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OGVCX vs. OLGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OGVCX vs. OLGAX - Performance Comparison

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

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OGVCX vs. OLGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OGVCX
JPMorgan Government Bond Fund Class C
-0.52%5.99%0.61%3.50%-12.55%-3.00%5.95%5.76%-0.05%1.45%
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, OGVCX achieves a -0.52% return, which is significantly higher than OLGAX's -11.67% return. Over the past 10 years, OGVCX has underperformed OLGAX with an annualized return of 0.36%, while OLGAX has yielded a comparatively higher 17.27% annualized return.


OGVCX

1D
0.52%
1M
-2.23%
YTD
-0.52%
6M
0.35%
1Y
2.79%
3Y*
2.27%
5Y*
-0.75%
10Y*
0.36%

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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OGVCX vs. OLGAX - Expense Ratio Comparison

OGVCX has a 1.39% expense ratio, which is higher than OLGAX's 1.01% expense ratio.


Return for Risk

OGVCX vs. OLGAX — Risk / Return Rank

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

OGVCX
OGVCX Risk / Return Rank: 3434
Overall Rank
OGVCX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
OGVCX Sortino Ratio Rank: 2828
Sortino Ratio Rank
OGVCX Omega Ratio Rank: 2222
Omega Ratio Rank
OGVCX Calmar Ratio Rank: 5757
Calmar Ratio Rank
OGVCX Martin Ratio Rank: 3434
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.

OGVCX vs. OLGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Government Bond Fund Class C (OGVCX) 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.


OGVCXOLGAXDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.44

+0.28

Sortino ratio

Return per unit of downside risk

1.05

0.78

+0.27

Omega ratio

Gain probability vs. loss probability

1.13

1.11

+0.02

Calmar ratio

Return relative to maximum drawdown

1.33

0.38

+0.95

Martin ratio

Return relative to average drawdown

3.66

1.18

+2.49

OGVCX vs. OLGAX - Sharpe Ratio Comparison

The current OGVCX Sharpe Ratio is 0.72, which is higher than the OLGAX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of OGVCX 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


OGVCXOLGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.44

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.49

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.81

-0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.47

+0.08

Correlation

The correlation between OGVCX and OLGAX is -0.18. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

OGVCX vs. OLGAX - Dividend Comparison

OGVCX's dividend yield for the trailing twelve months is around 2.34%, less than OLGAX's 13.38% yield.


TTM20252024202320222021202020192018201720162015
OGVCX
JPMorgan Government Bond Fund Class C
2.34%2.24%2.10%1.82%1.21%0.58%0.95%1.49%1.57%1.54%1.76%2.90%
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

OGVCX vs. OLGAX - Drawdown Comparison

The maximum OGVCX drawdown since its inception was -19.66%, smaller than the maximum OLGAX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for OGVCX and OLGAX.


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Drawdown Indicators


OGVCXOLGAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.66%

-63.25%

+43.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.74%

-16.92%

+14.18%

Max Drawdown (5Y)

Largest decline over 5 years

-18.01%

-31.34%

+13.33%

Max Drawdown (10Y)

Largest decline over 10 years

-19.66%

-31.87%

+12.21%

Current Drawdown

Current decline from peak

-7.96%

-16.92%

+8.96%

Average Drawdown

Average peak-to-trough decline

-3.51%

-18.78%

+15.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

5.51%

-4.51%

Volatility

OGVCX vs. OLGAX - Volatility Comparison

The current volatility for JPMorgan Government Bond Fund Class C (OGVCX) is 1.44%, while JPMorgan Large Cap Growth Fund Class A (OLGAX) has a volatility of 5.22%. This indicates that OGVCX 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


OGVCXOLGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

5.22%

-3.78%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

12.06%

-9.50%

Volatility (1Y)

Calculated over the trailing 1-year period

4.17%

20.90%

-16.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.56%

20.21%

-14.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.57%

21.52%

-16.95%