GEGTX vs. OLGAX

In the year-to-date period, GEGTX achieves a 1.38% return, which is significantly lower than OLGAX's 1.55% return. Both investments have delivered pretty close results over the past 10 years, with GEGTX having a 7.75% annualized return and OLGAX not far ahead at 8.01%.

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GEGTX has a 0.74% expense ratio, which is lower than OLGAX's 1.01% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Columbia Large Cap Growth Fund (GEGTX) 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.

The current GEGTX Sharpe Ratio is 1.05, which is comparable to the OLGAX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of GEGTX and OLGAX, 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 GEGTX nor OLGAX has paid dividends to shareholders.

The maximum GEGTX drawdown since its inception was -63.88%, roughly equal to the maximum OLGAX drawdown of -64.30%. Use the drawdown chart below to compare losses from any high point for GEGTX and OLGAX. For additional features, visit the drawdowns tool.

Columbia Large Cap Growth Fund (GEGTX) has a higher volatility of 5.20% compared to JPMorgan Large Cap Growth Fund Class A (OLGAX) at 4.76%. This indicates that GEGTX's price experiences larger fluctuations and is considered to be riskier than OLGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.