HLIPX vs. VBILX
HLIPX (JPMorgan Core Plus Bond Fund) and VBILX (Vanguard Intermediate-Term Bond Index Fund Admiral Shares) are both mutual funds - HLIPX is a Intermediate Core-Plus Bond fund managed by JPMorgan, while VBILX is a Intermediate Core Bond fund tracking the Bloomberg U.S. 5-10 Year Government/Credit Float Adjusted Index. Over the past 10 years, HLIPX returned 2.07%/yr vs 1.65%/yr for VBILX. Their correlation of 0.89 means they have usually moved in the same direction. HLIPX charges 0.46%/yr vs 0.06%/yr for VBILX.
Performance
HLIPX vs. VBILX - Performance Comparison
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Returns By Period
In the year-to-date period, HLIPX achieves a -0.53% return, which is significantly higher than VBILX's -1.14% return. Over the past 10 years, HLIPX has outperformed VBILX with an annualized return of 2.07%, while VBILX has yielded a comparatively lower 1.65% annualized return.
HLIPX
- 1D
- 0.28%
- 1M
- -0.96%
- 6M
- -0.93%
- YTD
- -0.53%
- 1Y
- 2.23%
- 3Y*
- 4.81%
- 5Y*
- 0.26%
- 10Y*
- 2.07%
- ALL TIME*
- 4.52%
VBILX
- 1D
- 0.20%
- 1M
- -1.16%
- 6M
- -1.02%
- YTD
- -1.14%
- 1Y
- 1.15%
- 3Y*
- 4.32%
- 5Y*
- -0.45%
- 10Y*
- 1.65%
- ALL TIME*
- 3.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
HLIPX vs. VBILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HLIPX JPMorgan Core Plus Bond Fund | -0.53% | 7.98% | 2.64% | 6.38% | -12.69% | -0.30% | 7.93% | 8.73% | 0.01% | 4.26% |
VBILX Vanguard Intermediate-Term Bond Index Fund Admiral Shares | -1.14% | 8.57% | 1.54% | 6.09% | -13.59% | -2.36% | 9.82% | 10.20% | -0.15% | 3.86% |
Correlation
The correlation between HLIPX and VBILX is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2001 | 0.89 |
The correlation between HLIPX and VBILX has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
HLIPX vs. VBILX — Risk / Return Rank
HLIPX
VBILX
HLIPX vs. VBILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Plus Bond Fund (HLIPX) and Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HLIPX | VBILX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.06 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | 0.36 | +0.42 |
| Martin ratioReturn relative to average drawdown | 1.83 | 0.86 | +0.97 |
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Drawdowns
HLIPX vs. VBILX - Drawdown Comparison
The maximum HLIPX drawdown since its inception was -16.91%, smaller than the maximum VBILX drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for HLIPX and VBILX.
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Drawdown Indicators
| HLIPX | VBILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.91% | -19.26% | +2.35% |
Max Drawdown (1Y)Largest decline over 1 year | -3.05% | -3.43% | +0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -4.95% | -5.20% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -16.91% | -18.75% | +1.84% |
Max Drawdown (10Y)Largest decline over 10 years | -16.91% | -19.26% | +2.35% |
Current DrawdownCurrent decline from peak | -2.64% | -2.91% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -1.94% | -3.15% | +1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.30% | 1.45% | -0.15% |
Volatility
HLIPX vs. VBILX - Volatility Comparison
JPMorgan Core Plus Bond Fund (HLIPX) and Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) have volatilities of 1.04% and 1.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLIPX | VBILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.04% | 1.08% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 3.04% | 3.24% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 3.96% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.70% | 6.39% | -0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.65% | 5.36% | -0.71% |
HLIPX vs. VBILX - Expense Ratio Comparison
HLIPX has a 0.46% expense ratio, which is higher than VBILX's 0.06% expense ratio.
Dividends
HLIPX vs. VBILX - Dividend Comparison
HLIPX's dividend yield for the trailing twelve months is around 4.26%, more than VBILX's 3.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLIPX JPMorgan Core Plus Bond Fund | 4.26% | 4.86% | 4.88% | 4.02% | 3.36% | 3.25% | 4.36% | 3.23% | 3.08% | 2.83% | 2.77% | 3.25% |
VBILX Vanguard Intermediate-Term Bond Index Fund Admiral Shares | 3.94% | 4.01% | 3.80% | 3.09% | 1.99% | 3.39% | 2.94% | 2.73% | 2.87% | 2.73% | 3.06% | 3.09% |
Frequently Asked Questions
HLIPX and VBILX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VBILX has higher volatility (1.08%) compared to HLIPX (1.04%). In terms of maximum drawdown, HLIPX dropped -16.91% vs VBILX's -19.26%.
HLIPX currently has the higher Sharpe Ratio (0.63 vs 0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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