OLGAX vs. JPM
Compare and contrast key facts about JPMorgan Large Cap Growth Fund Class A (OLGAX) and JPMorgan Chase & Co. (JPM).
OLGAX is managed by JPMorgan Chase. It was launched on Feb 28, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OLGAX or JPM.
Key characteristics
| OLGAX | JPM | |
|---|---|---|
| YTD Return | 33.95% | 42.64% |
| 1Y Return | 46.39% | 68.16% |
| 3Y Return (Ann) | 3.62% | 15.43% |
| 5Y Return (Ann) | 13.31% | 16.03% |
| 10Y Return (Ann) | 8.55% | 17.71% |
| Sharpe Ratio | 2.51 | 2.94 |
| Sortino Ratio | 3.27 | 3.75 |
| Omega Ratio | 1.45 | 1.59 |
| Calmar Ratio | 1.79 | 6.28 |
| Martin Ratio | 13.05 | 20.43 |
| Ulcer Index | 3.46% | 3.31% |
| Daily Std Dev | 18.01% | 23.04% |
| Max Drawdown | -64.30% | -74.02% |
| Current Drawdown | 0.00% | -4.08% |
Correlation
The correlation between OLGAX and JPM is 0.55, 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.
Performance
OLGAX vs. JPM - Performance Comparison
In the year-to-date period, OLGAX achieves a 33.95% return, which is significantly lower than JPM's 42.64% return. Over the past 10 years, OLGAX has underperformed JPM with an annualized return of 8.55%, while JPM has yielded a comparatively higher 17.71% 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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Risk-Adjusted Performance
OLGAX vs. JPM - Risk-Adjusted Performance Comparison
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.
Dividends
OLGAX vs. JPM - Dividend Comparison
OLGAX has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 1.94%.
| 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% |
JPM JPMorgan Chase & Co. | 1.94% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Drawdowns
OLGAX vs. JPM - Drawdown Comparison
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.
Volatility
OLGAX vs. JPM - Volatility Comparison
The current volatility for JPMorgan Large Cap Growth Fund Class A (OLGAX) is 4.80%, while JPMorgan Chase & Co. (JPM) has a volatility of 13.14%. This indicates that OLGAX experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.