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CVFCX vs. OIEJX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CVFCX vs. OIEJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pioneer Disciplined Value Fund (CVFCX) and JPMorgan Equity Income Fund R6 (OIEJX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CVFCX achieves a 7.31% return, which is significantly lower than OIEJX's 13.03% return. Over the past 10 years, CVFCX has underperformed OIEJX with an annualized return of 11.37%, while OIEJX has yielded a comparatively higher 12.88% annualized return.


CVFCX

1D
0.52%
1M
0.40%
YTD
7.31%
6M
6.72%
1Y
21.09%
3Y*
14.64%
5Y*
8.97%
10Y*
11.37%

OIEJX

1D
0.62%
1M
3.37%
YTD
13.03%
6M
12.25%
1Y
24.74%
3Y*
18.91%
5Y*
11.91%
10Y*
12.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVFCX vs. OIEJX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVFCX
Pioneer Disciplined Value Fund
7.31%17.37%12.11%8.19%-9.69%27.72%5.64%29.54%-13.17%21.67%
OIEJX
JPMorgan Equity Income Fund R6
13.03%14.95%19.97%5.05%-1.63%25.41%3.87%26.61%-4.23%17.85%

Correlation

The correlation between CVFCX and OIEJX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2012

0.94

The correlation between CVFCX and OIEJX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

CVFCX vs. OIEJX — Risk / Return Rank

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

CVFCX
CVFCX Risk / Return Rank: 4949
Overall Rank
CVFCX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CVFCX Sortino Ratio Rank: 5050
Sortino Ratio Rank
CVFCX Omega Ratio Rank: 4444
Omega Ratio Rank
CVFCX Calmar Ratio Rank: 5656
Calmar Ratio Rank
CVFCX Martin Ratio Rank: 4343
Martin Ratio Rank

OIEJX
OIEJX Risk / Return Rank: 8080
Overall Rank
OIEJX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
OIEJX Sortino Ratio Rank: 7979
Sortino Ratio Rank
OIEJX Omega Ratio Rank: 7474
Omega Ratio Rank
OIEJX Calmar Ratio Rank: 8383
Calmar Ratio Rank
OIEJX Martin Ratio Rank: 8080
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.

CVFCX vs. OIEJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Disciplined Value Fund (CVFCX) and JPMorgan Equity Income Fund R6 (OIEJX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CVFCXOIEJXDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.33

1.44

-0.10

Calmar ratioReturn relative to maximum drawdown

2.76

3.64

-0.88

Martin ratioReturn relative to average drawdown

8.63

13.95

-5.33

CVFCX vs. OIEJX - Sharpe Ratio Comparison

The current CVFCX Sharpe Ratio is 1.92, which is comparable to the OIEJX Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of CVFCX and OIEJX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CVFCX vs. OIEJX - Drawdown Comparison

The maximum CVFCX drawdown since its inception was -55.99%, which is greater than OIEJX's maximum drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for CVFCX and OIEJX.


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Drawdown Indicators


CVFCXOIEJXDifference

Max Drawdown

Largest peak-to-trough decline

-55.99%

-36.88%

-19.11%

Max Drawdown (1Y)

Largest decline over 1 year

-8.13%

-7.08%

-1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-16.88%

-14.16%

-2.72%

Max Drawdown (5Y)

Largest decline over 5 years

-24.19%

-14.74%

-9.45%

Max Drawdown (10Y)

Largest decline over 10 years

-35.32%

-36.88%

+1.56%

Current Drawdown

Current decline from peak

-1.30%

-0.11%

-1.19%

Average Drawdown

Average peak-to-trough decline

-10.61%

-3.00%

-7.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

1.84%

+0.75%

Volatility

CVFCX vs. OIEJX - Volatility Comparison

Pioneer Disciplined Value Fund (CVFCX) and JPMorgan Equity Income Fund R6 (OIEJX) have volatilities of 3.36% and 3.30%, 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


CVFCXOIEJXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

3.30%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

8.37%

8.06%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

11.70%

10.59%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.90%

14.30%

+1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.84%

16.80%

+1.04%

CVFCX vs. OIEJX - Expense Ratio Comparison

CVFCX has a 0.91% expense ratio, which is higher than OIEJX's 0.45% expense ratio.


Dividends

CVFCX vs. OIEJX - Dividend Comparison

CVFCX's dividend yield for the trailing twelve months is around 5.45%, less than OIEJX's 9.81% yield.


PositionTTM20252024202320222021202020192018201720162015
CVFCX
Pioneer Disciplined Value Fund
5.45%5.85%4.65%2.14%12.02%23.77%1.25%1.20%18.94%15.22%0.95%25.02%
OIEJX
JPMorgan Equity Income Fund R6
9.81%11.06%14.67%3.01%3.93%3.57%2.04%3.01%5.37%2.70%2.71%3.03%

Frequently Asked Questions


With a correlation of 0.90, CVFCX and OIEJX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

CVFCX has higher volatility (3.36%) compared to OIEJX (3.30%). In terms of maximum drawdown, CVFCX dropped -55.99% vs OIEJX's -36.88%.

OIEJX currently has the higher Sharpe Ratio (2.44 vs 1.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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