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OGIAX vs. AAAAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OGIAX vs. AAAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Investor Balanced A (OGIAX) and DWS RREEF Real Assets Fund - Class A (AAAAX). The values are adjusted to include any dividend payments, if applicable.

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OGIAX vs. AAAAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OGIAX
JPMorgan Investor Balanced A
-3.06%12.46%9.00%14.74%-13.87%11.73%13.91%22.60%-5.01%13.03%
AAAAX
DWS RREEF Real Assets Fund - Class A
8.59%12.82%5.24%2.30%-9.91%23.45%3.71%21.42%-5.36%14.67%

Returns By Period

In the year-to-date period, OGIAX achieves a -3.06% return, which is significantly lower than AAAAX's 8.59% return. Both investments have delivered pretty close results over the past 10 years, with OGIAX having a 7.60% annualized return and AAAAX not far behind at 7.28%.


OGIAX

1D
0.06%
1M
-5.34%
YTD
-3.06%
6M
-1.59%
1Y
8.84%
3Y*
9.24%
5Y*
5.02%
10Y*
7.60%

AAAAX

1D
0.36%
1M
-4.37%
YTD
8.59%
6M
10.72%
1Y
16.80%
3Y*
9.80%
5Y*
6.74%
10Y*
7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OGIAX vs. AAAAX - Expense Ratio Comparison

OGIAX has a 0.97% expense ratio, which is lower than AAAAX's 1.22% expense ratio.


Return for Risk

OGIAX vs. AAAAX — Risk / Return Rank

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

OGIAX
OGIAX Risk / Return Rank: 5656
Overall Rank
OGIAX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
OGIAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
OGIAX Omega Ratio Rank: 5656
Omega Ratio Rank
OGIAX Calmar Ratio Rank: 5555
Calmar Ratio Rank
OGIAX Martin Ratio Rank: 5858
Martin Ratio Rank

AAAAX
AAAAX Risk / Return Rank: 8181
Overall Rank
AAAAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AAAAX Sortino Ratio Rank: 8080
Sortino Ratio Rank
AAAAX Omega Ratio Rank: 7979
Omega Ratio Rank
AAAAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
AAAAX Martin Ratio Rank: 8989
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.

OGIAX vs. AAAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Investor Balanced A (OGIAX) and DWS RREEF Real Assets Fund - Class A (AAAAX). 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.


OGIAXAAAAXDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.49

-0.46

Sortino ratio

Return per unit of downside risk

1.49

2.00

-0.51

Omega ratio

Gain probability vs. loss probability

1.22

1.30

-0.09

Calmar ratio

Return relative to maximum drawdown

1.29

1.80

-0.50

Martin ratio

Return relative to average drawdown

5.58

9.69

-4.11

OGIAX vs. AAAAX - Sharpe Ratio Comparison

The current OGIAX Sharpe Ratio is 1.03, which is lower than the AAAAX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of OGIAX and AAAAX, 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


OGIAXAAAAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.49

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.56

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.58

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.38

+0.34

Correlation

The correlation between OGIAX and AAAAX is 0.79, 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

OGIAX vs. AAAAX - Dividend Comparison

OGIAX's dividend yield for the trailing twelve months is around 5.59%, more than AAAAX's 3.26% yield.


TTM20252024202320222021202020192018201720162015
OGIAX
JPMorgan Investor Balanced A
5.59%5.87%5.76%3.28%6.82%5.11%5.99%11.18%7.63%6.70%3.56%4.94%
AAAAX
DWS RREEF Real Assets Fund - Class A
3.26%3.54%2.45%2.08%4.17%2.31%1.33%1.81%1.61%1.52%1.47%2.15%

Drawdowns

OGIAX vs. AAAAX - Drawdown Comparison

The maximum OGIAX drawdown since its inception was -29.75%, smaller than the maximum AAAAX drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for OGIAX and AAAAX.


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Drawdown Indicators


OGIAXAAAAXDifference

Max Drawdown

Largest peak-to-trough decline

-29.75%

-40.47%

+10.72%

Max Drawdown (1Y)

Largest decline over 1 year

-6.42%

-9.55%

+3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-18.78%

-22.62%

+3.84%

Max Drawdown (10Y)

Largest decline over 10 years

-21.07%

-29.41%

+8.34%

Current Drawdown

Current decline from peak

-5.56%

-4.57%

-0.99%

Average Drawdown

Average peak-to-trough decline

-3.59%

-6.89%

+3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

1.77%

-0.28%

Volatility

OGIAX vs. AAAAX - Volatility Comparison

JPMorgan Investor Balanced A (OGIAX) and DWS RREEF Real Assets Fund - Class A (AAAAX) have volatilities of 2.88% and 3.03%, 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


OGIAXAAAAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

3.03%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

4.99%

7.22%

-2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

8.79%

11.60%

-2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.91%

12.18%

-3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.28%

12.66%

-3.38%