JDESX vs. OLGAX
Compare and contrast key facts about JPMorgan U.S. Research Enhanced Equity Fund (JDESX) and JPMorgan Large Cap Growth Fund Class A (OLGAX).
JDESX is managed by JPMorgan. It was launched on Sep 10, 2001. OLGAX is managed by JPMorgan. It was launched on Feb 28, 1992.
Performance
JDESX vs. OLGAX - Performance Comparison
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JDESX vs. OLGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JDESX JPMorgan U.S. Research Enhanced Equity Fund | -4.98% | 16.33% | 31.02% | 28.23% | -18.15% | 30.35% | 20.65% | 31.16% | -5.53% | 21.49% |
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, JDESX achieves a -4.98% return, which is significantly higher than OLGAX's -8.59% return. Over the past 10 years, JDESX has underperformed OLGAX with an annualized return of 14.71%, while OLGAX has yielded a comparatively higher 17.67% annualized return.
JDESX
- 1D
- 2.89%
- 1M
- -5.28%
- YTD
- -4.98%
- 6M
- -2.90%
- 1Y
- 15.81%
- 3Y*
- 19.78%
- 5Y*
- 12.85%
- 10Y*
- 14.71%
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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JDESX vs. OLGAX - Expense Ratio Comparison
JDESX has a 0.35% expense ratio, which is lower than OLGAX's 1.01% expense ratio.
Return for Risk
JDESX vs. OLGAX — Risk / Return Rank
JDESX
OLGAX
JDESX vs. OLGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Research Enhanced Equity Fund (JDESX) 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.
| JDESX | OLGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.61 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.01 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.14 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 0.77 | +0.61 |
Martin ratioReturn relative to average drawdown | 6.44 | 2.34 | +4.10 |
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
| JDESX | OLGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.61 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.50 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.82 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.48 | -0.04 |
Correlation
The correlation between JDESX and OLGAX is 0.92, 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
JDESX vs. OLGAX - Dividend Comparison
JDESX's dividend yield for the trailing twelve months is around 5.61%, less than OLGAX's 12.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDESX JPMorgan U.S. Research Enhanced Equity Fund | 5.61% | 5.33% | 11.20% | 1.23% | 2.79% | 12.94% | 3.89% | 11.29% | 14.15% | 1.39% | 1.40% | 5.56% |
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
JDESX vs. OLGAX - Drawdown Comparison
The maximum JDESX drawdown since its inception was -54.56%, smaller than the maximum OLGAX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for JDESX and OLGAX.
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Drawdown Indicators
| JDESX | OLGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -63.25% | +8.69% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -16.92% | +4.73% |
Max Drawdown (5Y)Largest decline over 5 years | -31.30% | -31.34% | +0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -34.71% | -31.87% | -2.84% |
Current DrawdownCurrent decline from peak | -6.59% | -14.02% | +7.43% |
Average DrawdownAverage peak-to-trough decline | -11.98% | -18.78% | +6.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 5.58% | -2.96% |
Volatility
JDESX vs. OLGAX - Volatility Comparison
The current volatility for JPMorgan U.S. Research Enhanced Equity Fund (JDESX) is 5.37%, while JPMorgan Large Cap Growth Fund Class A (OLGAX) has a volatility of 6.48%. This indicates that JDESX 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
| JDESX | OLGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 6.48% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 12.54% | -3.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.37% | 21.14% | -2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.82% | 20.26% | -1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.74% | 21.55% | -1.81% |