IWP vs. OSGIX
IWP (iShares Russell Mid-Cap Growth ETF) and OSGIX (JPMorgan Mid Cap Growth Fund Class A) are both Mid Cap Growth Equities funds. Over the past 10 years, IWP returned 12.40%/yr vs 13.69%/yr for OSGIX. With a 0.97 correlation, they move nearly in lockstep. IWP charges 0.23%/yr vs 1.14%/yr for OSGIX.
Performance
IWP vs. OSGIX - Performance Comparison
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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%
IWP vs. OSGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IWP
OSGIX
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.
| IWP | OSGIX | Difference | |
|---|---|---|---|
| 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 |
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
| IWP | OSGIX | Difference | |
|---|---|---|---|
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
| IWP | OSGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.10% | 0.00% | -2.10% |
Average DrawdownAverage peak-to-trough decline | -9.68% | -12.28% | +2.60% |
Ulcer IndexDepth 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
| IWP | OSGIX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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