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OGIAX vs. FASMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OGIAX vs. FASMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Investor Balanced A (OGIAX) and Fidelity Asset Manager 50% Fund (FASMX). The values are adjusted to include any dividend payments, if applicable.

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OGIAX vs. FASMX - 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%
FASMX
Fidelity Asset Manager 50% Fund
-2.02%14.94%8.46%13.09%-14.93%9.86%14.72%18.25%-5.51%11.73%

Returns By Period

In the year-to-date period, OGIAX achieves a -3.06% return, which is significantly lower than FASMX's -2.02% return. Over the past 10 years, OGIAX has outperformed FASMX with an annualized return of 7.60%, while FASMX has yielded a comparatively lower 6.84% annualized return.


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%

FASMX

1D
-0.09%
1M
-5.86%
YTD
-2.02%
6M
0.38%
1Y
12.51%
3Y*
9.57%
5Y*
4.94%
10Y*
6.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OGIAX vs. FASMX - Expense Ratio Comparison

OGIAX has a 0.97% expense ratio, which is higher than FASMX's 0.62% expense ratio.


Return for Risk

OGIAX vs. FASMX — 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

FASMX
FASMX Risk / Return Rank: 7575
Overall Rank
FASMX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FASMX Sortino Ratio Rank: 7676
Sortino Ratio Rank
FASMX Omega Ratio Rank: 7474
Omega Ratio Rank
FASMX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FASMX Martin Ratio Rank: 7676
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. FASMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Investor Balanced A (OGIAX) and Fidelity Asset Manager 50% Fund (FASMX). 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.


OGIAXFASMXDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.32

-0.29

Sortino ratio

Return per unit of downside risk

1.49

1.87

-0.38

Omega ratio

Gain probability vs. loss probability

1.22

1.27

-0.06

Calmar ratio

Return relative to maximum drawdown

1.29

1.71

-0.42

Martin ratio

Return relative to average drawdown

5.58

7.35

-1.77

OGIAX vs. FASMX - Sharpe Ratio Comparison

The current OGIAX Sharpe Ratio is 1.03, which is comparable to the FASMX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of OGIAX and FASMX, 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


OGIAXFASMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.32

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.54

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.74

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.82

-0.11

Correlation

The correlation between OGIAX and FASMX is 0.96, 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. FASMX - Dividend Comparison

OGIAX's dividend yield for the trailing twelve months is around 5.59%, less than FASMX's 7.74% 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%
FASMX
Fidelity Asset Manager 50% Fund
7.74%7.58%3.88%2.18%6.78%2.91%2.40%4.21%5.11%2.24%1.69%5.77%

Drawdowns

OGIAX vs. FASMX - Drawdown Comparison

The maximum OGIAX drawdown since its inception was -29.75%, smaller than the maximum FASMX drawdown of -37.75%. Use the drawdown chart below to compare losses from any high point for OGIAX and FASMX.


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Drawdown Indicators


OGIAXFASMXDifference

Max Drawdown

Largest peak-to-trough decline

-29.75%

-37.75%

+8.00%

Max Drawdown (1Y)

Largest decline over 1 year

-6.42%

-6.84%

+0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-18.78%

-20.54%

+1.76%

Max Drawdown (10Y)

Largest decline over 10 years

-21.07%

-21.27%

+0.20%

Current Drawdown

Current decline from peak

-5.56%

-6.19%

+0.63%

Average Drawdown

Average peak-to-trough decline

-3.59%

-4.13%

+0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

1.59%

-0.10%

Volatility

OGIAX vs. FASMX - Volatility Comparison

The current volatility for JPMorgan Investor Balanced A (OGIAX) is 2.88%, while Fidelity Asset Manager 50% Fund (FASMX) has a volatility of 3.59%. This indicates that OGIAX experiences smaller price fluctuations and is considered to be less risky than FASMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OGIAXFASMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

3.59%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

4.99%

5.90%

-0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

8.79%

9.51%

-0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.91%

9.21%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.28%

9.24%

+0.04%