HLIEX vs. PRDGX
Compare and contrast key facts about JPMorgan Equity Income Fund (HLIEX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX).
HLIEX is managed by JPMorgan Chase. It was launched on Jul 2, 1987. PRDGX is managed by T. Rowe Price. It was launched on Dec 30, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HLIEX or PRDGX.
Key characteristics
| HLIEX | PRDGX | |
|---|---|---|
| YTD Return | 18.09% | 17.34% |
| 1Y Return | 27.62% | 26.94% |
| 3Y Return (Ann) | 5.54% | 7.33% |
| 5Y Return (Ann) | 9.23% | 12.57% |
| 10Y Return (Ann) | 8.51% | 12.00% |
| Sharpe Ratio | 2.65 | 2.80 |
| Sortino Ratio | 3.76 | 3.90 |
| Omega Ratio | 1.49 | 1.52 |
| Calmar Ratio | 2.81 | 4.14 |
| Martin Ratio | 17.27 | 19.17 |
| Ulcer Index | 1.59% | 1.41% |
| Daily Std Dev | 10.34% | 9.69% |
| Max Drawdown | -75.13% | -49.79% |
| Current Drawdown | -0.56% | -0.78% |
Correlation
The correlation between HLIEX and PRDGX is 0.94, 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. PRDGX - Performance Comparison
The year-to-date returns for both stocks are quite close, with HLIEX having a 18.09% return and PRDGX slightly lower at 17.34%. Over the past 10 years, HLIEX has underperformed PRDGX with an annualized return of 8.51%, while PRDGX has yielded a comparatively higher 12.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HLIEX vs. PRDGX - Expense Ratio Comparison
HLIEX has a 0.70% expense ratio, which is higher than PRDGX's 0.62% expense ratio.
Risk-Adjusted Performance
HLIEX vs. PRDGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund (HLIEX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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. PRDGX - Dividend Comparison
HLIEX's dividend yield for the trailing twelve months is around 1.76%, more than PRDGX's 0.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLIEX JPMorgan Equity Income Fund | 1.76% | 2.06% | 1.96% | 1.51% | 1.82% | 1.79% | 2.20% | 1.60% | 1.85% | 1.97% | 1.93% | 1.83% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 0.99% | 1.16% | 1.14% | 0.78% | 1.03% | 1.24% | 1.76% | 1.22% | 1.53% | 1.78% | 1.30% | 1.22% |
Drawdowns
HLIEX vs. PRDGX - Drawdown Comparison
The maximum HLIEX drawdown since its inception was -75.13%, which is greater than PRDGX's maximum drawdown of -49.79%. Use the drawdown chart below to compare losses from any high point for HLIEX and PRDGX. For additional features, visit the drawdowns tool.
Volatility
HLIEX vs. PRDGX - Volatility Comparison
JPMorgan Equity Income Fund (HLIEX) has a higher volatility of 3.98% compared to T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) at 3.18%. This indicates that HLIEX's price experiences larger fluctuations and is considered to be riskier than PRDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.