PortfoliosLab logoPortfoliosLab logo
JLPSX vs. OLGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JLPSX vs. OLGAX - Performance Comparison

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

Loading graphics...

JLPSX vs. OLGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JLPSX
JPMorgan U.S. Large Cap Core Plus Fund
-6.67%14.83%37.27%29.98%-18.34%28.75%26.10%29.96%-7.15%21.43%
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, JLPSX achieves a -6.67% return, which is significantly higher than OLGAX's -8.59% return. Over the past 10 years, JLPSX has underperformed OLGAX with an annualized return of 15.26%, while OLGAX has yielded a comparatively higher 17.67% annualized return.


JLPSX

1D
3.05%
1M
-5.34%
YTD
-6.67%
6M
-4.59%
1Y
12.84%
3Y*
21.12%
5Y*
13.31%
10Y*
15.26%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JLPSX vs. OLGAX - Expense Ratio Comparison

JLPSX has a 1.45% expense ratio, which is higher than OLGAX's 1.01% expense ratio.


Return for Risk

JLPSX vs. OLGAX — Risk / Return Rank

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

JLPSX
JLPSX Risk / Return Rank: 3636
Overall Rank
JLPSX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
JLPSX Sortino Ratio Rank: 3131
Sortino Ratio Rank
JLPSX Omega Ratio Rank: 3333
Omega Ratio Rank
JLPSX Calmar Ratio Rank: 4444
Calmar Ratio Rank
JLPSX Martin Ratio Rank: 4343
Martin Ratio Rank

OLGAX
OLGAX Risk / Return Rank: 2323
Overall Rank
OLGAX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
OLGAX Sortino Ratio Rank: 2424
Sortino Ratio Rank
OLGAX Omega Ratio Rank: 2323
Omega Ratio Rank
OLGAX Calmar Ratio Rank: 2525
Calmar Ratio Rank
OLGAX Martin Ratio Rank: 2121
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.

JLPSX vs. OLGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Large Cap Core Plus Fund (JLPSX) 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.


JLPSXOLGAXDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.61

+0.12

Sortino ratio

Return per unit of downside risk

1.16

1.01

+0.15

Omega ratio

Gain probability vs. loss probability

1.17

1.14

+0.03

Calmar ratio

Return relative to maximum drawdown

1.18

0.77

+0.41

Martin ratio

Return relative to average drawdown

4.57

2.34

+2.23

JLPSX vs. OLGAX - Sharpe Ratio Comparison

The current JLPSX Sharpe Ratio is 0.73, which is comparable to the OLGAX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of JLPSX 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.


Loading graphics...

Sharpe Ratios by Period


JLPSXOLGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.61

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.50

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.82

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.48

+0.09

Correlation

The correlation between JLPSX and OLGAX is 0.91, 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

JLPSX vs. OLGAX - Dividend Comparison

JLPSX's dividend yield for the trailing twelve months is around 3.19%, less than OLGAX's 12.93% yield.


TTM20252024202320222021202020192018201720162015
JLPSX
JPMorgan U.S. Large Cap Core Plus Fund
3.19%2.98%12.87%11.67%32.43%28.14%28.69%22.82%17.84%13.85%4.73%9.24%
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

JLPSX vs. OLGAX - Drawdown Comparison

The maximum JLPSX drawdown since its inception was -51.33%, smaller than the maximum OLGAX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for JLPSX and OLGAX.


Loading graphics...

Drawdown Indicators


JLPSXOLGAXDifference

Max Drawdown

Largest peak-to-trough decline

-51.33%

-63.25%

+11.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

-16.92%

+5.21%

Max Drawdown (5Y)

Largest decline over 5 years

-25.68%

-31.34%

+5.66%

Max Drawdown (10Y)

Largest decline over 10 years

-35.09%

-31.87%

-3.22%

Current Drawdown

Current decline from peak

-8.35%

-14.02%

+5.67%

Average Drawdown

Average peak-to-trough decline

-7.00%

-18.78%

+11.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

5.58%

-2.55%

Volatility

JLPSX vs. OLGAX - Volatility Comparison

The current volatility for JPMorgan U.S. Large Cap Core Plus Fund (JLPSX) is 5.82%, while JPMorgan Large Cap Growth Fund Class A (OLGAX) has a volatility of 6.48%. This indicates that JLPSX 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.


Loading graphics...

Volatility by Period


JLPSXOLGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

6.48%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

9.81%

12.54%

-2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

18.41%

21.14%

-2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.60%

20.26%

-2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.40%

21.55%

+0.85%