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JUEMX vs. OLGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JUEMX vs. OLGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Equity Fund R6 (JUEMX) and JPMorgan Large Cap Growth Fund Class A (OLGAX). The values are adjusted to include any dividend payments, if applicable.

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JUEMX vs. OLGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JUEMX
JPMorgan U.S. Equity Fund R6
-7.67%14.75%31.28%27.37%-18.74%28.66%26.70%32.40%-5.80%21.70%
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, JUEMX achieves a -7.67% return, which is significantly higher than OLGAX's -8.59% return. Over the past 10 years, JUEMX has underperformed OLGAX with an annualized return of 14.75%, while OLGAX has yielded a comparatively higher 17.67% annualized return.


JUEMX

1D
2.97%
1M
-5.97%
YTD
-7.67%
6M
-7.24%
1Y
11.53%
3Y*
18.08%
5Y*
11.62%
10Y*
14.75%

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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JUEMX vs. OLGAX - Expense Ratio Comparison

JUEMX has a 0.44% expense ratio, which is lower than OLGAX's 1.01% expense ratio.


Return for Risk

JUEMX vs. OLGAX — Risk / Return Rank

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

JUEMX
JUEMX Risk / Return Rank: 3131
Overall Rank
JUEMX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
JUEMX Sortino Ratio Rank: 2727
Sortino Ratio Rank
JUEMX Omega Ratio Rank: 2929
Omega Ratio Rank
JUEMX Calmar Ratio Rank: 3939
Calmar Ratio Rank
JUEMX Martin Ratio Rank: 3636
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.

JUEMX vs. OLGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund R6 (JUEMX) 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.


JUEMXOLGAXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.61

+0.05

Sortino ratio

Return per unit of downside risk

1.07

1.01

+0.06

Omega ratio

Gain probability vs. loss probability

1.16

1.14

+0.02

Calmar ratio

Return relative to maximum drawdown

1.08

0.77

+0.31

Martin ratio

Return relative to average drawdown

3.99

2.34

+1.65

JUEMX vs. OLGAX - Sharpe Ratio Comparison

The current JUEMX Sharpe Ratio is 0.66, which is comparable to the OLGAX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of JUEMX 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


JUEMXOLGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.61

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.50

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.82

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.48

+0.32

Correlation

The correlation between JUEMX 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

JUEMX vs. OLGAX - Dividend Comparison

JUEMX's dividend yield for the trailing twelve months is around 6.44%, less than OLGAX's 12.93% yield.


TTM20252024202320222021202020192018201720162015
JUEMX
JPMorgan U.S. Equity Fund R6
6.44%5.93%12.09%2.14%5.20%10.82%6.70%10.14%14.65%8.81%4.87%6.27%
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

JUEMX vs. OLGAX - Drawdown Comparison

The maximum JUEMX drawdown since its inception was -33.37%, smaller than the maximum OLGAX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for JUEMX and OLGAX.


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Drawdown Indicators


JUEMXOLGAXDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-63.25%

+29.88%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-16.92%

+5.02%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-31.34%

+6.82%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

-31.87%

-1.50%

Current Drawdown

Current decline from peak

-9.29%

-14.02%

+4.73%

Average Drawdown

Average peak-to-trough decline

-4.11%

-18.78%

+14.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

5.58%

-2.34%

Volatility

JUEMX vs. OLGAX - Volatility Comparison

The current volatility for JPMorgan U.S. Equity Fund R6 (JUEMX) is 5.56%, while JPMorgan Large Cap Growth Fund Class A (OLGAX) has a volatility of 6.48%. This indicates that JUEMX 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


JUEMXOLGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.56%

6.48%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

9.55%

12.54%

-2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

18.60%

21.14%

-2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

20.26%

-2.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.56%

21.55%

-2.99%