HLIEX vs. VOO
Compare and contrast key facts about JPMorgan Equity Income Fund (HLIEX) and Vanguard S&P 500 ETF (VOO).
HLIEX is managed by JPMorgan. It was launched on Jul 2, 1987. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
HLIEX vs. VOO - Performance Comparison
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HLIEX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, HLIEX achieves a 1.62% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, HLIEX has underperformed VOO with an annualized return of 11.39%, while VOO has yielded a comparatively higher 14.14% 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%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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HLIEX vs. VOO - Expense Ratio Comparison
HLIEX has a 0.70% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
HLIEX vs. VOO — Risk / Return Rank
HLIEX
VOO
HLIEX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund (HLIEX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.01 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.53 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.55 | -0.25 |
Martin ratioReturn relative to average drawdown | 5.58 | 7.31 | -1.73 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.01 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.71 | +0.01 |
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 | 0.83 | -0.28 |
Correlation
The correlation between HLIEX and VOO is 0.89, 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. VOO - Dividend Comparison
HLIEX's dividend yield for the trailing twelve months is around 10.68%, more than VOO's 1.18% 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
HLIEX vs. VOO - Drawdown Comparison
The maximum HLIEX drawdown since its inception was -50.33%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for HLIEX and VOO.
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Drawdown Indicators
| HLIEX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.33% | -33.99% | -16.34% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -11.98% | +0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -14.85% | -24.52% | +9.67% |
Max Drawdown (10Y)Largest decline over 10 years | -36.89% | -33.99% | -2.90% |
Current DrawdownCurrent decline from peak | -5.30% | -5.55% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -3.72% | -2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.55% | +0.10% |
Volatility
HLIEX vs. VOO - Volatility Comparison
The current volatility for JPMorgan Equity Income Fund (HLIEX) is 4.07%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that HLIEX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLIEX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 5.34% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.89% | 9.47% | -1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.28% | 18.11% | -2.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 16.82% | -2.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.79% | 17.99% | -1.20% |