JNRFX vs. OLGAX
Compare and contrast key facts about Janus Henderson Research Fund (JNRFX) and JPMorgan Large Cap Growth Fund Class A (OLGAX).
JNRFX is managed by Janus Henderson. It was launched on May 3, 1993. OLGAX is managed by JPMorgan Chase. It was launched on Feb 28, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JNRFX or OLGAX.
Key characteristics
| JNRFX | OLGAX | |
|---|---|---|
| YTD Return | 24.81% | 24.18% |
| 1Y Return | 37.56% | 34.90% |
| 3Y Return (Ann) | 9.15% | 8.67% |
| 5Y Return (Ann) | 16.73% | 19.60% |
| 10Y Return (Ann) | 14.08% | 16.33% |
| Sharpe Ratio | 1.99 | 1.74 |
| Daily Std Dev | 17.58% | 18.64% |
| Max Drawdown | -36.48% | -64.30% |
| Current Drawdown | -4.01% | -3.98% |
Correlation
The correlation between JNRFX and OLGAX is 0.96, 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.
Performance
JNRFX vs. OLGAX - Performance Comparison
The year-to-date returns for both stocks are quite close, with JNRFX having a 24.81% return and OLGAX slightly lower at 24.18%. Over the past 10 years, JNRFX has underperformed OLGAX with an annualized return of 14.08%, while OLGAX has yielded a comparatively higher 16.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JNRFX vs. OLGAX - Expense Ratio Comparison
JNRFX has a 0.66% expense ratio, which is lower than OLGAX's 1.01% expense ratio.
Risk-Adjusted Performance
JNRFX vs. OLGAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Research Fund (JNRFX) 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.
Dividends
JNRFX vs. OLGAX - Dividend Comparison
JNRFX's dividend yield for the trailing twelve months is around 2.34%, while OLGAX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNRFX Janus Henderson Research Fund | 2.34% | 2.93% | 0.43% | 13.01% | 2.98% | 10.76% | 11.06% | 8.47% | 5.70% | 9.66% | 14.60% | 0.74% |
OLGAX JPMorgan Large Cap Growth Fund Class A | 0.00% | 0.00% | 3.20% | 15.30% | 5.32% | 13.03% | 16.18% | 14.92% | 9.94% | 0.00% | 1.80% | 0.00% |
Drawdowns
JNRFX vs. OLGAX - Drawdown Comparison
The maximum JNRFX drawdown since its inception was -36.48%, smaller than the maximum OLGAX drawdown of -64.30%. Use the drawdown chart below to compare losses from any high point for JNRFX and OLGAX. For additional features, visit the drawdowns tool.
Volatility
JNRFX vs. OLGAX - Volatility Comparison
Janus Henderson Research Fund (JNRFX) and JPMorgan Large Cap Growth Fund Class A (OLGAX) have volatilities of 5.92% and 5.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.