OIEIX vs. CDDYX
Compare and contrast key facts about JPMorgan Equity Income Fund Class A (OIEIX) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX).
OIEIX is managed by JPMorgan. CDDYX is managed by Columbia. It was launched on Nov 8, 2012.
Performance
OIEIX vs. CDDYX - Performance Comparison
Loading graphics...
OIEIX vs. CDDYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OIEIX JPMorgan Equity Income Fund Class A | 1.51% | 14.42% | 19.54% | 4.49% | -2.11% | 24.80% | 3.30% | 26.07% | -4.76% | 17.21% |
CDDYX Columbia Dividend Income Fund Institutional 3 Class | 3.28% | 15.95% | 15.17% | 10.65% | -4.84% | 26.43% | 7.92% | 28.74% | -4.27% | 20.34% |
Returns By Period
In the year-to-date period, OIEIX achieves a 1.51% return, which is significantly lower than CDDYX's 3.28% return. Over the past 10 years, OIEIX has underperformed CDDYX with an annualized return of 11.11%, while CDDYX has yielded a comparatively higher 12.31% annualized return.
OIEIX
- 1D
- 1.92%
- 1M
- -4.66%
- YTD
- 1.51%
- 6M
- 4.12%
- 1Y
- 13.23%
- 3Y*
- 14.12%
- 5Y*
- 9.97%
- 10Y*
- 11.11%
CDDYX
- 1D
- 1.60%
- 1M
- -3.90%
- YTD
- 3.28%
- 6M
- 5.98%
- 1Y
- 16.96%
- 3Y*
- 15.18%
- 5Y*
- 10.80%
- 10Y*
- 12.31%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
OIEIX vs. CDDYX - Expense Ratio Comparison
OIEIX has a 0.95% expense ratio, which is higher than CDDYX's 0.55% expense ratio.
Return for Risk
OIEIX vs. CDDYX — Risk / Return Rank
OIEIX
CDDYX
OIEIX vs. CDDYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund Class A (OIEIX) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX). 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.
| OIEIX | CDDYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.23 | -0.37 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.75 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.27 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.78 | -0.50 |
Martin ratioReturn relative to average drawdown | 5.43 | 8.25 | -2.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| OIEIX | CDDYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.23 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.82 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.79 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.86 | -0.32 |
Correlation
The correlation between OIEIX and CDDYX 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
OIEIX vs. CDDYX - Dividend Comparison
OIEIX's dividend yield for the trailing twelve months is around 10.70%, more than CDDYX's 5.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OIEIX JPMorgan Equity Income Fund Class A | 10.70% | 10.83% | 14.48% | 2.59% | 3.50% | 3.17% | 1.62% | 2.60% | 4.95% | 2.29% | 2.30% | 2.52% |
CDDYX Columbia Dividend Income Fund Institutional 3 Class | 5.21% | 5.33% | 5.99% | 4.96% | 3.90% | 2.93% | 1.85% | 3.28% | 7.65% | 4.03% | 3.84% | 8.35% |
Drawdowns
OIEIX vs. CDDYX - Drawdown Comparison
The maximum OIEIX drawdown since its inception was -50.63%, which is greater than CDDYX's maximum drawdown of -32.74%. Use the drawdown chart below to compare losses from any high point for OIEIX and CDDYX.
Loading graphics...
Drawdown Indicators
| OIEIX | CDDYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.63% | -32.74% | -17.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -10.17% | -1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -14.95% | -16.91% | +1.96% |
Max Drawdown (10Y)Largest decline over 10 years | -36.92% | -32.74% | -4.18% |
Current DrawdownCurrent decline from peak | -5.36% | -3.95% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -6.67% | -2.79% | -3.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.19% | +0.47% |
Volatility
OIEIX vs. CDDYX - Volatility Comparison
JPMorgan Equity Income Fund Class A (OIEIX) has a higher volatility of 4.07% compared to Columbia Dividend Income Fund Institutional 3 Class (CDDYX) at 3.45%. This indicates that OIEIX's price experiences larger fluctuations and is considered to be riskier than CDDYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| OIEIX | CDDYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 3.45% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 7.00% | +0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.25% | 13.67% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.29% | 13.31% | +0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 15.68% | +1.13% |