HLQVX vs. JEPIX
Compare and contrast key facts about JPMorgan Large Cap Value Fund (HLQVX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
HLQVX is managed by JPMorgan. It was launched on Mar 1, 1991. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
HLQVX vs. JEPIX - Performance Comparison
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HLQVX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
HLQVX JPMorgan Large Cap Value Fund | -0.76% | 15.67% | 27.12% | 11.35% | -0.11% | 23.57% | 10.54% | 27.44% | -15.48% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -0.51% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Returns By Period
In the year-to-date period, HLQVX achieves a -0.76% return, which is significantly lower than JEPIX's -0.51% return.
HLQVX
- 1D
- 1.96%
- 1M
- -5.48%
- YTD
- -0.76%
- 6M
- 2.72%
- 1Y
- 15.48%
- 3Y*
- 16.97%
- 5Y*
- 11.14%
- 10Y*
- 12.91%
JEPIX
- 1D
- 1.89%
- 1M
- -5.27%
- YTD
- -0.51%
- 6M
- 2.16%
- 1Y
- 6.88%
- 3Y*
- 9.18%
- 5Y*
- 7.91%
- 10Y*
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HLQVX vs. JEPIX - Expense Ratio Comparison
HLQVX has a 0.69% expense ratio, which is higher than JEPIX's 0.63% expense ratio.
Return for Risk
HLQVX vs. JEPIX — Risk / Return Rank
HLQVX
JEPIX
HLQVX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Value Fund (HLQVX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). 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.
| HLQVX | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.51 | +0.41 |
Sortino ratioReturn per unit of downside risk | 1.36 | 0.82 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.13 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 0.82 | +0.59 |
Martin ratioReturn relative to average drawdown | 5.16 | 3.77 | +1.39 |
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
| HLQVX | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.51 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.70 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.48 | -0.03 |
Correlation
The correlation between HLQVX and JEPIX is 0.72, 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
HLQVX vs. JEPIX - Dividend Comparison
HLQVX's dividend yield for the trailing twelve months is around 8.06%, more than JEPIX's 7.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLQVX JPMorgan Large Cap Value Fund | 8.06% | 8.05% | 20.76% | 5.44% | 5.80% | 8.22% | 1.05% | 1.38% | 9.09% | 9.21% | 5.91% | 14.85% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.55% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HLQVX vs. JEPIX - Drawdown Comparison
The maximum HLQVX drawdown since its inception was -60.03%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for HLQVX and JEPIX.
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Drawdown Indicators
| HLQVX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.03% | -32.63% | -27.40% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -10.49% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -18.38% | -13.67% | -4.71% |
Max Drawdown (10Y)Largest decline over 10 years | -43.21% | — | — |
Current DrawdownCurrent decline from peak | -7.53% | -5.53% | -2.00% |
Average DrawdownAverage peak-to-trough decline | -9.43% | -3.19% | -6.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.27% | +0.85% |
Volatility
HLQVX vs. JEPIX - Volatility Comparison
JPMorgan Large Cap Value Fund (HLQVX) has a higher volatility of 4.66% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 4.12%. This indicates that HLQVX's price experiences larger fluctuations and is considered to be riskier than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLQVX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.66% | 4.12% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 6.74% | +3.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.56% | 13.80% | +2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.47% | 11.41% | +5.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.42% | 14.85% | +5.57% |