HLIEX vs. YAFFX
Compare and contrast key facts about JPMorgan Equity Income Fund (HLIEX) and AMG Yacktman Focused Fund (YAFFX).
HLIEX is managed by JPMorgan. It was launched on Jul 2, 1987. YAFFX is managed by AMG. It was launched on May 1, 1997.
Performance
HLIEX vs. YAFFX - Performance Comparison
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HLIEX vs. YAFFX - 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% |
YAFFX AMG Yacktman Focused Fund | 8.59% | 3.89% | 9.30% | 16.53% | -8.20% | 16.48% | 17.22% | 19.21% | 2.99% | 20.07% |
Returns By Period
In the year-to-date period, HLIEX achieves a -0.29% return, which is significantly lower than YAFFX's 8.59% return. Both investments have delivered pretty close results over the past 10 years, with HLIEX having a 11.18% annualized return and YAFFX not far behind at 10.91%.
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%
YAFFX
- 1D
- -0.76%
- 1M
- -8.71%
- YTD
- 8.59%
- 6M
- -1.14%
- 1Y
- 11.37%
- 3Y*
- 11.67%
- 5Y*
- 7.33%
- 10Y*
- 10.91%
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HLIEX vs. YAFFX - Expense Ratio Comparison
HLIEX has a 0.70% expense ratio, which is lower than YAFFX's 1.25% expense ratio.
Return for Risk
HLIEX vs. YAFFX — Risk / Return Rank
HLIEX
YAFFX
HLIEX vs. YAFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund (HLIEX) and AMG Yacktman Focused Fund (YAFFX). 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 | YAFFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.49 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.22 | 0.67 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.16 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 0.57 | +0.42 |
Martin ratioReturn relative to average drawdown | 4.28 | 2.02 | +2.26 |
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 | YAFFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.49 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.41 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.67 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.58 | -0.03 |
Correlation
The correlation between HLIEX and YAFFX 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. YAFFX - Dividend Comparison
HLIEX's dividend yield for the trailing twelve months is around 10.89%, while YAFFX has not paid dividends to shareholders.
| 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% |
YAFFX AMG Yacktman Focused Fund | 0.00% | 0.00% | 18.44% | 4.42% | 7.60% | 4.70% | 11.87% | 15.84% | 22.15% | 11.82% | 11.81% | 24.36% |
Drawdowns
HLIEX vs. YAFFX - Drawdown Comparison
The maximum HLIEX drawdown since its inception was -50.33%, which is greater than YAFFX's maximum drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for HLIEX and YAFFX.
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Drawdown Indicators
| HLIEX | YAFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.33% | -43.80% | -6.53% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -17.08% | +5.74% |
Max Drawdown (5Y)Largest decline over 5 years | -14.85% | -21.31% | +6.46% |
Max Drawdown (10Y)Largest decline over 10 years | -36.89% | -30.62% | -6.27% |
Current DrawdownCurrent decline from peak | -7.08% | -8.71% | +1.63% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -6.24% | -0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 4.83% | -2.20% |
Volatility
HLIEX vs. YAFFX - Volatility Comparison
The current volatility for JPMorgan Equity Income Fund (HLIEX) is 3.42%, while AMG Yacktman Focused Fund (YAFFX) has a volatility of 7.76%. This indicates that HLIEX experiences smaller price fluctuations and is considered to be less risky than YAFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLIEX | YAFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 7.76% | -4.34% |
Volatility (6M)Calculated over the trailing 6-month period | 7.66% | 21.51% | -13.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 22.92% | -7.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.27% | 17.85% | -3.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 16.39% | +0.39% |