PortfoliosLab logoPortfoliosLab logo
HLIEX vs. SCHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HLIEX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity Income Fund (HLIEX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HLIEX vs. SCHG - 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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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

SCHG
SCHG Risk / Return Rank: 4141
Overall Rank
SCHG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4242
Omega Ratio Rank
SCHG Calmar Ratio Rank: 4040
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3939
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. 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.


HLIEXSCHGDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.76

+0.12

Sortino ratio

Return per unit of downside risk

1.29

1.24

+0.04

Omega ratio

Gain probability vs. loss probability

1.20

1.17

+0.02

Calmar ratio

Return relative to maximum drawdown

1.31

1.09

+0.21

Martin ratio

Return relative to average drawdown

5.58

3.71

+1.87

HLIEX vs. SCHG - Sharpe Ratio Comparison

The current HLIEX Sharpe Ratio is 0.88, which is comparable to the SCHG Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of HLIEX and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HLIEXSCHGDifference

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.


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%
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.


Loading graphics...

Drawdown Indicators


HLIEXSCHGDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.30%

-12.51%

+7.21%

Average Drawdown

Average peak-to-trough decline

-6.39%

-5.22%

-1.17%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


HLIEXSCHGDifference

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%