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. It was launched on Feb 28, 1992.
Performance
JNRFX vs. OLGAX - Performance Comparison
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JNRFX vs. OLGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNRFX Janus Henderson Research Fund | -10.67% | 18.45% | 35.13% | 43.14% | -29.96% | 20.19% | 32.82% | 35.40% | -2.73% | 25.90% |
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, JNRFX achieves a -10.67% return, which is significantly lower than OLGAX's -8.59% return. Over the past 10 years, JNRFX has underperformed OLGAX with an annualized return of 14.57%, while OLGAX has yielded a comparatively higher 17.67% annualized return.
JNRFX
- 1D
- 3.86%
- 1M
- -6.01%
- YTD
- -10.67%
- 6M
- -10.21%
- 1Y
- 15.96%
- 3Y*
- 21.52%
- 5Y*
- 10.93%
- 10Y*
- 14.57%
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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JNRFX vs. OLGAX - Expense Ratio Comparison
JNRFX has a 0.66% expense ratio, which is lower than OLGAX's 1.01% expense ratio.
Return for Risk
JNRFX vs. OLGAX — Risk / Return Rank
JNRFX
OLGAX
JNRFX vs. OLGAX - Risk-Adjusted Trends 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.
| JNRFX | OLGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 0.61 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.01 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.14 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 0.77 | +0.21 |
Martin ratioReturn relative to average drawdown | 3.52 | 2.34 | +1.18 |
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
| JNRFX | OLGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.61 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.50 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.82 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.48 | -0.03 |
Correlation
The correlation between JNRFX 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
JNRFX vs. OLGAX - Dividend Comparison
JNRFX's dividend yield for the trailing twelve months is around 13.36%, more than OLGAX's 12.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNRFX Janus Henderson Research Fund | 13.36% | 11.94% | 5.11% | 2.93% | 0.43% | 13.01% | 2.98% | 10.37% | 11.06% | 8.22% | 5.41% | 9.21% |
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
JNRFX vs. OLGAX - Drawdown Comparison
The maximum JNRFX drawdown since its inception was -74.74%, which is greater than OLGAX's maximum drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for JNRFX and OLGAX.
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Drawdown Indicators
| JNRFX | OLGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.74% | -63.25% | -11.49% |
Max Drawdown (1Y)Largest decline over 1 year | -17.05% | -16.92% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -36.48% | -31.34% | -5.14% |
Max Drawdown (10Y)Largest decline over 10 years | -36.48% | -31.87% | -4.61% |
Current DrawdownCurrent decline from peak | -13.85% | -14.02% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -25.07% | -18.78% | -6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.78% | 5.58% | -0.80% |
Volatility
JNRFX vs. OLGAX - Volatility Comparison
Janus Henderson Research Fund (JNRFX) has a higher volatility of 7.06% compared to JPMorgan Large Cap Growth Fund Class A (OLGAX) at 6.48%. This indicates that JNRFX'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
| JNRFX | OLGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 6.48% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 12.54% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.52% | 21.14% | +1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.03% | 20.26% | +1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.27% | 21.55% | -0.28% |