PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JPMorgan Large Cap Growth Fund Class A (OLGAX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US4812C05063

CUSIP

4812C0506

Issuer

JPMorgan Chase

Inception Date

Feb 28, 1992

Min. Investment

$1,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
OLGAX vs. VOO OLGAX vs. SCHG OLGAX vs. POLIX OLGAX vs. VTSAX OLGAX vs. FDEGX OLGAX vs. VIGAX OLGAX vs. VONG OLGAX vs. JPM OLGAX vs. DGRW OLGAX vs. DSTL
Popular comparisons:
OLGAX vs. VOO OLGAX vs. SCHG OLGAX vs. POLIX OLGAX vs. VTSAX OLGAX vs. FDEGX OLGAX vs. VIGAX OLGAX vs. VONG OLGAX vs. JPM OLGAX vs. DGRW OLGAX vs. DSTL

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JPMorgan Large Cap Growth Fund Class A, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.14%
12.92%
OLGAX (JPMorgan Large Cap Growth Fund Class A)
Benchmark (^GSPC)

Returns By Period

JPMorgan Large Cap Growth Fund Class A had a return of 33.03% year-to-date (YTD) and 38.01% in the last 12 months. Over the past 10 years, JPMorgan Large Cap Growth Fund Class A had an annualized return of 8.39%, while the S&P 500 had an annualized return of 11.16%, indicating that JPMorgan Large Cap Growth Fund Class A did not perform as well as the benchmark.


OLGAX

YTD

33.03%

1M

1.82%

6M

13.14%

1Y

38.01%

5Y (annualized)

12.53%

10Y (annualized)

8.39%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of OLGAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.31%8.86%2.17%-4.83%5.45%6.58%-2.80%2.99%2.19%-0.42%33.03%
20236.17%-2.36%5.20%0.21%5.44%6.85%3.48%-1.08%-5.99%-2.46%11.63%4.07%34.28%
2022-9.86%-3.49%3.09%-10.84%-0.77%-7.87%10.31%-3.47%-7.58%6.08%4.28%-9.17%-27.73%
20210.41%1.22%-1.34%5.95%-1.37%3.95%2.96%3.39%-5.69%6.65%0.61%-12.75%2.37%
20203.85%-5.28%-10.23%17.91%9.01%5.91%9.83%10.73%-4.38%-3.74%10.47%-0.74%47.55%
201910.75%5.17%2.42%3.95%-4.00%7.69%1.77%0.61%-3.55%0.58%5.91%-9.28%22.35%
20189.84%-1.38%-2.97%1.09%4.83%1.31%1.18%6.92%0.91%-10.49%-0.55%-20.81%-13.16%
20175.41%3.36%2.35%2.95%6.01%-0.62%2.85%1.53%1.00%-8.54%2.68%0.03%19.83%
2016-9.19%-2.39%5.60%-1.20%2.87%-2.40%5.19%-0.43%1.57%-1.63%0.44%-8.70%-10.91%
2015-0.61%6.50%-1.40%0.53%2.76%-1.10%4.43%-6.32%-4.11%7.15%1.16%-5.26%2.72%
2014-1.73%5.70%-5.09%-1.63%3.99%1.37%0.03%5.05%-1.61%3.30%1.76%-2.21%8.65%
20134.21%-0.56%2.58%1.92%2.77%-2.77%6.24%-1.60%6.45%3.39%3.21%3.08%32.53%

Expense Ratio

OLGAX has a high expense ratio of 1.01%, indicating higher-than-average management fees.


Expense ratio chart for OLGAX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of OLGAX is 63, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of OLGAX is 6363
Combined Rank
The Sharpe Ratio Rank of OLGAX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of OLGAX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of OLGAX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of OLGAX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of OLGAX is 5858
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund Class A (OLGAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for OLGAX, currently valued at 2.16, compared to the broader market-1.000.001.002.003.004.005.002.162.54
The chart of Sortino ratio for OLGAX, currently valued at 2.85, compared to the broader market0.005.0010.002.853.40
The chart of Omega ratio for OLGAX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.47
The chart of Calmar ratio for OLGAX, currently valued at 1.73, compared to the broader market0.005.0010.0015.0020.001.733.66
The chart of Martin ratio for OLGAX, currently valued at 11.15, compared to the broader market0.0020.0040.0060.0080.00100.0011.1516.26
OLGAX
^GSPC

The current JPMorgan Large Cap Growth Fund Class A Sharpe ratio is 2.16. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of JPMorgan Large Cap Growth Fund Class A with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.16
2.54
OLGAX (JPMorgan Large Cap Growth Fund Class A)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan Large Cap Growth Fund Class A provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.20%0.40%0.60%0.80%$0.00$0.05$0.10$0.15$0.20$0.252017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.28

Dividend yield

0.00%0.00%0.10%0.00%0.00%0.00%0.00%0.74%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Large Cap Growth Fund Class A. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.05
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.28$0.00$0.00$0.28

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.99%
-0.88%
OLGAX (JPMorgan Large Cap Growth Fund Class A)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan Large Cap Growth Fund Class A. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the JPMorgan Large Cap Growth Fund Class A was 64.30%, occurring on Jul 23, 2002. Recovery took 2813 trading sessions.

The current JPMorgan Large Cap Growth Fund Class A drawdown is 0.99%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.3%Mar 27, 2000579Jul 23, 20022813Oct 1, 20133392
-40.36%Nov 22, 2021143Jun 16, 2022499Jun 12, 2024642
-35.45%Oct 2, 201858Dec 24, 2018364Jun 5, 2020422
-25.79%Jul 21, 199858Oct 8, 199864Jan 6, 1999122
-23.93%Jul 21, 2015140Feb 8, 2016332Jun 2, 2017472

Volatility

Volatility Chart

The current JPMorgan Large Cap Growth Fund Class A volatility is 5.00%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.00%
3.96%
OLGAX (JPMorgan Large Cap Growth Fund Class A)
Benchmark (^GSPC)