JPDVX vs. OIEJX
JPDVX (JPMorgan Diversified Fund) and OIEJX (JPMorgan Equity Income Fund R6) are both mutual funds - JPDVX is a Diversified Portfolio fund managed by JPMorgan, while OIEJX is a Large Cap Value Equities fund actively managed by JPMorgan. Over the past 10 years, JPDVX returned 8.62%/yr vs 13.11%/yr for OIEJX. Their correlation of 0.84 suggests significant overlap in exposure. JPDVX charges 0.60%/yr vs 0.45%/yr for OIEJX.
Performance
JPDVX vs. OIEJX - Performance Comparison
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Returns By Period
In the year-to-date period, JPDVX achieves a 3.20% return, which is significantly lower than OIEJX's 13.47% return. Over the past 10 years, JPDVX has underperformed OIEJX with an annualized return of 8.62%, while OIEJX has yielded a comparatively higher 13.11% annualized return.
JPDVX
- 1D
- 0.13%
- 1M
- -0.63%
- YTD
- 3.20%
- 6M
- 2.50%
- 1Y
- 10.27%
- 3Y*
- 11.63%
- 5Y*
- 3.36%
- 10Y*
- 8.62%
OIEJX
- 1D
- 0.98%
- 1M
- 3.45%
- YTD
- 13.47%
- 6M
- 12.20%
- 1Y
- 23.87%
- 3Y*
- 18.88%
- 5Y*
- 11.70%
- 10Y*
- 13.11%
JPDVX vs. OIEJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPDVX JPMorgan Diversified Fund | 3.20% | 13.61% | 10.15% | 14.91% | -15.43% | 1.94% | 17.17% | 30.24% | -7.96% | 17.91% |
OIEJX JPMorgan Equity Income Fund R6 | 13.47% | 14.95% | 19.97% | 5.05% | -1.63% | 25.41% | 3.87% | 26.61% | -4.23% | 17.85% |
Correlation
The correlation between JPDVX and OIEJX is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2012 | 0.84 |
The correlation between JPDVX and OIEJX shifts across timeframes, from 0.70 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JPDVX vs. OIEJX — Risk / Return Rank
JPDVX
OIEJX
JPDVX vs. OIEJX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Fund (JPDVX) and JPMorgan Equity Income Fund R6 (OIEJX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JPDVX | OIEJX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.42 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 3.51 | -2.13 |
| Martin ratioReturn relative to average drawdown | 5.87 | 13.45 | -7.57 |
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Drawdowns
JPDVX vs. OIEJX - Drawdown Comparison
The maximum JPDVX drawdown since its inception was -32.29%, smaller than the maximum OIEJX drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for JPDVX and OIEJX.
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Drawdown Indicators
| JPDVX | OIEJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.29% | -36.88% | +4.59% |
Max Drawdown (1Y)Largest decline over 1 year | -8.08% | -7.08% | -1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -11.40% | -14.16% | +2.76% |
Max Drawdown (5Y)Largest decline over 5 years | -29.29% | -14.74% | -14.55% |
Max Drawdown (10Y)Largest decline over 10 years | -29.29% | -36.88% | +7.59% |
Current DrawdownCurrent decline from peak | -1.43% | 0.00% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -3.00% | -2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 1.84% | +0.05% |
Volatility
JPDVX vs. OIEJX - Volatility Comparison
JPMorgan Diversified Fund (JPDVX) and JPMorgan Equity Income Fund R6 (OIEJX) have volatilities of 3.49% and 3.46%, 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.
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Volatility by Period
| JPDVX | OIEJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 3.46% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.99% | 8.11% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.40% | 10.58% | -1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.50% | 14.30% | -2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.81% | 16.77% | -4.96% |
JPDVX vs. OIEJX - Expense Ratio Comparison
JPDVX has a 0.60% expense ratio, which is higher than OIEJX's 0.45% expense ratio.
Dividends
JPDVX vs. OIEJX - Dividend Comparison
JPDVX's dividend yield for the trailing twelve months is around 13.70%, more than OIEJX's 9.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPDVX JPMorgan Diversified Fund | 13.70% | 14.14% | 4.07% | 1.34% | 7.02% | 8.33% | 9.35% | 16.68% | 11.26% | 6.99% | 2.59% | 4.52% |
OIEJX JPMorgan Equity Income Fund R6 | 9.62% | 11.06% | 14.67% | 3.01% | 3.93% | 3.57% | 2.04% | 3.01% | 5.37% | 2.70% | 2.71% | 3.03% |
Frequently Asked Questions
JPDVX and OIEJX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPDVX has higher volatility (3.49%) compared to OIEJX (3.46%). In terms of maximum drawdown, JPDVX dropped -32.29% vs OIEJX's -36.88%.
OIEJX currently has the higher Sharpe Ratio (2.35 vs 1.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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