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OIEIX vs. PEYAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OIEIX vs. PEYAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity Income Fund Class A (OIEIX) and Putnam Large Cap Value Fund (PEYAX). The values are adjusted to include any dividend payments, if applicable.

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OIEIX vs. PEYAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OIEIX
JPMorgan Equity Income Fund Class A
-0.40%14.42%19.54%4.49%-2.11%24.80%3.30%26.07%-4.76%17.21%
PEYAX
Putnam Large Cap Value Fund
-1.32%20.09%18.99%15.09%-8.37%26.84%5.87%29.94%-8.63%18.79%

Returns By Period

In the year-to-date period, OIEIX achieves a -0.40% return, which is significantly higher than PEYAX's -1.32% return. Over the past 10 years, OIEIX has underperformed PEYAX with an annualized return of 10.90%, while PEYAX has yielded a comparatively higher 12.25% annualized return.


OIEIX

1D
-0.08%
1M
-6.39%
YTD
-0.40%
6M
2.00%
1Y
10.96%
3Y*
13.40%
5Y*
9.70%
10Y*
10.90%

PEYAX

1D
-0.15%
1M
-6.34%
YTD
-1.32%
6M
4.60%
1Y
15.85%
3Y*
16.83%
5Y*
11.15%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OIEIX vs. PEYAX - Expense Ratio Comparison

OIEIX has a 0.95% expense ratio, which is higher than PEYAX's 0.88% expense ratio.


Return for Risk

OIEIX vs. PEYAX — Risk / Return Rank

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

OIEIX
OIEIX Risk / Return Rank: 3737
Overall Rank
OIEIX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
OIEIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
OIEIX Omega Ratio Rank: 3939
Omega Ratio Rank
OIEIX Calmar Ratio Rank: 3535
Calmar Ratio Rank
OIEIX Martin Ratio Rank: 3939
Martin Ratio Rank

PEYAX
PEYAX Risk / Return Rank: 6262
Overall Rank
PEYAX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PEYAX Sortino Ratio Rank: 6363
Sortino Ratio Rank
PEYAX Omega Ratio Rank: 6565
Omega Ratio Rank
PEYAX Calmar Ratio Rank: 5656
Calmar Ratio Rank
PEYAX Martin Ratio Rank: 6262
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.

OIEIX vs. PEYAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund Class A (OIEIX) and Putnam Large Cap Value Fund (PEYAX). 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.


OIEIXPEYAXDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.11

-0.29

Sortino ratio

Return per unit of downside risk

1.20

1.57

-0.38

Omega ratio

Gain probability vs. loss probability

1.18

1.24

-0.06

Calmar ratio

Return relative to maximum drawdown

0.97

1.31

-0.35

Martin ratio

Return relative to average drawdown

4.15

5.88

-1.73

OIEIX vs. PEYAX - Sharpe Ratio Comparison

The current OIEIX Sharpe Ratio is 0.82, which is comparable to the PEYAX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of OIEIX and PEYAX, 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


OIEIXPEYAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.11

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.76

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.72

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.36

+0.18

Correlation

The correlation between OIEIX and PEYAX is 0.94, 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. PEYAX - Dividend Comparison

OIEIX's dividend yield for the trailing twelve months is around 10.91%, more than PEYAX's 5.15% yield.


TTM20252024202320222021202020192018201720162015
OIEIX
JPMorgan Equity Income Fund Class A
10.91%10.83%14.48%2.59%3.50%3.17%1.62%2.60%4.95%2.29%2.30%2.52%
PEYAX
Putnam Large Cap Value Fund
5.15%5.36%6.80%4.93%1.21%7.09%5.97%3.79%5.67%3.31%2.27%5.86%

Drawdowns

OIEIX vs. PEYAX - Drawdown Comparison

The maximum OIEIX drawdown since its inception was -50.63%, smaller than the maximum PEYAX drawdown of -56.92%. Use the drawdown chart below to compare losses from any high point for OIEIX and PEYAX.


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Drawdown Indicators


OIEIXPEYAXDifference

Max Drawdown

Largest peak-to-trough decline

-50.63%

-56.92%

+6.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

-11.77%

+0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-14.95%

-15.31%

+0.36%

Max Drawdown (10Y)

Largest decline over 10 years

-36.92%

-36.06%

-0.86%

Current Drawdown

Current decline from peak

-7.14%

-7.23%

+0.09%

Average Drawdown

Average peak-to-trough decline

-6.67%

-14.10%

+7.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.63%

+0.01%

Volatility

OIEIX vs. PEYAX - Volatility Comparison

JPMorgan Equity Income Fund Class A (OIEIX) and Putnam Large Cap Value Fund (PEYAX) have volatilities of 3.42% and 3.58%, 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


OIEIXPEYAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

3.58%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

7.63%

7.95%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

15.16%

15.36%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.26%

14.68%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.80%

17.05%

-0.25%