HLIPX vs. DODIX
Compare and contrast key facts about JPMorgan Core Plus Bond Fund (HLIPX) and Dodge & Cox Income Fund (DODIX).
HLIPX is managed by JPMorgan Chase. It was launched on Mar 5, 1993. DODIX is managed by Dodge & Cox.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HLIPX or DODIX.
Key characteristics
| HLIPX | DODIX | |
|---|---|---|
| YTD Return | 2.80% | 2.63% |
| 1Y Return | 9.58% | 9.59% |
| 3Y Return (Ann) | -1.74% | -0.51% |
| 5Y Return (Ann) | 0.12% | 1.45% |
| 10Y Return (Ann) | 1.69% | 2.60% |
| Sharpe Ratio | 1.68 | 1.58 |
| Sortino Ratio | 2.50 | 2.34 |
| Omega Ratio | 1.30 | 1.28 |
| Calmar Ratio | 0.66 | 0.85 |
| Martin Ratio | 6.87 | 6.24 |
| Ulcer Index | 1.42% | 1.54% |
| Daily Std Dev | 5.79% | 6.07% |
| Max Drawdown | -19.44% | -16.38% |
| Current Drawdown | -6.62% | -3.66% |
Correlation
The correlation between HLIPX and DODIX is 0.85, 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.
Performance
HLIPX vs. DODIX - Performance Comparison
In the year-to-date period, HLIPX achieves a 2.80% return, which is significantly higher than DODIX's 2.63% return. Over the past 10 years, HLIPX has underperformed DODIX with an annualized return of 1.69%, while DODIX has yielded a comparatively higher 2.60% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HLIPX vs. DODIX - Expense Ratio Comparison
HLIPX has a 0.46% expense ratio, which is higher than DODIX's 0.41% expense ratio.
Risk-Adjusted Performance
HLIPX vs. DODIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Plus Bond Fund (HLIPX) and Dodge & Cox Income Fund (DODIX). 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.
Dividends
HLIPX vs. DODIX - Dividend Comparison
HLIPX's dividend yield for the trailing twelve months is around 4.73%, more than DODIX's 4.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLIPX JPMorgan Core Plus Bond Fund | 4.73% | 4.01% | 3.37% | 2.57% | 2.74% | 3.26% | 3.11% | 2.84% | 2.77% | 3.03% | 3.44% | 3.79% |
DODIX Dodge & Cox Income Fund | 4.17% | 3.86% | 2.84% | 1.89% | 2.44% | 3.04% | 3.00% | 2.76% | 3.11% | 3.03% | 3.84% | 3.07% |
Drawdowns
HLIPX vs. DODIX - Drawdown Comparison
The maximum HLIPX drawdown since its inception was -19.44%, which is greater than DODIX's maximum drawdown of -16.38%. Use the drawdown chart below to compare losses from any high point for HLIPX and DODIX. For additional features, visit the drawdowns tool.
Volatility
HLIPX vs. DODIX - Volatility Comparison
The current volatility for JPMorgan Core Plus Bond Fund (HLIPX) is 1.71%, while Dodge & Cox Income Fund (DODIX) has a volatility of 1.85%. This indicates that HLIPX experiences smaller price fluctuations and is considered to be less risky than DODIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.