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JSMSX vs. OLGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JSMSX vs. OLGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan SmartRetirement 2030 Fund (JSMSX) and JPMorgan Large Cap Growth Fund Class A (OLGAX). The values are adjusted to include any dividend payments, if applicable.

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JSMSX vs. OLGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JSMSX
JPMorgan SmartRetirement 2030 Fund
-1.26%14.15%6.89%18.54%-16.76%10.72%12.45%41.23%-7.64%18.74%
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, JSMSX achieves a -1.26% return, which is significantly higher than OLGAX's -8.59% return. Over the past 10 years, JSMSX has underperformed OLGAX with an annualized return of 9.28%, while OLGAX has yielded a comparatively higher 17.67% annualized return.


JSMSX

1D
1.72%
1M
-3.93%
YTD
-1.26%
6M
0.16%
1Y
11.80%
3Y*
10.56%
5Y*
4.98%
10Y*
9.28%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JSMSX vs. OLGAX - Expense Ratio Comparison

JSMSX has a 0.25% expense ratio, which is lower than OLGAX's 1.01% expense ratio.


Return for Risk

JSMSX vs. OLGAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JSMSX
JSMSX Risk / Return Rank: 6161
Overall Rank
JSMSX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
JSMSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
JSMSX Omega Ratio Rank: 6060
Omega Ratio Rank
JSMSX Calmar Ratio Rank: 5959
Calmar Ratio Rank
JSMSX Martin Ratio Rank: 6464
Martin Ratio Rank

OLGAX
OLGAX Risk / Return Rank: 2323
Overall Rank
OLGAX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
OLGAX Sortino Ratio Rank: 2424
Sortino Ratio Rank
OLGAX Omega Ratio Rank: 2323
Omega Ratio Rank
OLGAX Calmar Ratio Rank: 2525
Calmar Ratio Rank
OLGAX Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JSMSX vs. OLGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement 2030 Fund (JSMSX) 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.


JSMSXOLGAXDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.61

+0.60

Sortino ratio

Return per unit of downside risk

1.76

1.01

+0.75

Omega ratio

Gain probability vs. loss probability

1.26

1.14

+0.12

Calmar ratio

Return relative to maximum drawdown

1.64

0.77

+0.87

Martin ratio

Return relative to average drawdown

7.11

2.34

+4.77

JSMSX vs. OLGAX - Sharpe Ratio Comparison

The current JSMSX Sharpe Ratio is 1.21, which is higher than the OLGAX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of JSMSX and OLGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JSMSXOLGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.61

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.50

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.82

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.48

0.00

Correlation

The correlation between JSMSX and OLGAX is 0.87, 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

JSMSX vs. OLGAX - Dividend Comparison

JSMSX's dividend yield for the trailing twelve months is around 5.93%, less than OLGAX's 12.93% yield.


TTM20252024202320222021202020192018201720162015
JSMSX
JPMorgan SmartRetirement 2030 Fund
5.93%5.85%5.49%2.50%8.25%12.28%4.20%31.61%6.17%4.18%2.83%3.20%
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

JSMSX vs. OLGAX - Drawdown Comparison

The maximum JSMSX drawdown since its inception was -50.05%, smaller than the maximum OLGAX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for JSMSX and OLGAX.


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Drawdown Indicators


JSMSXOLGAXDifference

Max Drawdown

Largest peak-to-trough decline

-50.05%

-63.25%

+13.20%

Max Drawdown (1Y)

Largest decline over 1 year

-7.44%

-16.92%

+9.48%

Max Drawdown (5Y)

Largest decline over 5 years

-22.56%

-31.34%

+8.78%

Max Drawdown (10Y)

Largest decline over 10 years

-25.42%

-31.87%

+6.45%

Current Drawdown

Current decline from peak

-4.73%

-14.02%

+9.29%

Average Drawdown

Average peak-to-trough decline

-6.42%

-18.78%

+12.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

5.58%

-3.86%

Volatility

JSMSX vs. OLGAX - Volatility Comparison

The current volatility for JPMorgan SmartRetirement 2030 Fund (JSMSX) is 3.92%, while JPMorgan Large Cap Growth Fund Class A (OLGAX) has a volatility of 6.48%. This indicates that JSMSX experiences smaller price fluctuations and is considered to be less risky 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


JSMSXOLGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

6.48%

-2.56%

Volatility (6M)

Calculated over the trailing 6-month period

5.82%

12.54%

-6.72%

Volatility (1Y)

Calculated over the trailing 1-year period

10.08%

21.14%

-11.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.34%

20.26%

-9.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.43%

21.55%

-9.12%