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FISGX vs. OSGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FISGX and OSGIX is 0.95, 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.


-0.50.00.51.00.9

Performance

FISGX vs. OSGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Mid Cap Growth Opportunities Fund (FISGX) and JPMorgan Mid Cap Growth Fund Class A (OSGIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.87%
0.86%
FISGX
OSGIX

Key characteristics

Sharpe Ratio

FISGX:

0.95

OSGIX:

0.41

Sortino Ratio

FISGX:

1.37

OSGIX:

0.62

Omega Ratio

FISGX:

1.18

OSGIX:

1.09

Calmar Ratio

FISGX:

0.39

OSGIX:

0.27

Martin Ratio

FISGX:

4.54

OSGIX:

1.82

Ulcer Index

FISGX:

3.60%

OSGIX:

4.16%

Daily Std Dev

FISGX:

17.34%

OSGIX:

18.69%

Max Drawdown

FISGX:

-66.80%

OSGIX:

-69.04%

Current Drawdown

FISGX:

-29.45%

OSGIX:

-20.30%

Returns By Period

In the year-to-date period, FISGX achieves a 16.01% return, which is significantly higher than OSGIX's 6.92% return. Over the past 10 years, FISGX has underperformed OSGIX with an annualized return of -1.27%, while OSGIX has yielded a comparatively higher 4.67% annualized return.


FISGX

YTD

16.01%

1M

-4.01%

6M

8.87%

1Y

16.14%

5Y*

1.62%

10Y*

-1.27%

OSGIX

YTD

6.92%

1M

-12.02%

6M

0.86%

1Y

7.20%

5Y*

4.09%

10Y*

4.67%

Compare stocks, funds, or ETFs

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FISGX vs. OSGIX - Expense Ratio Comparison

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


OSGIX
JPMorgan Mid Cap Growth Fund Class A
Expense ratio chart for OSGIX: current value at 1.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.14%
Expense ratio chart for FISGX: current value at 0.92% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.92%

Risk-Adjusted Performance

FISGX vs. OSGIX - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for FISGX, currently valued at 0.95, compared to the broader market-1.000.001.002.003.004.000.950.41
The chart of Sortino ratio for FISGX, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.0010.001.370.62
The chart of Omega ratio for FISGX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.181.09
The chart of Calmar ratio for FISGX, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.0012.0014.000.390.27
The chart of Martin ratio for FISGX, currently valued at 4.54, compared to the broader market0.0020.0040.0060.004.541.82
FISGX
OSGIX

The current FISGX Sharpe Ratio is 0.95, which is higher than the OSGIX Sharpe Ratio of 0.41. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.95
0.41
FISGX
OSGIX

Dividends

FISGX vs. OSGIX - Dividend Comparison

Neither FISGX nor OSGIX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FISGX vs. OSGIX - Drawdown Comparison

The maximum FISGX drawdown since its inception was -66.80%, roughly equal to the maximum OSGIX drawdown of -69.04%. Use the drawdown chart below to compare losses from any high point for FISGX and OSGIX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-29.45%
-20.30%
FISGX
OSGIX

Volatility

FISGX vs. OSGIX - Volatility Comparison

The current volatility for Nuveen Mid Cap Growth Opportunities Fund (FISGX) is 6.38%, while JPMorgan Mid Cap Growth Fund Class A (OSGIX) has a volatility of 10.80%. This indicates that FISGX experiences smaller price fluctuations and is considered to be less risky than OSGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.38%
10.80%
FISGX
OSGIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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