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WBREOX vs. HLEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WBREOX vs. HLEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CIT: BlackRock Equity Index Fund Class 1 (WBREOX) and JPMorgan Equity Index Fund Class I (HLEIX). The values are adjusted to include any dividend payments, if applicable.

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WBREOX vs. HLEIX - Yearly Performance Comparison


Returns By Period

The year-to-date returns for both stocks are quite close, with WBREOX having a -7.06% return and HLEIX slightly lower at -7.31%.


WBREOX

1D
-0.39%
1M
-7.68%
YTD
-7.06%
6M
-4.59%
1Y
14.44%
3Y*
5Y*
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WBREOX vs. HLEIX - Expense Ratio Comparison

WBREOX has a 0.02% expense ratio, which is lower than HLEIX's 0.38% expense ratio.


Return for Risk

WBREOX vs. HLEIX — Risk / Return Rank

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

WBREOX
WBREOX Risk / Return Rank: 2828
Overall Rank
WBREOX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
WBREOX Sortino Ratio Rank: 4141
Sortino Ratio Rank
WBREOX Omega Ratio Rank: 4040
Omega Ratio Rank
WBREOX Calmar Ratio Rank: 1212
Calmar Ratio Rank
WBREOX Martin Ratio Rank: 1313
Martin Ratio Rank

HLEIX
HLEIX Risk / Return Rank: 4343
Overall Rank
HLEIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
HLEIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
HLEIX Omega Ratio Rank: 4646
Omega Ratio Rank
HLEIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
HLEIX Martin Ratio Rank: 5050
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.

WBREOX vs. HLEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CIT: BlackRock Equity Index Fund Class 1 (WBREOX) 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.


WBREOXHLEIXDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.81

-0.03

Sortino ratio

Return per unit of downside risk

1.31

1.26

+0.05

Omega ratio

Gain probability vs. loss probability

1.19

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

0.30

1.02

-0.71

Martin ratio

Return relative to average drawdown

1.17

4.93

-3.76

WBREOX vs. HLEIX - Sharpe Ratio Comparison

The current WBREOX Sharpe Ratio is 0.78, which is comparable to the HLEIX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of WBREOX and HLEIX, 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


WBREOXHLEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.81

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.56

-0.16

Correlation

The correlation between WBREOX and HLEIX is 0.76, 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

WBREOX vs. HLEIX - Dividend Comparison

WBREOX has not paid dividends to shareholders, while HLEIX's dividend yield for the trailing twelve months is around 0.99%.


TTM20252024202320222021202020192018201720162015
WBREOX
CIT: BlackRock Equity Index Fund Class 1
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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

WBREOX vs. HLEIX - Drawdown Comparison

The maximum WBREOX drawdown since its inception was -19.07%, smaller than the maximum HLEIX drawdown of -55.22%. Use the drawdown chart below to compare losses from any high point for WBREOX and HLEIX.


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Drawdown Indicators


WBREOXHLEIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.07%

-55.22%

+36.15%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-12.12%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-24.62%

Max Drawdown (10Y)

Largest decline over 10 years

-33.73%

Current Drawdown

Current decline from peak

-8.89%

-9.14%

+0.25%

Average Drawdown

Average peak-to-trough decline

-2.86%

-8.83%

+5.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.97%

2.50%

+2.47%

Volatility

WBREOX vs. HLEIX - Volatility Comparison

CIT: BlackRock Equity Index Fund Class 1 (WBREOX) and JPMorgan Equity Index Fund Class I (HLEIX) have volatilities of 4.24% and 4.33%, 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


WBREOXHLEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.33%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.22%

9.13%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

19.88%

18.16%

+1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.36%

16.85%

+2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.36%

18.03%

+1.33%