OIEJX vs. LGLIX

Last updated Apr 2, 2026

Compare and contrast key facts about JPMorgan Equity Income Fund R6 (OIEJX) and Lord Abbett Growth Leaders Fund (LGLIX).

OIEJX is managed by JPMorgan. It was launched on Jul 2, 1987. LGLIX is managed by Lord Abbett. It was launched on Jun 30, 2011.

Performance

OIEJX vs. LGLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity Income Fund R6 (OIEJX) and Lord Abbett Growth Leaders Fund (LGLIX). The values are adjusted to include any dividend payments, if applicable.

OIEJX vs. LGLIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
LGLIX Lord Abbett Growth Leaders Fund	-10.26%	16.49%	44.97%	33.29%	-38.73%	8.62%	77.55%	35.02%	-1.08%	31.64%

Returns By Period

In the year-to-date period, OIEJX achieves a 1.64% return, which is significantly higher than LGLIX's -10.26% return. Over the past 10 years, OIEJX has underperformed LGLIX with an annualized return of 11.66%, while LGLIX has yielded a comparatively higher 15.86% 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%

LGLIX

• 1D: 5.01%
• 1M: -5.07%
• YTD: -10.26%
• 6M: -13.13%
• 1Y: 19.70%
• 3Y*: 22.45%
• 5Y*: 6.47%
• 10Y*: 15.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

OIEJX vs. LGLIX - Expense Ratio Comparison

OIEJX has a 0.45% expense ratio, which is lower than LGLIX's 0.64% expense ratio.

LGLIX

Lord Abbett Growth Leaders Fund

OIEJX

JPMorgan Equity Income Fund R6

Return for Risk

OIEJX vs. LGLIX — Risk / Return Rank

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

OIEJX

OIEJX Risk / Return Rank: 48
OIEJX Sharpe Ratio Rank: 42
OIEJX Sortino Ratio Rank: 40
OIEJX Omega Ratio Rank: 45
OIEJX Calmar Ratio Rank: 53
OIEJX Martin Ratio Rank: 58

LGLIX

LGLIX Risk / Return Rank: 31
LGLIX Sharpe Ratio Rank: 31
LGLIX Sortino Ratio Rank: 35
LGLIX Omega Ratio Rank: 32
LGLIX Calmar Ratio Rank: 32
LGLIX Martin Ratio Rank: 25

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. LGLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Income Fund R6 (OIEJX) and Lord Abbett Growth Leaders Fund (LGLIX). 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.

	OIEJX	LGLIX	Difference
Sharpe ratio Return per unit of total volatility	0.90	0.78	+0.12
Sortino ratio Return per unit of downside risk	1.31	1.24	+0.07
Omega ratio Gain probability vs. loss probability	1.20	1.17	+0.03
Calmar ratio Return relative to maximum drawdown	1.33	0.96	+0.36
Martin ratio Return relative to average drawdown	5.68	2.94	+2.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OIEJX vs. LGLIX - Sharpe Ratio Comparison

The current OIEJX Sharpe Ratio is 0.90, which is comparable to the LGLIX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of OIEJX and LGLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	OIEJX	LGLIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	0.78	+0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.25	+0.49
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	0.64	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	0.64	+0.12

Correlation

The correlation between OIEJX and LGLIX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

OIEJX vs. LGLIX - Dividend Comparison

OIEJX's dividend yield for the trailing twelve months is around 10.94%, more than LGLIX's 2.22% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
LGLIX Lord Abbett Growth Leaders Fund	2.22%	1.99%	0.00%	0.00%	0.00%	23.83%	9.27%	8.01%	19.82%	6.46%	0.00%	4.84%

Drawdowns

OIEJX vs. LGLIX - Drawdown Comparison

The maximum OIEJX drawdown since its inception was -36.88%, smaller than the maximum LGLIX drawdown of -45.95%. Use the drawdown chart below to compare losses from any high point for OIEJX and LGLIX.

Drawdown Indicators

	OIEJX	LGLIX	Difference
Max Drawdown Largest peak-to-trough decline	-36.88%	-45.95%	+9.07%
Max Drawdown (1Y) Largest decline over 1 year	-11.34%	-21.01%	+9.67%
Max Drawdown (5Y) Largest decline over 5 years	-14.74%	-45.95%	+31.21%
Max Drawdown (10Y) Largest decline over 10 years	-36.88%	-45.95%	+9.07%
Current Drawdown Current decline from peak	-5.30%	-17.06%	+11.76%
Average Drawdown Average peak-to-trough decline	-3.03%	-9.38%	+6.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.65%	6.88%	-4.23%

Volatility

OIEJX vs. LGLIX - Volatility Comparison

The current volatility for JPMorgan Equity Income Fund R6 (OIEJX) is 4.07%, while Lord Abbett Growth Leaders Fund (LGLIX) has a volatility of 9.60%. This indicates that OIEJX experiences smaller price fluctuations and is considered to be less risky than LGLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OIEJX	LGLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.07%	9.60%	-5.53%
Volatility (6M) Calculated over the trailing 6-month period	7.87%	17.16%	-9.29%
Volatility (1Y) Calculated over the trailing 1-year period	15.26%	27.05%	-11.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.30%	25.87%	-11.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.77%	24.70%	-7.93%