OLGAX vs. SCHG
Compare and contrast key facts about JPMorgan Large Cap Growth Fund Class A (OLGAX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
OLGAX is managed by JPMorgan Chase. It was launched on Feb 28, 1992. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OLGAX or SCHG.
Performance
OLGAX vs. SCHG - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with OLGAX having a 33.03% return and SCHG slightly lower at 32.77%. Over the past 10 years, OLGAX has underperformed SCHG with an annualized return of 8.39%, while SCHG has yielded a comparatively higher 16.44% annualized return.
OLGAX
33.03%
1.82%
13.14%
38.01%
12.53%
8.39%
SCHG
32.77%
2.85%
15.79%
38.25%
20.42%
16.44%
Key characteristics
| OLGAX | SCHG | |
|---|---|---|
| Sharpe Ratio | 2.16 | 2.29 |
| Sortino Ratio | 2.85 | 2.97 |
| Omega Ratio | 1.39 | 1.42 |
| Calmar Ratio | 1.73 | 3.14 |
| Martin Ratio | 11.15 | 12.46 |
| Ulcer Index | 3.47% | 3.12% |
| Daily Std Dev | 17.96% | 16.99% |
| Max Drawdown | -64.30% | -34.59% |
| Current Drawdown | -0.99% | -1.33% |
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OLGAX vs. SCHG - Expense Ratio Comparison
OLGAX has a 1.01% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Correlation
The correlation between OLGAX and SCHG is 0.95, 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.
Risk-Adjusted Performance
OLGAX vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund Class A (OLGAX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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. SCHG - Dividend Comparison
OLGAX has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.40%.
| 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
OLGAX vs. SCHG - Drawdown Comparison
The maximum OLGAX drawdown since its inception was -64.30%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for OLGAX and SCHG. For additional features, visit the drawdowns tool.
Volatility
OLGAX vs. SCHG - Volatility Comparison
The current volatility for JPMorgan Large Cap Growth Fund Class A (OLGAX) is 5.00%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.50%. This indicates that OLGAX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.