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OLGAX vs. JPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

OLGAX vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Large Cap Growth Fund Class A (OLGAX) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
13.14%
25.75%
OLGAX
JPM

Returns By Period

In the year-to-date period, OLGAX achieves a 33.03% return, which is significantly lower than JPM's 47.33% return. Over the past 10 years, OLGAX has underperformed JPM with an annualized return of 8.39%, while JPM has yielded a comparatively higher 18.17% annualized return.


OLGAX

YTD

33.03%

1M

1.82%

6M

13.14%

1Y

38.01%

5Y (annualized)

12.53%

10Y (annualized)

8.39%

JPM

YTD

47.33%

1M

9.21%

6M

25.75%

1Y

63.44%

5Y (annualized)

16.72%

10Y (annualized)

18.17%

Key characteristics


OLGAXJPM
Sharpe Ratio2.162.77
Sortino Ratio2.853.58
Omega Ratio1.391.56
Calmar Ratio1.736.30
Martin Ratio11.1519.13
Ulcer Index3.47%3.34%
Daily Std Dev17.96%23.04%
Max Drawdown-64.30%-74.02%
Current Drawdown-0.99%-0.93%

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Correlation

-0.50.00.51.00.6

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.

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.


Sharpe ratio
The chart of Sharpe ratio for OLGAX, currently valued at 2.16, compared to the broader market-1.000.001.002.003.004.005.002.162.77
The chart of Sortino ratio for OLGAX, currently valued at 2.85, compared to the broader market0.005.0010.002.853.58
The chart of Omega ratio for OLGAX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.56
The chart of Calmar ratio for OLGAX, currently valued at 1.73, compared to the broader market0.005.0010.0015.0020.001.736.30
The chart of Martin ratio for OLGAX, currently valued at 11.15, compared to the broader market0.0020.0040.0060.0080.00100.0011.1519.13
OLGAX
JPM

The current OLGAX Sharpe Ratio is 2.16, which is comparable to the JPM Sharpe Ratio of 2.77. 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.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.16
2.77
OLGAX
JPM

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 1.88%.


TTM20232022202120202019201820172016201520142013
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.
1.88%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.99%
-0.93%
OLGAX
JPM

Volatility

OLGAX vs. JPM - Volatility Comparison

The current volatility for JPMorgan Large Cap Growth Fund Class A (OLGAX) is 5.00%, while JPMorgan Chase & Co. (JPM) has a volatility of 12.66%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
5.00%
12.66%
OLGAX
JPM