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HLIPX vs. FEQIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HLIPX vs. FEQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Core Plus Bond Fund (HLIPX) and Fidelity Equity-Income Fund (FEQIX). The values are adjusted to include any dividend payments, if applicable.

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HLIPX vs. FEQIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HLIPX
JPMorgan Core Plus Bond Fund
-0.31%7.98%2.64%6.38%-12.69%-0.30%7.93%8.73%0.01%4.26%
FEQIX
Fidelity Equity-Income Fund
1.32%18.96%15.34%10.62%-5.10%24.49%6.77%27.90%-8.46%12.80%

Returns By Period

In the year-to-date period, HLIPX achieves a -0.31% return, which is significantly lower than FEQIX's 1.32% return. Over the past 10 years, HLIPX has underperformed FEQIX with an annualized return of 2.40%, while FEQIX has yielded a comparatively higher 11.41% annualized return.


HLIPX

1D
0.56%
1M
-2.43%
YTD
-0.31%
6M
0.91%
1Y
4.63%
3Y*
4.34%
5Y*
0.97%
10Y*
2.40%

FEQIX

1D
0.04%
1M
-6.45%
YTD
1.32%
6M
5.37%
1Y
16.73%
3Y*
15.21%
5Y*
10.74%
10Y*
11.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HLIPX vs. FEQIX - Expense Ratio Comparison

HLIPX has a 0.46% expense ratio, which is lower than FEQIX's 0.57% expense ratio.


Return for Risk

HLIPX vs. FEQIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HLIPX
HLIPX Risk / Return Rank: 6464
Overall Rank
HLIPX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
HLIPX Sortino Ratio Rank: 6464
Sortino Ratio Rank
HLIPX Omega Ratio Rank: 4949
Omega Ratio Rank
HLIPX Calmar Ratio Rank: 7777
Calmar Ratio Rank
HLIPX Martin Ratio Rank: 6666
Martin Ratio Rank

FEQIX
FEQIX Risk / Return Rank: 7272
Overall Rank
FEQIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FEQIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FEQIX Omega Ratio Rank: 7474
Omega Ratio Rank
FEQIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FEQIX Martin Ratio Rank: 7676
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.

HLIPX vs. FEQIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Plus Bond Fund (HLIPX) and Fidelity Equity-Income Fund (FEQIX). 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.


HLIPXFEQIXDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.25

-0.13

Sortino ratio

Return per unit of downside risk

1.61

1.77

-0.16

Omega ratio

Gain probability vs. loss probability

1.20

1.28

-0.08

Calmar ratio

Return relative to maximum drawdown

1.81

1.49

+0.32

Martin ratio

Return relative to average drawdown

6.20

7.32

-1.12

HLIPX vs. FEQIX - Sharpe Ratio Comparison

The current HLIPX Sharpe Ratio is 1.12, which is comparable to the FEQIX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of HLIPX and FEQIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HLIPXFEQIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.25

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.80

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.74

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.50

+0.61

Correlation

The correlation between HLIPX and FEQIX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

HLIPX vs. FEQIX - Dividend Comparison

HLIPX's dividend yield for the trailing twelve months is around 4.56%, less than FEQIX's 4.91% yield.


TTM20252024202320222021202020192018201720162015
HLIPX
JPMorgan Core Plus Bond Fund
4.56%4.86%4.88%4.02%3.36%3.25%4.36%3.23%3.08%2.83%2.77%3.25%
FEQIX
Fidelity Equity-Income Fund
4.91%4.67%5.51%4.26%4.56%9.90%3.38%7.16%9.76%6.29%4.28%12.17%

Drawdowns

HLIPX vs. FEQIX - Drawdown Comparison

The maximum HLIPX drawdown since its inception was -16.91%, smaller than the maximum FEQIX drawdown of -62.38%. Use the drawdown chart below to compare losses from any high point for HLIPX and FEQIX.


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Drawdown Indicators


HLIPXFEQIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.91%

-62.38%

+45.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

-11.05%

+8.08%

Max Drawdown (5Y)

Largest decline over 5 years

-16.91%

-17.20%

+0.29%

Max Drawdown (10Y)

Largest decline over 10 years

-16.91%

-33.12%

+16.21%

Current Drawdown

Current decline from peak

-2.43%

-6.45%

+4.02%

Average Drawdown

Average peak-to-trough decline

-1.94%

-8.04%

+6.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

2.25%

-1.39%

Volatility

HLIPX vs. FEQIX - Volatility Comparison

The current volatility for JPMorgan Core Plus Bond Fund (HLIPX) is 1.75%, while Fidelity Equity-Income Fund (FEQIX) has a volatility of 3.33%. This indicates that HLIPX experiences smaller price fluctuations and is considered to be less risky than FEQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HLIPXFEQIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

3.33%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

7.06%

-4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

14.30%

-10.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.66%

13.47%

-7.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.62%

15.49%

-10.87%