.46%

-3.93%

Ulcer Index

Depth 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


HLIEXOHYFXDifference

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%