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JCMAX vs. OLGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JCMAX vs. OLGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Mid Cap Equity Fund Class A (JCMAX) and JPMorgan Large Cap Growth Fund Class A (OLGAX). The values are adjusted to include any dividend payments, if applicable.

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JCMAX vs. OLGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JCMAX
JPMorgan Mid Cap Equity Fund Class A
-2.67%5.82%18.44%15.87%-16.24%19.67%22.33%32.37%-8.43%20.96%
OLGAX
JPMorgan Large Cap Growth Fund Class A
-11.67%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, JCMAX achieves a -2.67% return, which is significantly higher than OLGAX's -11.67% return. Over the past 10 years, JCMAX has underperformed OLGAX with an annualized return of 10.46%, while OLGAX has yielded a comparatively higher 17.27% annualized return.


JCMAX

1D
-0.50%
1M
-7.88%
YTD
-2.67%
6M
-3.02%
1Y
7.87%
3Y*
11.07%
5Y*
5.58%
10Y*
10.46%

OLGAX

1D
-0.66%
1M
-8.22%
YTD
-11.67%
6M
-13.40%
1Y
9.06%
3Y*
18.61%
5Y*
9.75%
10Y*
17.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JCMAX vs. OLGAX - Expense Ratio Comparison

JCMAX has a 1.14% expense ratio, which is higher than OLGAX's 1.01% expense ratio.


Return for Risk

JCMAX vs. OLGAX — Risk / Return Rank

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

JCMAX
JCMAX Risk / Return Rank: 1919
Overall Rank
JCMAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
JCMAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
JCMAX Omega Ratio Rank: 1818
Omega Ratio Rank
JCMAX Calmar Ratio Rank: 1818
Calmar Ratio Rank
JCMAX Martin Ratio Rank: 2222
Martin Ratio Rank

OLGAX
OLGAX Risk / Return Rank: 1717
Overall Rank
OLGAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
OLGAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
OLGAX Omega Ratio Rank: 1919
Omega Ratio Rank
OLGAX Calmar Ratio Rank: 1414
Calmar Ratio Rank
OLGAX Martin Ratio Rank: 1313
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.

JCMAX vs. OLGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Equity Fund Class A (JCMAX) 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.


JCMAXOLGAXDifference

Sharpe ratio

Return per unit of total volatility

0.47

0.44

+0.03

Sortino ratio

Return per unit of downside risk

0.79

0.78

+0.02

Omega ratio

Gain probability vs. loss probability

1.11

1.11

0.00

Calmar ratio

Return relative to maximum drawdown

0.53

0.38

+0.15

Martin ratio

Return relative to average drawdown

2.38

1.18

+1.21

JCMAX vs. OLGAX - Sharpe Ratio Comparison

The current JCMAX Sharpe Ratio is 0.47, which is comparable to the OLGAX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of JCMAX 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.


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Sharpe Ratios by Period


JCMAXOLGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

0.44

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.49

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.81

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.47

+0.17

Correlation

The correlation between JCMAX and OLGAX is 0.84, 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

JCMAX vs. OLGAX - Dividend Comparison

JCMAX's dividend yield for the trailing twelve months is around 6.33%, less than OLGAX's 13.38% yield.


TTM20252024202320222021202020192018201720162015
JCMAX
JPMorgan Mid Cap Equity Fund Class A
6.33%6.16%8.60%0.31%2.63%7.65%11.63%8.54%12.89%5.69%3.23%5.06%
OLGAX
JPMorgan Large Cap Growth Fund Class A
13.38%11.82%2.06%0.00%3.20%15.30%5.32%13.03%16.18%14.92%9.94%4.51%

Drawdowns

JCMAX vs. OLGAX - Drawdown Comparison

The maximum JCMAX drawdown since its inception was -38.33%, smaller than the maximum OLGAX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for JCMAX and OLGAX.


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Drawdown Indicators


JCMAXOLGAXDifference

Max Drawdown

Largest peak-to-trough decline

-38.33%

-63.25%

+24.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-16.92%

+4.58%

Max Drawdown (5Y)

Largest decline over 5 years

-25.26%

-31.34%

+6.08%

Max Drawdown (10Y)

Largest decline over 10 years

-38.33%

-31.87%

-6.46%

Current Drawdown

Current decline from peak

-8.26%

-16.92%

+8.66%

Average Drawdown

Average peak-to-trough decline

-5.19%

-18.78%

+13.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

5.51%

-2.74%

Volatility

JCMAX vs. OLGAX - Volatility Comparison

The current volatility for JPMorgan Mid Cap Equity Fund Class A (JCMAX) is 4.42%, while JPMorgan Large Cap Growth Fund Class A (OLGAX) has a volatility of 5.22%. This indicates that JCMAX experiences smaller price fluctuations and is considered to be less risky 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


JCMAXOLGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

5.22%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.17%

12.06%

-2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

17.55%

20.90%

-3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

20.21%

-2.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.59%

21.52%

-1.93%