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. It was launched on Jul 2, 1987. PRDGX is managed by T. Rowe Price. It was launched on Dec 30, 1992.
Performance
HLIEX vs. PRDGX - Performance Comparison
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HLIEX vs. PRDGX - 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% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | -0.55% | 14.74% | 13.48% | 13.68% | -10.22% | 26.03% | 13.92% | 31.76% | -1.06% | 18.89% |
Returns By Period
In the year-to-date period, HLIEX achieves a 1.62% return, which is significantly higher than PRDGX's -0.55% return. Over the past 10 years, HLIEX has underperformed PRDGX with an annualized return of 11.39%, while PRDGX has yielded a comparatively higher 12.31% 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%
PRDGX
- 1D
- 1.97%
- 1M
- -5.22%
- YTD
- -0.55%
- 6M
- 1.72%
- 1Y
- 11.40%
- 3Y*
- 13.02%
- 5Y*
- 9.49%
- 10Y*
- 12.31%
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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.
Return for Risk
HLIEX vs. PRDGX — Risk / Return Rank
HLIEX
PRDGX
HLIEX vs. PRDGX - Risk-Adjusted Trends 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.
| HLIEX | PRDGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.77 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.17 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.18 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.13 | +0.18 |
Martin ratioReturn relative to average drawdown | 5.58 | 5.36 | +0.22 |
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 | PRDGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.77 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.68 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.78 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.65 | -0.09 |
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.
Dividends
HLIEX vs. PRDGX - Dividend Comparison
HLIEX's dividend yield for the trailing twelve months is around 10.68%, more than PRDGX's 8.14% 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% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 8.14% | 8.02% | 4.66% | 2.78% | 3.81% | 2.00% | 1.03% | 2.33% | 3.67% | 1.82% | 3.07% | 7.57% |
Drawdowns
HLIEX vs. PRDGX - Drawdown Comparison
The maximum HLIEX drawdown since its inception was -50.33%, roughly equal to the maximum PRDGX drawdown of -49.79%. Use the drawdown chart below to compare losses from any high point for HLIEX and PRDGX.
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Drawdown Indicators
| HLIEX | PRDGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.33% | -49.79% | -0.54% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -11.28% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -14.85% | -19.31% | +4.46% |
Max Drawdown (10Y)Largest decline over 10 years | -36.89% | -33.18% | -3.71% |
Current DrawdownCurrent decline from peak | -5.30% | -5.50% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -5.44% | -0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.37% | +0.28% |
Volatility
HLIEX vs. PRDGX - Volatility Comparison
JPMorgan Equity Income Fund (HLIEX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) have volatilities of 4.07% and 4.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLIEX | PRDGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 4.13% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 7.89% | 7.61% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.28% | 15.09% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 14.08% | +0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.79% | 15.87% | +0.92% |