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IWP vs. OSGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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IWP vs. OSGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWP
iShares Russell Mid-Cap Growth ETF
-5.91%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
-5.84%8.41%24.96%22.83%-27.26%10.32%47.86%39.31%-5.34%29.08%

Returns By Period

The year-to-date returns for both investments are quite close, with IWP having a -5.91% return and OSGIX slightly higher at -5.84%. Over the past 10 years, IWP has underperformed OSGIX with an annualized return of 11.47%, while OSGIX has yielded a comparatively higher 12.62% annualized return.


IWP

1D
0.52%
1M
-5.80%
YTD
-5.91%
6M
-9.13%
1Y
9.02%
3Y*
12.74%
5Y*
4.89%
10Y*
11.47%

OSGIX

1D
3.95%
1M
-6.16%
YTD
-5.84%
6M
-8.40%
1Y
11.67%
3Y*
13.33%
5Y*
4.09%
10Y*
12.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IWP vs. OSGIX - Expense Ratio Comparison

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


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: 2525
Overall Rank
IWP Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IWP Sortino Ratio Rank: 2424
Sortino Ratio Rank
IWP Omega Ratio Rank: 2323
Omega Ratio Rank
IWP Calmar Ratio Rank: 2828
Calmar Ratio Rank
IWP Martin Ratio Rank: 2626
Martin Ratio Rank

OSGIX
OSGIX Risk / Return Rank: 2121
Overall Rank
OSGIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
OSGIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
OSGIX Omega Ratio Rank: 1818
Omega Ratio Rank
OSGIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
OSGIX Martin Ratio Rank: 2222
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 ratio

Return per unit of total volatility

0.39

0.55

-0.15

Sortino ratio

Return per unit of downside risk

0.73

0.93

-0.20

Omega ratio

Gain probability vs. loss probability

1.10

1.12

-0.03

Calmar ratio

Return relative to maximum drawdown

0.68

0.84

-0.17

Martin ratio

Return relative to average drawdown

2.10

2.68

-0.58

IWP vs. OSGIX - Sharpe Ratio Comparison

The current IWP Sharpe Ratio is 0.39, which is comparable to the OSGIX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of IWP and OSGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IWPOSGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

0.55

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.18

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.56

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.41

0.00

Correlation

The correlation between IWP and OSGIX is 0.97, 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

IWP vs. OSGIX - Dividend Comparison

IWP's dividend yield for the trailing twelve months is around 0.36%, less than OSGIX's 13.08% yield.


TTM20252024202320222021202020192018201720162015
IWP
iShares Russell Mid-Cap Growth ETF
0.36%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
13.08%12.31%18.67%0.00%0.98%10.97%12.80%8.61%8.45%7.36%0.05%6.01%

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 (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

-11.22%

-10.87%

-0.35%

Average Drawdown

Average peak-to-trough decline

-9.71%

-12.32%

+2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.76%

4.48%

+0.28%

Volatility

IWP vs. OSGIX - Volatility Comparison

The current volatility for iShares Russell Mid-Cap Growth ETF (IWP) is 7.02%, while JPMorgan Mid Cap Growth Fund Class A (OSGIX) has a volatility of 7.64%. 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

7.02%

7.64%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

13.18%

13.74%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

23.08%

23.10%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.34%

22.48%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.63%

22.65%

-1.02%