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JSOSX vs. OLGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JSOSX vs. OLGAX - Performance Comparison

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

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JSOSX vs. OLGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JSOSX
JPMorgan Strategic Income Opportunities Fund Class I
0.41%3.70%5.45%5.25%0.46%0.64%1.55%3.97%0.77%3.34%
OLGAX
JPMorgan Large Cap Growth Fund Class A
-11.67%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, JSOSX achieves a 0.41% return, which is significantly higher than OLGAX's -11.67% return. Over the past 10 years, JSOSX has underperformed OLGAX with an annualized return of 3.32%, while OLGAX has yielded a comparatively higher 17.27% annualized return.


JSOSX

1D
0.00%
1M
-0.26%
YTD
0.41%
6M
1.32%
1Y
3.43%
3Y*
4.66%
5Y*
3.10%
10Y*
3.32%

OLGAX

1D
-0.66%
1M
-8.22%
YTD
-11.67%
6M
-13.40%
1Y
9.06%
3Y*
18.61%
5Y*
9.75%
10Y*
17.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JSOSX vs. OLGAX - Expense Ratio Comparison

JSOSX has a 0.77% expense ratio, which is lower than OLGAX's 1.01% expense ratio.


Return for Risk

JSOSX vs. OLGAX — Risk / Return Rank

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

JSOSX
JSOSX Risk / Return Rank: 100100
Overall Rank
JSOSX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
JSOSX Sortino Ratio Rank: 100100
Sortino Ratio Rank
JSOSX Omega Ratio Rank: 100100
Omega Ratio Rank
JSOSX Calmar Ratio Rank: 100100
Calmar Ratio Rank
JSOSX Martin Ratio Rank: 100100
Martin Ratio Rank

OLGAX
OLGAX Risk / Return Rank: 1717
Overall Rank
OLGAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
OLGAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
OLGAX Omega Ratio Rank: 1919
Omega Ratio Rank
OLGAX Calmar Ratio Rank: 1414
Calmar Ratio Rank
OLGAX Martin Ratio Rank: 1313
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.

JSOSX vs. OLGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) 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.


JSOSXOLGAXDifference

Sharpe ratio

Return per unit of total volatility

5.06

0.44

+4.62

Sortino ratio

Return per unit of downside risk

9.95

0.78

+9.17

Omega ratio

Gain probability vs. loss probability

3.85

1.11

+2.75

Calmar ratio

Return relative to maximum drawdown

13.42

0.38

+13.03

Martin ratio

Return relative to average drawdown

93.93

1.18

+92.76

JSOSX vs. OLGAX - Sharpe Ratio Comparison

The current JSOSX Sharpe Ratio is 5.06, which is higher than the OLGAX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of JSOSX 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


JSOSXOLGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.06

0.44

+4.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.99

0.49

+3.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.59

0.81

+1.78

Sharpe Ratio (All Time)

Calculated using the full available price history

1.98

0.47

+1.51

Correlation

The correlation between JSOSX and OLGAX is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JSOSX vs. OLGAX - Dividend Comparison

JSOSX's dividend yield for the trailing twelve months is around 3.74%, less than OLGAX's 13.38% yield.


TTM20252024202320222021202020192018201720162015
JSOSX
JPMorgan Strategic Income Opportunities Fund Class I
3.74%3.82%5.05%4.77%1.69%0.55%1.26%2.85%3.00%3.21%4.30%3.44%
OLGAX
JPMorgan Large Cap Growth Fund Class A
13.38%11.82%2.06%0.00%3.20%15.30%5.32%13.03%16.18%14.92%9.94%4.51%

Drawdowns

JSOSX vs. OLGAX - Drawdown Comparison

The maximum JSOSX drawdown since its inception was -6.40%, smaller than the maximum OLGAX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for JSOSX and OLGAX.


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Drawdown Indicators


JSOSXOLGAXDifference

Max Drawdown

Largest peak-to-trough decline

-6.40%

-63.25%

+56.85%

Max Drawdown (1Y)

Largest decline over 1 year

-0.26%

-16.92%

+16.66%

Max Drawdown (5Y)

Largest decline over 5 years

-0.98%

-31.34%

+30.36%

Max Drawdown (10Y)

Largest decline over 10 years

-6.19%

-31.87%

+25.68%

Current Drawdown

Current decline from peak

-0.26%

-16.92%

+16.66%

Average Drawdown

Average peak-to-trough decline

-0.47%

-18.78%

+18.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

5.51%

-5.47%

Volatility

JSOSX vs. OLGAX - Volatility Comparison

The current volatility for JPMorgan Strategic Income Opportunities Fund Class I (JSOSX) is 0.34%, while JPMorgan Large Cap Growth Fund Class A (OLGAX) has a volatility of 5.22%. This indicates that JSOSX 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


JSOSXOLGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.34%

5.22%

-4.88%

Volatility (6M)

Calculated over the trailing 6-month period

0.50%

12.06%

-11.56%

Volatility (1Y)

Calculated over the trailing 1-year period

0.68%

20.90%

-20.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.78%

20.21%

-19.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.29%

21.52%

-20.23%