HLIEX vs. VUG
Compare and contrast key facts about JPMorgan Equity Income Fund (HLIEX) and Vanguard Growth ETF (VUG).
HLIEX is managed by JPMorgan. It was launched on Jul 2, 1987. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Growth Index. It was launched on Nov 13, 2000.
Performance
HLIEX vs. VUG - Performance Comparison
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HLIEX vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HLIEX JPMorgan Equity Income Fund | -0.29% | 14.67% | 19.67% | 4.79% | -1.88% | 25.10% | 3.61% | 26.30% | -4.45% | 17.55% |
VUG Vanguard Growth ETF | -10.37% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Returns By Period
In the year-to-date period, HLIEX achieves a -0.29% return, which is significantly higher than VUG's -10.37% return. Over the past 10 years, HLIEX has underperformed VUG with an annualized return of 11.18%, while VUG has yielded a comparatively higher 16.03% annualized return.
HLIEX
- 1D
- -0.04%
- 1M
- -6.36%
- YTD
- -0.29%
- 6M
- 2.15%
- 1Y
- 11.27%
- 3Y*
- 13.63%
- 5Y*
- 9.96%
- 10Y*
- 11.18%
VUG
- 1D
- 4.00%
- 1M
- -5.12%
- YTD
- -10.37%
- 6M
- -8.73%
- 1Y
- 18.30%
- 3Y*
- 21.15%
- 5Y*
- 11.43%
- 10Y*
- 16.03%
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HLIEX vs. VUG - Expense Ratio Comparison
HLIEX has a 0.70% expense ratio, which is higher than VUG's 0.03% expense ratio.
Return for Risk
HLIEX vs. VUG — Risk / Return Rank
HLIEX
VUG
HLIEX vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund (HLIEX) and Vanguard Growth ETF (VUG). 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 | VUG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.81 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.31 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.18 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.11 | -0.12 |
Martin ratioReturn relative to average drawdown | 4.28 | 3.96 | +0.33 |
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 | VUG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.81 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.52 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.75 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.57 | -0.02 |
Correlation
The correlation between HLIEX and VUG is 0.79, 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. VUG - Dividend Comparison
HLIEX's dividend yield for the trailing twelve months is around 10.89%, more than VUG's 0.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLIEX JPMorgan Equity Income Fund | 10.89% | 10.81% | 14.41% | 2.77% | 3.67% | 3.33% | 1.82% | 2.78% | 5.12% | 2.47% | 2.45% | 2.73% |
VUG Vanguard Growth ETF | 0.46% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Drawdowns
HLIEX vs. VUG - Drawdown Comparison
The maximum HLIEX drawdown since its inception was -50.33%, roughly equal to the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for HLIEX and VUG.
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Drawdown Indicators
| HLIEX | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.33% | -50.68% | +0.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -16.53% | +5.19% |
Max Drawdown (5Y)Largest decline over 5 years | -14.85% | -35.61% | +20.76% |
Max Drawdown (10Y)Largest decline over 10 years | -36.89% | -35.61% | -1.28% |
Current DrawdownCurrent decline from peak | -7.08% | -13.20% | +6.12% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -7.13% | +0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 4.66% | -2.03% |
Volatility
HLIEX vs. VUG - Volatility Comparison
The current volatility for JPMorgan Equity Income Fund (HLIEX) is 3.42%, while Vanguard Growth ETF (VUG) has a volatility of 7.00%. This indicates that HLIEX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLIEX | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 7.00% | -3.58% |
Volatility (6M)Calculated over the trailing 6-month period | 7.66% | 12.65% | -4.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 22.68% | -7.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.27% | 22.23% | -7.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 21.38% | -4.60% |