OLGAX vs. PBCKX

Last updated Jun 4, 2026

OLGAX (JPMorgan Large Cap Growth Fund Class A) and PBCKX (Principal Blue Chip Fund) are both Large Cap Growth Equities funds. Over the past 10 years, OLGAX returned 19.58%/yr vs 16.51%/yr for PBCKX. Their correlation of 0.90 suggests significant overlap in exposure. OLGAX charges 1.01%/yr vs 0.66%/yr for PBCKX.

Performance

OLGAX vs. PBCKX - Performance Comparison

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

Returns By Period

In the year-to-date period, OLGAX achieves a 7.74% return, which is significantly higher than PBCKX's 0.26% return. Over the past 10 years, OLGAX has outperformed PBCKX with an annualized return of 19.58%, while PBCKX has yielded a comparatively lower 16.51% annualized return.

OLGAX

• 1D: 0.66%
• 1M: 6.67%
• YTD: 7.74%
• 6M: 6.37%
• 1Y: 21.23%
• 3Y*: 23.49%
• 5Y*: 13.44%
• 10Y*: 19.58%

PBCKX

• 1D: -1.41%
• 1M: 2.22%
• YTD: 0.26%
• 6M: 0.06%
• 1Y: 4.52%
• 3Y*: 18.79%
• 5Y*: 9.06%
• 10Y*: 16.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

OLGAX vs. PBCKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OLGAX JPMorgan Large Cap Growth Fund Class A	7.74%	13.79%	34.85%	34.28%	-25.58%	17.87%	55.60%	38.81%	0.23%	37.75%
PBCKX Principal Blue Chip Fund	0.26%	9.20%	26.90%	40.58%	-30.74%	25.05%	34.77%	45.22%	2.83%	28.85%

Correlation

The correlation between OLGAX and PBCKX is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Jun 18, 2012	0.90

The correlation between OLGAX and PBCKX has been stable across timeframes, ranging from 0.80 to 0.90 - a consistent structural relationship.

Return for Risk

OLGAX vs. PBCKX — Risk / Return Rank

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

OLGAX

OLGAX Risk / Return Rank: 19
OLGAX Sharpe Ratio Rank: 24
OLGAX Sortino Ratio Rank: 21
OLGAX Omega Ratio Rank: 23
OLGAX Calmar Ratio Rank: 14
OLGAX Martin Ratio Rank: 12

PBCKX

PBCKX Risk / Return Rank: 4
PBCKX Sharpe Ratio Rank: 5
PBCKX Sortino Ratio Rank: 4
PBCKX Omega Ratio Rank: 4
PBCKX Calmar Ratio Rank: 4
PBCKX Martin Ratio Rank: 4

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. PBCKX - Risk-Adjusted Trends Comparison

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

	OLGAX	PBCKX	Difference
Sharpe ratio: Return per unit of total volatility	1.40	0.33	+1.07
Sortino ratio: Return per unit of downside risk	1.93	0.54	+1.39
Omega ratio: Gain probability vs. loss probability	1.25	1.07	+0.18
Calmar ratio: Return relative to maximum drawdown	1.29	0.26	+1.03
Martin ratio: Return relative to average drawdown	3.66	0.79	+2.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OLGAX vs. PBCKX - Sharpe Ratio Comparison

The current OLGAX Sharpe Ratio is 1.40, which is higher than the PBCKX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of OLGAX and PBCKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	OLGAX	PBCKX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	0.33	+1.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.45	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.91	0.82	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.86	-0.36

Drawdowns

OLGAX vs. PBCKX - Drawdown Comparison

The maximum OLGAX drawdown since its inception was -63.25%, which is greater than PBCKX's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for OLGAX and PBCKX.

Drawdown Indicators

	OLGAX	PBCKX	Difference
Max Drawdown Largest peak-to-trough decline	-63.25%	-38.00%	-25.25%
Max Drawdown (1Y) Largest decline over 1 year	-16.92%	-19.10%	+2.18%
Max Drawdown (3Y) Largest decline over 3 years	-21.55%	-19.10%	-2.45%
Max Drawdown (5Y) Largest decline over 5 years	-31.34%	-38.00%	+6.66%
Max Drawdown (10Y) Largest decline over 10 years	-31.87%	-38.00%	+6.13%
Current Drawdown Current decline from peak	0.00%	-3.54%	+3.54%
Average Drawdown Average peak-to-trough decline	-18.70%	-5.65%	-13.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.94%	6.26%	-0.32%

Volatility

OLGAX vs. PBCKX - Volatility Comparison

JPMorgan Large Cap Growth Fund Class A (OLGAX) has a higher volatility of 3.87% compared to Principal Blue Chip Fund (PBCKX) at 3.67%. This indicates that OLGAX's price experiences larger fluctuations and is considered to be riskier than PBCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OLGAX	PBCKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.87%	3.67%	+0.20%
Volatility (6M) Calculated over the trailing 6-month period	11.22%	12.17%	-0.95%
Volatility (1Y) Calculated over the trailing 1-year period	15.60%	15.12%	+0.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.18%	20.35%	-0.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.58%	20.21%	+1.37%

OLGAX vs. PBCKX - Expense Ratio Comparison

OLGAX has a 1.01% expense ratio, which is higher than PBCKX's 0.66% expense ratio.

Dividends

OLGAX vs. PBCKX - Dividend Comparison

OLGAX's dividend yield for the trailing twelve months is around 10.97%, less than PBCKX's 19.89% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OLGAX JPMorgan Large Cap Growth Fund Class A	10.97%	11.82%	2.06%	0.00%	3.20%	15.30%	5.32%	13.03%	16.18%	14.92%	9.94%	4.51%
PBCKX Principal Blue Chip Fund	19.89%	19.94%	9.01%	0.51%	0.71%	6.67%	3.28%	8.90%	7.86%	2.79%	1.01%	2.40%

Frequently Asked Questions

Can I hold both OLGAX and PBCKX in my portfolio?

OLGAX and PBCKX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OLGAX or PBCKX?

OLGAX has higher volatility (3.87%) compared to PBCKX (3.67%). In terms of maximum drawdown, OLGAX dropped -63.25% vs PBCKX's -38.00%.

Which has better risk-adjusted returns?

OLGAX currently has the higher Sharpe Ratio (1.40 vs 0.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.