OLGAX vs. DSTL
Compare and contrast key facts about JPMorgan Large Cap Growth Fund Class A (OLGAX) and Distillate US Fundamental Stability & Value ETF (DSTL).
OLGAX is managed by JPMorgan Chase. It was launched on Feb 28, 1992. DSTL is a passively managed fund by Distillate Capital that tracks the performance of the Distillate U.S. Fundamental Stability & Value Index. It was launched on Oct 24, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OLGAX or DSTL.
Performance
OLGAX vs. DSTL - Performance Comparison
Returns By Period
In the year-to-date period, OLGAX achieves a 33.03% return, which is significantly higher than DSTL's 18.17% return.
OLGAX
33.03%
1.82%
13.14%
38.01%
12.53%
8.39%
DSTL
18.17%
2.63%
12.73%
26.69%
15.66%
N/A
Key characteristics
| OLGAX | DSTL | |
|---|---|---|
| Sharpe Ratio | 2.16 | 2.44 |
| Sortino Ratio | 2.85 | 3.54 |
| Omega Ratio | 1.39 | 1.42 |
| Calmar Ratio | 1.73 | 4.66 |
| Martin Ratio | 11.15 | 11.00 |
| Ulcer Index | 3.47% | 2.51% |
| Daily Std Dev | 17.96% | 11.32% |
| Max Drawdown | -64.30% | -33.10% |
| Current Drawdown | -0.99% | -0.88% |
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OLGAX vs. DSTL - Expense Ratio Comparison
OLGAX has a 1.01% expense ratio, which is higher than DSTL's 0.39% expense ratio.
Correlation
The correlation between OLGAX and DSTL is 0.77, 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.
Risk-Adjusted Performance
OLGAX vs. DSTL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund Class A (OLGAX) and Distillate US Fundamental Stability & Value ETF (DSTL). 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. DSTL - Dividend Comparison
OLGAX has not paid dividends to shareholders, while DSTL's dividend yield for the trailing twelve months is around 1.25%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
OLGAX JPMorgan Large Cap Growth Fund Class A | 0.00% | 0.00% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.74% |
DSTL Distillate US Fundamental Stability & Value ETF | 1.25% | 1.30% | 1.35% | 1.02% | 0.83% | 0.97% | 0.45% | 0.00% |
Drawdowns
OLGAX vs. DSTL - Drawdown Comparison
The maximum OLGAX drawdown since its inception was -64.30%, which is greater than DSTL's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for OLGAX and DSTL. For additional features, visit the drawdowns tool.
Volatility
OLGAX vs. DSTL - Volatility Comparison
JPMorgan Large Cap Growth Fund Class A (OLGAX) has a higher volatility of 5.00% compared to Distillate US Fundamental Stability & Value ETF (DSTL) at 3.83%. This indicates that OLGAX's price experiences larger fluctuations and is considered to be riskier than DSTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.