OLGAX vs. DGRW
Compare and contrast key facts about JPMorgan Large Cap Growth Fund Class A (OLGAX) and WisdomTree U.S. Dividend Growth Fund (DGRW).
OLGAX is managed by JPMorgan Chase. It was launched on Feb 28, 1992. DGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Growth Index. It was launched on May 22, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OLGAX or DGRW.
Key characteristics
| OLGAX | DGRW | |
|---|---|---|
| YTD Return | 34.36% | 22.14% |
| 1Y Return | 44.12% | 31.81% |
| 3Y Return (Ann) | 3.66% | 12.19% |
| 5Y Return (Ann) | 13.00% | 14.75% |
| 10Y Return (Ann) | 8.61% | 13.10% |
| Sharpe Ratio | 2.46 | 2.98 |
| Sortino Ratio | 3.22 | 4.13 |
| Omega Ratio | 1.44 | 1.56 |
| Calmar Ratio | 1.85 | 5.05 |
| Martin Ratio | 12.75 | 19.22 |
| Ulcer Index | 3.46% | 1.65% |
| Daily Std Dev | 17.90% | 10.63% |
| Max Drawdown | -64.30% | -32.04% |
| Current Drawdown | 0.00% | -1.00% |
Correlation
The correlation between OLGAX and DGRW 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.
Performance
OLGAX vs. DGRW - Performance Comparison
In the year-to-date period, OLGAX achieves a 34.36% return, which is significantly higher than DGRW's 22.14% return. Over the past 10 years, OLGAX has underperformed DGRW with an annualized return of 8.61%, while DGRW has yielded a comparatively higher 13.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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OLGAX vs. DGRW - Expense Ratio Comparison
OLGAX has a 1.01% expense ratio, which is higher than DGRW's 0.28% expense ratio.
Risk-Adjusted Performance
OLGAX vs. DGRW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund Class A (OLGAX) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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.
Dividends
OLGAX vs. DGRW - Dividend Comparison
OLGAX has not paid dividends to shareholders, while DGRW's dividend yield for the trailing twelve months is around 1.50%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OLGAX JPMorgan Large Cap Growth Fund Class A | 0.00% | 0.00% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.50% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.06% |
Drawdowns
OLGAX vs. DGRW - Drawdown Comparison
The maximum OLGAX drawdown since its inception was -64.30%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for OLGAX and DGRW. For additional features, visit the drawdowns tool.
Volatility
OLGAX vs. DGRW - Volatility Comparison
JPMorgan Large Cap Growth Fund Class A (OLGAX) has a higher volatility of 4.76% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 3.51%. This indicates that OLGAX's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.