IUESX vs. OLGAX
Compare and contrast key facts about JPMorgan International Focus Fund (IUESX) and JPMorgan Large Cap Growth Fund Class A (OLGAX).
IUESX is managed by JPMorgan. It was launched on Nov 30, 2011. OLGAX is managed by JPMorgan. It was launched on Feb 28, 1992.
Performance
IUESX vs. OLGAX - Performance Comparison
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IUESX vs. OLGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUESX JPMorgan International Focus Fund | -1.66% | 26.33% | 2.54% | 16.94% | -18.53% | 6.79% | 15.15% | 29.61% | -16.45% | 28.46% |
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, IUESX achieves a -1.66% return, which is significantly higher than OLGAX's -8.59% return. Over the past 10 years, IUESX has underperformed OLGAX with an annualized return of 7.97%, while OLGAX has yielded a comparatively higher 17.67% annualized return.
IUESX
- 1D
- -0.21%
- 1M
- -12.18%
- YTD
- -1.66%
- 6M
- 0.77%
- 1Y
- 16.30%
- 3Y*
- 11.28%
- 5Y*
- 4.85%
- 10Y*
- 7.97%
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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IUESX vs. OLGAX - Expense Ratio Comparison
IUESX has a 0.75% expense ratio, which is lower than OLGAX's 1.01% expense ratio.
Return for Risk
IUESX vs. OLGAX — Risk / Return Rank
IUESX
OLGAX
IUESX vs. OLGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Focus Fund (IUESX) 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.
| IUESX | OLGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.61 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.01 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.14 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 0.77 | +0.39 |
Martin ratioReturn relative to average drawdown | 4.56 | 2.34 | +2.22 |
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
| IUESX | OLGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.61 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.50 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.82 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.48 | -0.07 |
Correlation
The correlation between IUESX and OLGAX is 0.71, 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
IUESX vs. OLGAX - Dividend Comparison
IUESX's dividend yield for the trailing twelve months is around 4.63%, less than OLGAX's 12.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUESX JPMorgan International Focus Fund | 4.63% | 4.56% | 3.10% | 1.98% | 3.64% | 1.77% | 0.96% | 0.21% | 2.32% | 0.78% | 2.37% | 0.00% |
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
IUESX vs. OLGAX - Drawdown Comparison
The maximum IUESX drawdown since its inception was -33.58%, smaller than the maximum OLGAX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for IUESX and OLGAX.
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Drawdown Indicators
| IUESX | OLGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.58% | -63.25% | +29.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -16.92% | +4.42% |
Max Drawdown (5Y)Largest decline over 5 years | -33.14% | -31.34% | -1.80% |
Max Drawdown (10Y)Largest decline over 10 years | -33.58% | -31.87% | -1.71% |
Current DrawdownCurrent decline from peak | -12.50% | -14.02% | +1.52% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -18.78% | +10.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 5.58% | -2.40% |
Volatility
IUESX vs. OLGAX - Volatility Comparison
JPMorgan International Focus Fund (IUESX) has a higher volatility of 7.31% compared to JPMorgan Large Cap Growth Fund Class A (OLGAX) at 6.48%. This indicates that IUESX'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.
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Volatility by Period
| IUESX | OLGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.31% | 6.48% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 11.62% | 12.54% | -0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.73% | 21.14% | -4.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.19% | 20.26% | -4.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 21.55% | -4.35% |