WBREOX vs. HLEIX
Compare and contrast key facts about CIT: BlackRock Equity Index Fund Class 1 (WBREOX) and JPMorgan Equity Index Fund Class I (HLEIX).
WBREOX is a passively managed fund by BlackRock that tracks the performance of the S&P 500. It was launched on Jul 24, 2017. 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. Both WBREOX and HLEIX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WBREOX vs. HLEIX - Performance Comparison
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WBREOX vs. HLEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WBREOX CIT: BlackRock Equity Index Fund Class 1 | -7.06% | 16.64% |
HLEIX JPMorgan Equity Index Fund Class I | -7.31% | 16.44% |
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%
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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
WBREOX
HLEIX
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.
| WBREOX | HLEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.81 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.26 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.30 | 1.02 | -0.71 |
Martin ratioReturn relative to average drawdown | 1.17 | 4.93 | -3.76 |
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
| WBREOX | HLEIX | Difference | |
|---|---|---|---|
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%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| WBREOX | HLEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.89% | -9.14% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -2.86% | -8.83% | +5.97% |
Ulcer IndexDepth 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
| WBREOX | HLEIX | Difference | |
|---|---|---|---|
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% |