OGEAX vs. BKTSX
OGEAX (JPMorgan Equity Index Fund Class A) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds - OGEAX tracks the S&P 500 while BKTSX tracks the Russell 3000 Index. Both are passively managed. Over the past 10 years, OGEAX returned 15.05%/yr vs 15.08%/yr for BKTSX. With a 0.99 correlation, they move nearly in lockstep. OGEAX charges 0.45%/yr vs 0.02%/yr for BKTSX.
Performance
OGEAX vs. BKTSX - Performance Comparison
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Returns By Period
In the year-to-date period, OGEAX achieves a 9.78% return, which is significantly lower than BKTSX's 10.44% return. Both investments have delivered pretty close results over the past 10 years, with OGEAX having a 15.05% annualized return and BKTSX not far ahead at 15.08%.
OGEAX
- 1D
- 1.08%
- 1M
- 0.43%
- YTD
- 9.78%
- 6M
- 9.27%
- 1Y
- 26.42%
- 3Y*
- 20.39%
- 5Y*
- 13.56%
- 10Y*
- 15.05%
BKTSX
- 1D
- 1.12%
- 1M
- 0.80%
- YTD
- 10.44%
- 6M
- 9.66%
- 1Y
- 27.14%
- 3Y*
- 20.61%
- 5Y*
- 12.95%
- 10Y*
- 15.08%
OGEAX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OGEAX JPMorgan Equity Index Fund Class A | 9.78% | 17.36% | 24.47% | 25.72% | -18.50% | 28.11% | 17.93% | 30.90% | -4.86% | 21.28% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 10.44% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
Correlation
The correlation between OGEAX and BKTSX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.99 |
The correlation between OGEAX and BKTSX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
OGEAX vs. BKTSX — Risk / Return Rank
OGEAX
BKTSX
OGEAX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Index Fund Class A (OGEAX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.
| OGEAX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.38 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 3.04 | -0.16 |
| Martin ratioReturn relative to average drawdown | 13.11 | 13.59 | -0.48 |
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Drawdowns
OGEAX vs. BKTSX - Drawdown Comparison
The maximum OGEAX drawdown since its inception was -55.40%, which is greater than BKTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for OGEAX and BKTSX.
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Drawdown Indicators
| OGEAX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.40% | -34.97% | -20.43% |
Max Drawdown (1Y)Largest decline over 1 year | -9.11% | -8.87% | -0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -18.80% | -19.29% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -24.77% | -24.98% | +0.21% |
Max Drawdown (10Y)Largest decline over 10 years | -33.75% | -34.97% | +1.22% |
Current DrawdownCurrent decline from peak | -1.39% | -1.16% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -9.10% | -4.51% | -4.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 1.98% | +0.02% |
Volatility
OGEAX vs. BKTSX - Volatility Comparison
JPMorgan Equity Index Fund Class A (OGEAX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX) have volatilities of 4.77% and 4.82%, 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
| OGEAX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 4.82% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 10.03% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.49% | 12.74% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.98% | 17.46% | -0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.12% | 18.45% | -0.33% |
OGEAX vs. BKTSX - Expense Ratio Comparison
OGEAX has a 0.45% expense ratio, which is higher than BKTSX's 0.02% expense ratio.
Dividends
OGEAX vs. BKTSX - Dividend Comparison
OGEAX's dividend yield for the trailing twelve months is around 0.68%, less than BKTSX's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.05% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% | 0.00% |
OGEAX JPMorgan Equity Index Fund Class A | 0.68% | 0.89% | 0.86% | 1.10% | 1.24% | 2.16% | 1.35% | 1.79% | 1.93% | 2.23% | 11.00% | 20.02% |
Frequently Asked Questions
With a correlation of 1.00, OGEAX and BKTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BKTSX has higher volatility (4.82%) compared to OGEAX (4.77%). In terms of maximum drawdown, OGEAX dropped -55.40% vs BKTSX's -34.97%.
BKTSX currently has the higher Sharpe Ratio (2.12 vs 2.10), 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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