GAOAX vs. OLGAX
Compare and contrast key facts about JPMorgan Global Allocation Fund A (GAOAX) and JPMorgan Large Cap Growth Fund Class A (OLGAX).
GAOAX is managed by JPMorgan. It was launched on May 31, 2011. OLGAX is managed by JPMorgan. It was launched on Feb 28, 1992.
Performance
GAOAX vs. OLGAX - Performance Comparison
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GAOAX vs. OLGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GAOAX JPMorgan Global Allocation Fund A | -3.89% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
OLGAX JPMorgan Large Cap Growth Fund Class A | -8.59% | 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, GAOAX achieves a -3.89% return, which is significantly higher than OLGAX's -8.59% return. Over the past 10 years, GAOAX has underperformed OLGAX with an annualized return of 5.74%, while OLGAX has yielded a comparatively higher 17.67% annualized return.
GAOAX
- 1D
- 1.47%
- 1M
- -6.40%
- YTD
- -3.89%
- 6M
- -2.79%
- 1Y
- 9.60%
- 3Y*
- 8.41%
- 5Y*
- 1.86%
- 10Y*
- 5.74%
OLGAX
- 1D
- 3.49%
- 1M
- -4.92%
- YTD
- -8.59%
- 6M
- -10.58%
- 1Y
- 12.10%
- 3Y*
- 19.98%
- 5Y*
- 10.17%
- 10Y*
- 17.67%
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GAOAX vs. OLGAX - Expense Ratio Comparison
GAOAX has a 1.04% expense ratio, which is higher than OLGAX's 1.01% expense ratio.
Return for Risk
GAOAX vs. OLGAX — Risk / Return Rank
GAOAX
OLGAX
GAOAX vs. OLGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Allocation Fund A (GAOAX) 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.
| GAOAX | OLGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.61 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.01 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.14 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 0.77 | +0.33 |
Martin ratioReturn relative to average drawdown | 4.47 | 2.34 | +2.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GAOAX | OLGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.61 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.50 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.82 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.48 | +0.07 |
Correlation
The correlation between GAOAX and OLGAX is 0.83, 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.
Dividends
GAOAX vs. OLGAX - Dividend Comparison
GAOAX's dividend yield for the trailing twelve months is around 10.04%, less than OLGAX's 12.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAOAX JPMorgan Global Allocation Fund A | 10.04% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
OLGAX JPMorgan Large Cap Growth Fund Class A | 12.93% | 11.82% | 2.06% | 0.00% | 3.20% | 15.30% | 5.32% | 13.03% | 16.18% | 14.92% | 9.94% | 4.51% |
Drawdowns
GAOAX vs. OLGAX - Drawdown Comparison
The maximum GAOAX drawdown since its inception was -29.02%, smaller than the maximum OLGAX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for GAOAX and OLGAX.
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Drawdown Indicators
| GAOAX | OLGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.02% | -63.25% | +34.23% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -16.92% | +7.97% |
Max Drawdown (5Y)Largest decline over 5 years | -29.02% | -31.34% | +2.32% |
Max Drawdown (10Y)Largest decline over 10 years | -29.02% | -31.87% | +2.85% |
Current DrawdownCurrent decline from peak | -7.61% | -14.02% | +6.41% |
Average DrawdownAverage peak-to-trough decline | -6.01% | -18.78% | +12.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 5.58% | -3.38% |
Volatility
GAOAX vs. OLGAX - Volatility Comparison
The current volatility for JPMorgan Global Allocation Fund A (GAOAX) is 4.98%, while JPMorgan Large Cap Growth Fund Class A (OLGAX) has a volatility of 6.48%. This indicates that GAOAX experiences smaller price fluctuations and is considered to be less risky than OLGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GAOAX | OLGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 6.48% | -1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 12.54% | -4.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 21.14% | -9.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.03% | 20.26% | -9.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.81% | 21.55% | -10.74% |