JEMDX vs. OLGAX
Compare and contrast key facts about JPMorgan Emerging Markets Debt Fund (JEMDX) and JPMorgan Large Cap Growth Fund Class A (OLGAX).
JEMDX is managed by JPMorgan. It was launched on Apr 16, 1997. OLGAX is managed by JPMorgan. It was launched on Feb 28, 1992.
Performance
JEMDX vs. OLGAX - Performance Comparison
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JEMDX vs. OLGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JEMDX JPMorgan Emerging Markets Debt Fund | -2.48% | 13.87% | 7.37% | 10.17% | -18.60% | -3.22% | 5.37% | 13.86% | -5.82% | 10.25% |
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, JEMDX achieves a -2.48% return, which is significantly higher than OLGAX's -11.67% return. Over the past 10 years, JEMDX has underperformed OLGAX with an annualized return of 2.99%, while OLGAX has yielded a comparatively higher 17.27% annualized return.
JEMDX
- 1D
- -0.31%
- 1M
- -4.88%
- YTD
- -2.48%
- 6M
- 1.33%
- 1Y
- 9.86%
- 3Y*
- 9.00%
- 5Y*
- 1.69%
- 10Y*
- 2.99%
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%
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JEMDX vs. OLGAX - Expense Ratio Comparison
JEMDX has a 0.83% expense ratio, which is lower than OLGAX's 1.01% expense ratio.
Return for Risk
JEMDX vs. OLGAX — Risk / Return Rank
JEMDX
OLGAX
JEMDX vs. OLGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Emerging Markets Debt Fund (JEMDX) 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.
| JEMDX | OLGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 0.44 | +1.40 |
Sortino ratioReturn per unit of downside risk | 2.52 | 0.78 | +1.74 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.11 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 0.38 | +1.50 |
Martin ratioReturn relative to average drawdown | 8.37 | 1.18 | +7.19 |
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
| JEMDX | OLGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 0.44 | +1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.49 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.81 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.47 | +0.19 |
Correlation
The correlation between JEMDX and OLGAX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JEMDX vs. OLGAX - Dividend Comparison
JEMDX's dividend yield for the trailing twelve months is around 5.65%, less than OLGAX's 13.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEMDX JPMorgan Emerging Markets Debt Fund | 5.65% | 5.61% | 6.13% | 5.47% | 6.15% | 4.38% | 3.71% | 4.52% | 4.64% | 4.43% | 5.06% | 4.76% |
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
JEMDX vs. OLGAX - Drawdown Comparison
The maximum JEMDX drawdown since its inception was -38.84%, smaller than the maximum OLGAX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for JEMDX and OLGAX.
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Drawdown Indicators
| JEMDX | OLGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.84% | -63.25% | +24.41% |
Max Drawdown (1Y)Largest decline over 1 year | -5.14% | -16.92% | +11.78% |
Max Drawdown (5Y)Largest decline over 5 years | -30.83% | -31.34% | +0.51% |
Max Drawdown (10Y)Largest decline over 10 years | -30.83% | -31.87% | +1.04% |
Current DrawdownCurrent decline from peak | -5.14% | -16.92% | +11.78% |
Average DrawdownAverage peak-to-trough decline | -6.12% | -18.78% | +12.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 5.51% | -4.35% |
Volatility
JEMDX vs. OLGAX - Volatility Comparison
The current volatility for JPMorgan Emerging Markets Debt Fund (JEMDX) is 2.24%, while JPMorgan Large Cap Growth Fund Class A (OLGAX) has a volatility of 5.22%. This indicates that JEMDX 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
| JEMDX | OLGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.24% | 5.22% | -2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 3.25% | 12.06% | -8.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.29% | 20.90% | -15.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.84% | 20.21% | -13.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.11% | 21.52% | -14.41% |