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OIEJX vs. FPUKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OIEJX vs. FPUKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity Income Fund R6 (OIEJX) and Fidelity Puritan Fund Class K (FPUKX). The values are adjusted to include any dividend payments, if applicable.

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OIEJX vs. FPUKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OIEJX
JPMorgan Equity Income Fund R6
1.64%14.95%19.97%5.05%-1.63%25.41%3.87%26.61%-4.23%17.85%
FPUKX
Fidelity Puritan Fund Class K
-1.23%12.31%19.03%20.26%-17.26%18.99%20.70%21.40%-4.15%18.37%

Returns By Period

In the year-to-date period, OIEJX achieves a 1.64% return, which is significantly higher than FPUKX's -1.23% return. Over the past 10 years, OIEJX has outperformed FPUKX with an annualized return of 11.66%, while FPUKX has yielded a comparatively lower 10.61% annualized return.


OIEJX

1D
1.91%
1M
-4.62%
YTD
1.64%
6M
4.35%
1Y
13.78%
3Y*
14.62%
5Y*
10.50%
10Y*
11.66%

FPUKX

1D
2.39%
1M
-4.03%
YTD
-1.23%
6M
1.27%
1Y
14.86%
3Y*
14.58%
5Y*
8.13%
10Y*
10.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OIEJX vs. FPUKX - Expense Ratio Comparison

OIEJX has a 0.45% expense ratio, which is higher than FPUKX's 0.43% expense ratio.


Return for Risk

OIEJX vs. FPUKX — Risk / Return Rank

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

OIEJX
OIEJX Risk / Return Rank: 4848
Overall Rank
OIEJX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
OIEJX Sortino Ratio Rank: 4040
Sortino Ratio Rank
OIEJX Omega Ratio Rank: 4545
Omega Ratio Rank
OIEJX Calmar Ratio Rank: 5353
Calmar Ratio Rank
OIEJX Martin Ratio Rank: 5858
Martin Ratio Rank

FPUKX
FPUKX Risk / Return Rank: 6767
Overall Rank
FPUKX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FPUKX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FPUKX Omega Ratio Rank: 6464
Omega Ratio Rank
FPUKX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FPUKX Martin Ratio Rank: 7171
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.

OIEJX vs. FPUKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund R6 (OIEJX) and Fidelity Puritan Fund Class K (FPUKX). 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.


OIEJXFPUKXDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.22

-0.32

Sortino ratio

Return per unit of downside risk

1.31

1.76

-0.45

Omega ratio

Gain probability vs. loss probability

1.20

1.26

-0.06

Calmar ratio

Return relative to maximum drawdown

1.33

1.69

-0.36

Martin ratio

Return relative to average drawdown

5.68

7.16

-1.48

OIEJX vs. FPUKX - Sharpe Ratio Comparison

The current OIEJX Sharpe Ratio is 0.90, which is comparable to the FPUKX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of OIEJX and FPUKX, 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


OIEJXFPUKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.22

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.61

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.82

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.66

+0.10

Correlation

The correlation between OIEJX and FPUKX is 0.81, 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

OIEJX vs. FPUKX - Dividend Comparison

OIEJX's dividend yield for the trailing twelve months is around 10.94%, more than FPUKX's 6.99% yield.


TTM20252024202320222021202020192018201720162015
OIEJX
JPMorgan Equity Income Fund R6
10.94%11.06%14.67%3.01%3.93%3.57%2.04%3.01%5.37%2.70%2.71%3.03%
FPUKX
Fidelity Puritan Fund Class K
6.99%6.91%11.37%5.42%9.47%13.20%5.17%4.38%15.38%3.84%3.82%7.60%

Drawdowns

OIEJX vs. FPUKX - Drawdown Comparison

The maximum OIEJX drawdown since its inception was -36.88%, roughly equal to the maximum FPUKX drawdown of -37.81%. Use the drawdown chart below to compare losses from any high point for OIEJX and FPUKX.


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Drawdown Indicators


OIEJXFPUKXDifference

Max Drawdown

Largest peak-to-trough decline

-36.88%

-37.81%

+0.93%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

-8.47%

-2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-14.74%

-22.52%

+7.78%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

-23.91%

-12.97%

Current Drawdown

Current decline from peak

-5.30%

-5.03%

-0.27%

Average Drawdown

Average peak-to-trough decline

-3.03%

-4.98%

+1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

1.99%

+0.66%

Volatility

OIEJX vs. FPUKX - Volatility Comparison

The current volatility for JPMorgan Equity Income Fund R6 (OIEJX) is 4.07%, while Fidelity Puritan Fund Class K (FPUKX) has a volatility of 4.72%. This indicates that OIEJX experiences smaller price fluctuations and is considered to be less risky than FPUKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OIEJXFPUKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

4.72%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

7.87%

7.90%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

12.67%

+2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.30%

13.30%

+1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.77%

13.05%

+3.72%