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OLGAX vs. OLVAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OLGAX vs. OLVAX - 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 Large Cap Value Fund Class A (OLVAX). The values are adjusted to include any dividend payments, if applicable.

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OLGAX vs. OLVAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OLGAX
JPMorgan Large Cap Growth Fund Class A
-8.59%13.79%34.85%34.28%-25.58%17.87%55.60%38.81%0.23%37.75%
OLVAX
JPMorgan Large Cap Value Fund Class A
-0.79%15.40%26.56%11.05%-0.35%23.30%10.24%27.12%-15.41%17.45%

Returns By Period

In the year-to-date period, OLGAX achieves a -8.59% return, which is significantly lower than OLVAX's -0.79% return. Over the past 10 years, OLGAX has outperformed OLVAX with an annualized return of 17.67%, while OLVAX has yielded a comparatively lower 12.63% annualized return.


OLGAX

1D
3.49%
1M
-4.92%
YTD
-8.59%
6M
-10.58%
1Y
12.10%
3Y*
19.98%
5Y*
10.17%
10Y*
17.67%

OLVAX

1D
2.00%
1M
-5.47%
YTD
-0.79%
6M
2.62%
1Y
15.22%
3Y*
16.61%
5Y*
10.83%
10Y*
12.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OLGAX vs. OLVAX - Expense Ratio Comparison

OLGAX has a 1.01% expense ratio, which is higher than OLVAX's 0.93% expense ratio.


Return for Risk

OLGAX vs. OLVAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OLGAX
OLGAX Risk / Return Rank: 2323
Overall Rank
OLGAX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
OLGAX Sortino Ratio Rank: 2424
Sortino Ratio Rank
OLGAX Omega Ratio Rank: 2323
Omega Ratio Rank
OLGAX Calmar Ratio Rank: 2525
Calmar Ratio Rank
OLGAX Martin Ratio Rank: 2121
Martin Ratio Rank

OLVAX
OLVAX Risk / Return Rank: 4141
Overall Rank
OLVAX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
OLVAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
OLVAX Omega Ratio Rank: 3535
Omega Ratio Rank
OLVAX Calmar Ratio Rank: 4848
Calmar Ratio Rank
OLVAX Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OLGAX vs. OLVAX - Risk-Adjusted Trends Comparison

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


OLGAXOLVAXDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.91

-0.30

Sortino ratio

Return per unit of downside risk

1.01

1.34

-0.33

Omega ratio

Gain probability vs. loss probability

1.14

1.19

-0.05

Calmar ratio

Return relative to maximum drawdown

0.77

1.38

-0.61

Martin ratio

Return relative to average drawdown

2.34

5.05

-2.71

OLGAX vs. OLVAX - Sharpe Ratio Comparison

The current OLGAX Sharpe Ratio is 0.61, which is lower than the OLVAX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of OLGAX and OLVAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OLGAXOLVAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.91

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.66

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.62

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.42

+0.06

Correlation

The correlation between OLGAX and OLVAX 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.


Dividends

OLGAX vs. OLVAX - Dividend Comparison

OLGAX's dividend yield for the trailing twelve months is around 12.93%, more than OLVAX's 7.61% yield.


TTM20252024202320222021202020192018201720162015
OLGAX
JPMorgan Large Cap Growth Fund Class A
12.93%11.82%2.06%0.00%3.20%15.30%5.32%13.03%16.18%14.92%9.94%4.51%
OLVAX
JPMorgan Large Cap Value Fund Class A
7.61%7.60%19.97%5.09%5.43%7.79%0.81%1.11%8.65%8.87%5.56%14.94%

Drawdowns

OLGAX vs. OLVAX - Drawdown Comparison

The maximum OLGAX drawdown since its inception was -63.25%, which is greater than OLVAX's maximum drawdown of -60.15%. Use the drawdown chart below to compare losses from any high point for OLGAX and OLVAX.


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Drawdown Indicators


OLGAXOLVAXDifference

Max Drawdown

Largest peak-to-trough decline

-63.25%

-60.15%

-3.10%

Max Drawdown (1Y)

Largest decline over 1 year

-16.92%

-11.41%

-5.51%

Max Drawdown (5Y)

Largest decline over 5 years

-31.34%

-18.49%

-12.85%

Max Drawdown (10Y)

Largest decline over 10 years

-31.87%

-43.20%

+11.33%

Current Drawdown

Current decline from peak

-14.02%

-7.55%

-6.47%

Average Drawdown

Average peak-to-trough decline

-18.78%

-9.86%

-8.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

3.13%

+2.45%

Volatility

OLGAX vs. OLVAX - Volatility Comparison

JPMorgan Large Cap Growth Fund Class A (OLGAX) has a higher volatility of 6.48% compared to JPMorgan Large Cap Value Fund Class A (OLVAX) at 4.65%. This indicates that OLGAX's price experiences larger fluctuations and is considered to be riskier than OLVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OLGAXOLVAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.48%

4.65%

+1.83%

Volatility (6M)

Calculated over the trailing 6-month period

12.54%

9.76%

+2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

21.14%

16.54%

+4.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.26%

16.44%

+3.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.55%

20.39%

+1.16%