FISGX vs. OSGIX

In the year-to-date period, FISGX achieves a -4.56% return, which is significantly lower than OSGIX's 1.07% return. Over the past 10 years, FISGX has underperformed OSGIX with an annualized return of -2.46%, while OSGIX has yielded a comparatively higher 10.38% annualized return.

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FISGX has a 0.92% expense ratio, which is lower than OSGIX's 1.14% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Nuveen Mid Cap Growth Opportunities Fund (FISGX) and JPMorgan Mid Cap Growth Fund Class A (OSGIX). 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.

The current FISGX Sharpe Ratio is 0.09, which is lower than the OSGIX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of FISGX and OSGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither FISGX nor OSGIX has paid dividends to shareholders.

The maximum FISGX drawdown since its inception was -66.80%, smaller than the maximum OSGIX drawdown of -73.41%. Use the drawdown chart below to compare losses from any high point for FISGX and OSGIX. For additional features, visit the drawdowns tool.

Nuveen Mid Cap Growth Opportunities Fund (FISGX) and JPMorgan Mid Cap Growth Fund Class A (OSGIX) have volatilities of 7.26% and 7.29%, 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.