JNVMX vs. OLGAX
Compare and contrast key facts about JPMorgan Developed International Value Fund Class R6 (JNVMX) and JPMorgan Large Cap Growth Fund Class A (OLGAX).
JNVMX is an actively managed fund by JPMorgan. It was launched on Dec 1, 2010. OLGAX is managed by JPMorgan. It was launched on Feb 28, 1992.
Performance
JNVMX vs. OLGAX - Performance Comparison
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JNVMX vs. OLGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNVMX JPMorgan Developed International Value Fund Class R6 | 4.75% | 48.72% | 10.03% | 19.21% | -5.10% | 16.71% | -3.88% | 15.66% | -18.45% | 22.38% |
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, JNVMX achieves a 4.75% return, which is significantly higher than OLGAX's -8.59% return. Over the past 10 years, JNVMX has underperformed OLGAX with an annualized return of 10.60%, while OLGAX has yielded a comparatively higher 17.67% annualized return.
JNVMX
- 1D
- 2.72%
- 1M
- -5.11%
- YTD
- 4.75%
- 6M
- 13.50%
- 1Y
- 37.18%
- 3Y*
- 24.45%
- 5Y*
- 15.14%
- 10Y*
- 10.60%
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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JNVMX vs. OLGAX - Expense Ratio Comparison
JNVMX has a 0.55% expense ratio, which is lower than OLGAX's 1.01% expense ratio.
Return for Risk
JNVMX vs. OLGAX — Risk / Return Rank
JNVMX
OLGAX
JNVMX vs. OLGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Developed International Value Fund Class R6 (JNVMX) 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.
| JNVMX | OLGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.30 | 0.61 | +1.69 |
Sortino ratioReturn per unit of downside risk | 2.85 | 1.01 | +1.84 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.14 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 3.18 | 0.77 | +2.41 |
Martin ratioReturn relative to average drawdown | 12.35 | 2.34 | +10.01 |
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
| JNVMX | OLGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 0.61 | +1.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.50 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.82 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.48 | -0.08 |
Correlation
The correlation between JNVMX and OLGAX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JNVMX vs. OLGAX - Dividend Comparison
JNVMX's dividend yield for the trailing twelve months is around 2.90%, less than OLGAX's 12.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNVMX JPMorgan Developed International Value Fund Class R6 | 2.90% | 3.04% | 4.64% | 5.27% | 4.06% | 5.17% | 3.14% | 4.36% | 4.79% | 2.63% | 6.76% | 1.64% |
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
JNVMX vs. OLGAX - Drawdown Comparison
The maximum JNVMX drawdown since its inception was -48.20%, smaller than the maximum OLGAX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for JNVMX and OLGAX.
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Drawdown Indicators
| JNVMX | OLGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.20% | -63.25% | +15.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -16.92% | +5.62% |
Max Drawdown (5Y)Largest decline over 5 years | -27.45% | -31.34% | +3.89% |
Max Drawdown (10Y)Largest decline over 10 years | -48.20% | -31.87% | -16.33% |
Current DrawdownCurrent decline from peak | -7.07% | -14.02% | +6.95% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -18.78% | +8.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 5.58% | -2.67% |
Volatility
JNVMX vs. OLGAX - Volatility Comparison
JPMorgan Developed International Value Fund Class R6 (JNVMX) has a higher volatility of 7.16% compared to JPMorgan Large Cap Growth Fund Class A (OLGAX) at 6.48%. This indicates that JNVMX'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
| JNVMX | OLGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 6.48% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 12.54% | -1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.33% | 21.14% | -4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.11% | 20.26% | -4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 21.55% | -3.55% |