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HSLYX vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HSLYX and JEPI is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

HSLYX vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Small Cap Growth Fund (HSLYX) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
0.41%
77.91%
HSLYX
JEPI

Key characteristics

Sharpe Ratio

HSLYX:

0.08

JEPI:

1.80

Sortino Ratio

HSLYX:

0.25

JEPI:

2.43

Omega Ratio

HSLYX:

1.03

JEPI:

1.35

Calmar Ratio

HSLYX:

0.04

JEPI:

2.84

Martin Ratio

HSLYX:

0.23

JEPI:

9.15

Ulcer Index

HSLYX:

7.43%

JEPI:

1.53%

Daily Std Dev

HSLYX:

21.64%

JEPI:

7.76%

Max Drawdown

HSLYX:

-63.28%

JEPI:

-13.71%

Current Drawdown

HSLYX:

-36.28%

JEPI:

-0.86%

Returns By Period

In the year-to-date period, HSLYX achieves a 1.22% return, which is significantly lower than JEPI's 3.42% return.


HSLYX

YTD

1.22%

1M

-0.61%

6M

-5.54%

1Y

-2.37%

5Y*

-3.02%

10Y*

-0.76%

JEPI

YTD

3.42%

1M

2.58%

6M

6.79%

1Y

13.00%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HSLYX vs. JEPI - Expense Ratio Comparison

HSLYX has a 0.87% expense ratio, which is higher than JEPI's 0.35% expense ratio.


HSLYX
Hartford Small Cap Growth Fund
Expense ratio chart for HSLYX: current value at 0.87% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.87%
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

HSLYX vs. JEPI — Risk-Adjusted Performance Rank

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

HSLYX
The Risk-Adjusted Performance Rank of HSLYX is 77
Overall Rank
The Sharpe Ratio Rank of HSLYX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of HSLYX is 88
Sortino Ratio Rank
The Omega Ratio Rank of HSLYX is 77
Omega Ratio Rank
The Calmar Ratio Rank of HSLYX is 77
Calmar Ratio Rank
The Martin Ratio Rank of HSLYX is 77
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 7474
Overall Rank
The Sharpe Ratio Rank of JEPI is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 7171
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 7777
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 7979
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HSLYX vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Small Cap Growth Fund (HSLYX) and JPMorgan Equity Premium Income ETF (JEPI). 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.


Sharpe ratio
The chart of Sharpe ratio for HSLYX, currently valued at 0.08, compared to the broader market-1.000.001.002.003.004.000.081.80
The chart of Sortino ratio for HSLYX, currently valued at 0.25, compared to the broader market0.002.004.006.008.0010.0012.000.252.43
The chart of Omega ratio for HSLYX, currently valued at 1.03, compared to the broader market1.002.003.004.001.031.35
The chart of Calmar ratio for HSLYX, currently valued at 0.04, compared to the broader market0.005.0010.0015.0020.000.042.84
The chart of Martin ratio for HSLYX, currently valued at 0.23, compared to the broader market0.0020.0040.0060.0080.000.239.15
HSLYX
JEPI

The current HSLYX Sharpe Ratio is 0.08, which is lower than the JEPI Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of HSLYX and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.08
1.80
HSLYX
JEPI

Dividends

HSLYX vs. JEPI - Dividend Comparison

HSLYX's dividend yield for the trailing twelve months is around 1.25%, less than JEPI's 7.17% yield.


TTM20242023202220212020
HSLYX
Hartford Small Cap Growth Fund
1.25%1.26%0.00%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
7.17%7.33%8.40%11.67%6.59%5.79%

Drawdowns

HSLYX vs. JEPI - Drawdown Comparison

The maximum HSLYX drawdown since its inception was -63.28%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for HSLYX and JEPI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-36.28%
-0.86%
HSLYX
JEPI

Volatility

HSLYX vs. JEPI - Volatility Comparison

Hartford Small Cap Growth Fund (HSLYX) has a higher volatility of 4.97% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.63%. This indicates that HSLYX's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
4.97%
1.63%
HSLYX
JEPI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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