JNEMX vs. OLGAX
Compare and contrast key facts about JPMorgan International Equity Fund Class R6 (JNEMX) and JPMorgan Large Cap Growth Fund Class A (OLGAX).
JNEMX is managed by JPMorgan. It was launched on Dec 1, 2010. OLGAX is managed by JPMorgan. It was launched on Feb 28, 1992.
Performance
JNEMX vs. OLGAX - Performance Comparison
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JNEMX vs. OLGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNEMX JPMorgan International Equity Fund Class R6 | 1.23% | 26.14% | 1.62% | 18.11% | -19.44% | 11.92% | 13.42% | 27.95% | -17.69% | 30.04% |
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, JNEMX achieves a 1.23% return, which is significantly higher than OLGAX's -8.59% return. Over the past 10 years, JNEMX has underperformed OLGAX with an annualized return of 8.70%, while OLGAX has yielded a comparatively higher 17.67% annualized return.
JNEMX
- 1D
- 3.06%
- 1M
- -6.23%
- YTD
- 1.23%
- 6M
- 2.70%
- 1Y
- 16.66%
- 3Y*
- 12.04%
- 5Y*
- 6.08%
- 10Y*
- 8.70%
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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JNEMX vs. OLGAX - Expense Ratio Comparison
JNEMX has a 0.50% expense ratio, which is lower than OLGAX's 1.01% expense ratio.
Return for Risk
JNEMX vs. OLGAX — Risk / Return Rank
JNEMX
OLGAX
JNEMX vs. OLGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Equity Fund Class R6 (JNEMX) 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.
| JNEMX | OLGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 0.61 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.01 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.14 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 0.77 | +0.58 |
Martin ratioReturn relative to average drawdown | 5.12 | 2.34 | +2.78 |
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
| JNEMX | OLGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 0.61 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.50 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.82 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.48 | -0.09 |
Correlation
The correlation between JNEMX and OLGAX is 0.70, 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
JNEMX vs. OLGAX - Dividend Comparison
JNEMX's dividend yield for the trailing twelve months is around 6.62%, less than OLGAX's 12.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNEMX JPMorgan International Equity Fund Class R6 | 6.62% | 6.71% | 3.27% | 2.40% | 2.88% | 6.89% | 1.30% | 3.65% | 3.93% | 1.83% | 2.03% | 2.17% |
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
JNEMX vs. OLGAX - Drawdown Comparison
The maximum JNEMX drawdown since its inception was -34.13%, smaller than the maximum OLGAX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for JNEMX and OLGAX.
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Drawdown Indicators
| JNEMX | OLGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.13% | -63.25% | +29.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.62% | -16.92% | +5.30% |
Max Drawdown (5Y)Largest decline over 5 years | -33.05% | -31.34% | -1.71% |
Max Drawdown (10Y)Largest decline over 10 years | -34.13% | -31.87% | -2.26% |
Current DrawdownCurrent decline from peak | -8.24% | -14.02% | +5.78% |
Average DrawdownAverage peak-to-trough decline | -8.27% | -18.78% | +10.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 5.58% | -2.52% |
Volatility
JNEMX vs. OLGAX - Volatility Comparison
JPMorgan International Equity Fund Class R6 (JNEMX) has a higher volatility of 7.97% compared to JPMorgan Large Cap Growth Fund Class A (OLGAX) at 6.48%. This indicates that JNEMX's price experiences larger fluctuations and is considered to be riskier 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
| JNEMX | OLGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.97% | 6.48% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 11.45% | 12.54% | -1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.05% | 21.14% | -4.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 20.26% | -3.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 21.55% | -4.36% |