JEPIX vs. HLEIX
Compare and contrast key facts about JPMorgan Equity Premium Income Fund Class I (JEPIX) and JPMorgan Equity Index Fund Class I (HLEIX).
JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018. HLEIX is a passively managed fund by JPMorgan that tracks the performance of the S&P 500 Index. It was launched on Jul 2, 1991.
Performance
JEPIX vs. HLEIX - Performance Comparison
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JEPIX vs. HLEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JEPIX JPMorgan Equity Premium Income Fund Class I | -2.35% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
HLEIX JPMorgan Equity Index Fund Class I | -7.31% | 17.65% | 24.78% | 26.02% | -18.29% | 28.44% | 18.19% | 31.23% | -12.97% |
Returns By Period
In the year-to-date period, JEPIX achieves a -2.35% return, which is significantly higher than HLEIX's -7.31% return.
JEPIX
- 1D
- 0.15%
- 1M
- -7.28%
- YTD
- -2.35%
- 6M
- 0.41%
- 1Y
- 4.98%
- 3Y*
- 8.50%
- 5Y*
- 7.58%
- 10Y*
- —
HLEIX
- 1D
- -0.40%
- 1M
- -7.91%
- YTD
- -7.31%
- 6M
- -4.91%
- 1Y
- 13.97%
- 3Y*
- 16.86%
- 5Y*
- 11.14%
- 10Y*
- 13.50%
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JEPIX vs. HLEIX - Expense Ratio Comparison
JEPIX has a 0.63% expense ratio, which is higher than HLEIX's 0.38% expense ratio.
Return for Risk
JEPIX vs. HLEIX — Risk / Return Rank
JEPIX
HLEIX
JEPIX vs. HLEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income Fund Class I (JEPIX) and JPMorgan Equity Index Fund Class I (HLEIX). 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.
| JEPIX | HLEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 0.81 | -0.33 |
Sortino ratioReturn per unit of downside risk | 0.78 | 1.26 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.19 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | 1.02 | -0.53 |
Martin ratioReturn relative to average drawdown | 2.28 | 4.93 | -2.65 |
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
| JEPIX | HLEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 0.81 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.66 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.56 | -0.09 |
Correlation
The correlation between JEPIX and HLEIX is 0.78, 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
JEPIX vs. HLEIX - Dividend Comparison
JEPIX's dividend yield for the trailing twelve months is around 7.69%, more than HLEIX's 0.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.69% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
HLEIX JPMorgan Equity Index Fund Class I | 0.99% | 1.12% | 1.09% | 1.32% | 1.50% | 2.39% | 1.58% | 2.02% | 2.16% | 2.46% | 11.24% | 20.30% |
Drawdowns
JEPIX vs. HLEIX - Drawdown Comparison
The maximum JEPIX drawdown since its inception was -32.63%, smaller than the maximum HLEIX drawdown of -55.22%. Use the drawdown chart below to compare losses from any high point for JEPIX and HLEIX.
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Drawdown Indicators
| JEPIX | HLEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.63% | -55.22% | +22.59% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -12.12% | +1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -13.67% | -24.62% | +10.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.73% | — |
Current DrawdownCurrent decline from peak | -7.28% | -9.14% | +1.86% |
Average DrawdownAverage peak-to-trough decline | -3.19% | -8.83% | +5.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 2.50% | -0.26% |
Volatility
JEPIX vs. HLEIX - Volatility Comparison
The current volatility for JPMorgan Equity Premium Income Fund Class I (JEPIX) is 3.47%, while JPMorgan Equity Index Fund Class I (HLEIX) has a volatility of 4.33%. This indicates that JEPIX experiences smaller price fluctuations and is considered to be less risky than HLEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPIX | HLEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 4.33% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 6.47% | 9.13% | -2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.70% | 18.16% | -4.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.39% | 16.85% | -5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.84% | 18.03% | -3.19% |