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BISAX vs. OLGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BISAX vs. OLGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brandes International Small Cap Equity Fund (BISAX) and JPMorgan Large Cap Growth Fund Class A (OLGAX). The values are adjusted to include any dividend payments, if applicable.

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BISAX vs. OLGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BISAX
Brandes International Small Cap Equity Fund
-3.38%45.50%23.18%39.03%-8.68%18.39%4.62%6.80%-20.13%11.52%
OLGAX
JPMorgan Large Cap Growth Fund Class A
-11.67%13.79%34.85%34.28%-25.58%17.87%55.60%38.81%0.23%37.75%

Returns By Period

In the year-to-date period, BISAX achieves a -3.38% return, which is significantly higher than OLGAX's -11.67% return. Over the past 10 years, BISAX has underperformed OLGAX with an annualized return of 10.46%, while OLGAX has yielded a comparatively higher 17.27% annualized return.


BISAX

1D
-0.32%
1M
-10.63%
YTD
-3.38%
6M
-0.50%
1Y
27.29%
3Y*
28.48%
5Y*
18.25%
10Y*
10.46%

OLGAX

1D
-0.66%
1M
-8.22%
YTD
-11.67%
6M
-13.40%
1Y
9.06%
3Y*
18.61%
5Y*
9.75%
10Y*
17.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BISAX vs. OLGAX - Expense Ratio Comparison

BISAX has a 1.36% expense ratio, which is higher than OLGAX's 1.01% expense ratio.


Return for Risk

BISAX vs. OLGAX — Risk / Return Rank

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

BISAX
BISAX Risk / Return Rank: 8787
Overall Rank
BISAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
BISAX Sortino Ratio Rank: 8989
Sortino Ratio Rank
BISAX Omega Ratio Rank: 8787
Omega Ratio Rank
BISAX Calmar Ratio Rank: 8585
Calmar Ratio Rank
BISAX Martin Ratio Rank: 8383
Martin Ratio Rank

OLGAX
OLGAX Risk / Return Rank: 1717
Overall Rank
OLGAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
OLGAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
OLGAX Omega Ratio Rank: 1919
Omega Ratio Rank
OLGAX Calmar Ratio Rank: 1414
Calmar Ratio Rank
OLGAX Martin Ratio Rank: 1313
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.

BISAX vs. OLGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brandes International Small Cap Equity Fund (BISAX) and JPMorgan Large Cap Growth Fund Class A (OLGAX). 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.


BISAXOLGAXDifference

Sharpe ratio

Return per unit of total volatility

1.91

0.44

+1.47

Sortino ratio

Return per unit of downside risk

2.48

0.78

+1.70

Omega ratio

Gain probability vs. loss probability

1.36

1.11

+0.25

Calmar ratio

Return relative to maximum drawdown

2.12

0.38

+1.74

Martin ratio

Return relative to average drawdown

8.40

1.18

+7.22

BISAX vs. OLGAX - Sharpe Ratio Comparison

The current BISAX Sharpe Ratio is 1.91, which is higher than the OLGAX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of BISAX and OLGAX, 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


BISAXOLGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

0.44

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.34

0.49

+0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.81

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.47

+0.34

Correlation

The correlation between BISAX and OLGAX is 0.55, 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.


Dividends

BISAX vs. OLGAX - Dividend Comparison

BISAX's dividend yield for the trailing twelve months is around 3.34%, less than OLGAX's 13.38% yield.


TTM20252024202320222021202020192018201720162015
BISAX
Brandes International Small Cap Equity Fund
3.34%3.23%3.06%2.81%3.87%3.46%0.81%0.66%3.88%8.33%4.00%3.44%
OLGAX
JPMorgan Large Cap Growth Fund Class A
13.38%11.82%2.06%0.00%3.20%15.30%5.32%13.03%16.18%14.92%9.94%4.51%

Drawdowns

BISAX vs. OLGAX - Drawdown Comparison

The maximum BISAX drawdown since its inception was -47.30%, smaller than the maximum OLGAX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for BISAX and OLGAX.


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Drawdown Indicators


BISAXOLGAXDifference

Max Drawdown

Largest peak-to-trough decline

-47.30%

-63.25%

+15.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-16.92%

+5.29%

Max Drawdown (5Y)

Largest decline over 5 years

-31.44%

-31.34%

-0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-47.30%

-31.87%

-15.43%

Current Drawdown

Current decline from peak

-11.35%

-16.92%

+5.57%

Average Drawdown

Average peak-to-trough decline

-8.06%

-18.78%

+10.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

5.51%

-2.57%

Volatility

BISAX vs. OLGAX - Volatility Comparison

Brandes International Small Cap Equity Fund (BISAX) and JPMorgan Large Cap Growth Fund Class A (OLGAX) have volatilities of 5.26% and 5.22%, 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


BISAXOLGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

5.22%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.06%

12.06%

-3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

13.38%

20.90%

-7.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.74%

20.21%

-6.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.19%

21.52%

-7.33%