HLIEX vs. SCHG
Compare and contrast key facts about JPMorgan Equity Income Fund (HLIEX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
HLIEX is managed by JPMorgan. It was launched on Jul 2, 1987. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
HLIEX vs. SCHG - Performance Comparison
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HLIEX vs. SCHG - 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, HLIEX achieves a 1.62% return, which is significantly higher than SCHG's -9.73% return. Over the past 10 years, HLIEX has underperformed SCHG with an annualized return of 11.39%, while SCHG has yielded a comparatively higher 16.95% 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%
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
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HLIEX vs. SCHG - Expense Ratio Comparison
HLIEX has a 0.70% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
HLIEX vs. SCHG — Risk / Return Rank
HLIEX
SCHG
HLIEX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund (HLIEX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.76 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.24 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.17 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.09 | +0.21 |
Martin ratioReturn relative to average drawdown | 5.58 | 3.71 | +1.87 |
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 | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.76 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.57 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.79 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.79 | -0.24 |
Correlation
The correlation between HLIEX and SCHG is 0.75, 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. SCHG - Dividend Comparison
HLIEX's dividend yield for the trailing twelve months is around 10.68%, more than SCHG's 0.43% 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
HLIEX vs. SCHG - Drawdown Comparison
The maximum HLIEX drawdown since its inception was -50.33%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for HLIEX and SCHG.
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Drawdown Indicators
| HLIEX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.33% | -34.59% | -15.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -16.41% | +5.07% |
Max Drawdown (5Y)Largest decline over 5 years | -14.85% | -34.59% | +19.74% |
Max Drawdown (10Y)Largest decline over 10 years | -36.89% | -34.59% | -2.30% |
Current DrawdownCurrent decline from peak | -5.30% | -12.51% | +7.21% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -5.22% | -1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 4.84% | -2.19% |
Volatility
HLIEX vs. SCHG - Volatility Comparison
The current volatility for JPMorgan Equity Income Fund (HLIEX) is 4.07%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.77%. This indicates that HLIEX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLIEX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 6.77% | -2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 7.89% | 12.54% | -4.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.28% | 22.45% | -7.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 22.31% | -8.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.79% | 21.51% | -4.72% |