OLGAX vs. JPM

In the year-to-date period, OLGAX achieves a 35.17% return, which is significantly lower than JPM's 45.85% return. Over the past 10 years, OLGAX has underperformed JPM with an annualized return of 8.62%, while JPM has yielded a comparatively higher 17.75% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund Class A (OLGAX) and JPMorgan Chase & Co. (JPM). 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.

The current OLGAX Sharpe Ratio is 1.92, which is comparable to the JPM Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of OLGAX and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

OLGAX has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 1.90%.

The maximum OLGAX drawdown since its inception was -64.30%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for OLGAX and JPM. For additional features, visit the drawdowns tool.

JPMorgan Large Cap Growth Fund Class A (OLGAX) and JPMorgan Chase & Co. (JPM) have volatilities of 5.36% and 5.36%, 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.