GAOSX vs. OLGAX
Compare and contrast key facts about JPMorgan Global Allocation Fund (GAOSX) and JPMorgan Large Cap Growth Fund Class A (OLGAX).
GAOSX is managed by JPMorgan. It was launched on May 30, 2011. OLGAX is managed by JPMorgan. It was launched on Feb 28, 1992.
Performance
GAOSX vs. OLGAX - Performance Comparison
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GAOSX vs. OLGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GAOSX JPMorgan Global Allocation Fund | -5.26% | 14.96% | 8.21% | 13.02% | -18.59% | 9.54% | 15.55% | 16.27% | -5.81% | 17.12% |
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, GAOSX achieves a -5.26% return, which is significantly higher than OLGAX's -11.67% return. Over the past 10 years, GAOSX has underperformed OLGAX with an annualized return of 6.41%, while OLGAX has yielded a comparatively higher 17.27% annualized return.
GAOSX
- 1D
- -0.10%
- 1M
- -8.56%
- YTD
- -5.26%
- 6M
- -3.79%
- 1Y
- 8.55%
- 3Y*
- 8.15%
- 5Y*
- 3.12%
- 10Y*
- 6.41%
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%
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GAOSX vs. OLGAX - Expense Ratio Comparison
GAOSX has a 0.77% expense ratio, which is lower than OLGAX's 1.01% expense ratio.
Return for Risk
GAOSX vs. OLGAX — Risk / Return Rank
GAOSX
OLGAX
GAOSX vs. OLGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Allocation Fund (GAOSX) 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.
| GAOSX | OLGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.44 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.09 | 0.78 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.11 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 0.38 | +0.46 |
Martin ratioReturn relative to average drawdown | 3.53 | 1.18 | +2.35 |
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
| GAOSX | OLGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.44 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.49 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.81 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.47 | +0.13 |
Correlation
The correlation between GAOSX and OLGAX is 0.84, 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
GAOSX vs. OLGAX - Dividend Comparison
GAOSX's dividend yield for the trailing twelve months is around 10.22%, less than OLGAX's 13.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAOSX JPMorgan Global Allocation Fund | 10.22% | 10.23% | 2.52% | 0.00% | 4.86% | 10.17% | 1.67% | 2.65% | 2.71% | 3.18% | 2.76% | 1.16% |
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
GAOSX vs. OLGAX - Drawdown Comparison
The maximum GAOSX drawdown since its inception was -24.98%, smaller than the maximum OLGAX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for GAOSX and OLGAX.
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Drawdown Indicators
| GAOSX | OLGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.98% | -63.25% | +38.27% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -16.92% | +7.99% |
Max Drawdown (5Y)Largest decline over 5 years | -24.98% | -31.34% | +6.36% |
Max Drawdown (10Y)Largest decline over 10 years | -24.98% | -31.87% | +6.89% |
Current DrawdownCurrent decline from peak | -8.93% | -16.92% | +7.99% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -18.78% | +14.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 5.51% | -3.36% |
Volatility
GAOSX vs. OLGAX - Volatility Comparison
The current volatility for JPMorgan Global Allocation Fund (GAOSX) is 4.67%, while JPMorgan Large Cap Growth Fund Class A (OLGAX) has a volatility of 5.22%. This indicates that GAOSX 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
| GAOSX | OLGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 5.22% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 7.42% | 12.06% | -4.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.44% | 20.90% | -9.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.84% | 20.21% | -9.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.69% | 21.52% | -10.83% |