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IWP vs. OSGIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWP vs. OSGIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, IWP achieves a 3.75% return, which is significantly lower than OSGIX's 6.50% return. Over the past 10 years, IWP has underperformed OSGIX with an annualized return of 12.40%, while OSGIX has yielded a comparatively higher 13.69% annualized return.


IWP

1D
-1.05%
1M
4.11%
YTD
3.75%
6M
2.84%
1Y
5.63%
3Y*
15.88%
5Y*
6.59%
10Y*
12.40%

OSGIX

1D
0.07%
1M
4.68%
YTD
6.50%
6M
4.76%
1Y
12.18%
3Y*
17.10%
5Y*
7.03%
10Y*
13.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWP vs. OSGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWP
iShares Russell Mid-Cap Growth ETF
3.75%8.45%21.86%25.70%-26.90%12.60%35.25%35.04%-4.89%24.93%
OSGIX
JPMorgan Mid Cap Growth Fund Class A
6.50%8.41%24.96%22.83%-27.26%10.32%47.86%39.31%-5.34%29.08%

Correlation

The correlation between IWP and OSGIX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Aug 2, 2001

0.97

The correlation between IWP and OSGIX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

IWP vs. OSGIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IWP
IWP Risk / Return Rank: 1313
Overall Rank
IWP Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IWP Sortino Ratio Rank: 1313
Sortino Ratio Rank
IWP Omega Ratio Rank: 1313
Omega Ratio Rank
IWP Calmar Ratio Rank: 1313
Calmar Ratio Rank
IWP Martin Ratio Rank: 1414
Martin Ratio Rank

OSGIX
OSGIX Risk / Return Rank: 99
Overall Rank
OSGIX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
OSGIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
OSGIX Omega Ratio Rank: 99
Omega Ratio Rank
OSGIX Calmar Ratio Rank: 99
Calmar Ratio Rank
OSGIX Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IWP vs. OSGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Growth ETF (IWP) 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.


IWPOSGIXDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.07

1.14

-0.07

Calmar ratioReturn relative to maximum drawdown

0.38

0.93

-0.55

Martin ratioReturn relative to average drawdown

1.12

2.97

-1.86

IWP vs. OSGIX - Sharpe Ratio Comparison

The current IWP Sharpe Ratio is 0.34, which is lower than the OSGIX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of IWP and OSGIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IWPOSGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

0.77

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.31

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.61

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.43

0.00

Drawdowns

IWP vs. OSGIX - Drawdown Comparison

The maximum IWP drawdown since its inception was -56.92%, roughly equal to the maximum OSGIX drawdown of -57.79%. Use the drawdown chart below to compare losses from any high point for IWP and OSGIX.


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Drawdown Indicators


IWPOSGIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.92%

-57.79%

+0.87%

Max Drawdown (1Y)

Largest decline over 1 year

-14.79%

-14.25%

-0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-25.20%

-25.54%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-38.62%

-37.26%

-1.36%

Max Drawdown (10Y)

Largest decline over 10 years

-38.62%

-37.26%

-1.36%

Current Drawdown

Current decline from peak

-2.10%

0.00%

-2.10%

Average Drawdown

Average peak-to-trough decline

-9.68%

-12.28%

+2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.06%

4.48%

+0.58%

Volatility

IWP vs. OSGIX - Volatility Comparison

The current volatility for iShares Russell Mid-Cap Growth ETF (IWP) is 3.73%, while JPMorgan Mid Cap Growth Fund Class A (OSGIX) has a volatility of 4.34%. This indicates that IWP 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.


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Volatility by Period


IWPOSGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

4.34%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

12.62%

13.49%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

16.50%

17.39%

-0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.31%

22.45%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.67%

22.72%

-1.05%

IWP vs. OSGIX - Expense Ratio Comparison

IWP has a 0.23% expense ratio, which is lower than OSGIX's 1.14% expense ratio.


Dividends

IWP vs. OSGIX - Dividend Comparison

IWP's dividend yield for the trailing twelve months is around 0.33%, less than OSGIX's 11.56% yield.


PositionTTM20252024202320222021202020192018201720162015
IWP
iShares Russell Mid-Cap Growth ETF
0.33%0.37%0.40%0.54%0.77%0.30%0.38%0.59%1.02%0.78%1.16%0.98%
OSGIX
JPMorgan Mid Cap Growth Fund Class A
11.56%12.31%18.67%0.00%0.98%10.97%12.80%8.61%8.45%7.36%0.05%6.01%

Frequently Asked Questions


With a correlation of 0.97, IWP and OSGIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

OSGIX has higher volatility (4.34%) compared to IWP (3.73%). In terms of maximum drawdown, IWP dropped -56.92% vs OSGIX's -57.79%.

OSGIX currently has the higher Sharpe Ratio (0.77 vs 0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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