OLGAX vs. VTSAX
Compare and contrast key facts about JPMorgan Large Cap Growth Fund Class A (OLGAX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
OLGAX is managed by JPMorgan Chase. It was launched on Feb 28, 1992. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OLGAX or VTSAX.
Performance
OLGAX vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, OLGAX achieves a 32.57% return, which is significantly higher than VTSAX's 24.74% return. Over the past 10 years, OLGAX has underperformed VTSAX with an annualized return of 8.42%, while VTSAX has yielded a comparatively higher 12.63% annualized return.
OLGAX
32.57%
1.44%
12.66%
38.24%
12.46%
8.42%
VTSAX
24.74%
1.75%
12.49%
32.61%
14.94%
12.63%
Key characteristics
| OLGAX | VTSAX | |
|---|---|---|
| Sharpe Ratio | 2.09 | 2.57 |
| Sortino Ratio | 2.78 | 3.44 |
| Omega Ratio | 1.38 | 1.47 |
| Calmar Ratio | 1.68 | 3.76 |
| Martin Ratio | 10.82 | 16.38 |
| Ulcer Index | 3.47% | 1.97% |
| Daily Std Dev | 17.97% | 12.55% |
| Max Drawdown | -64.30% | -55.34% |
| Current Drawdown | -1.34% | -1.50% |
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OLGAX vs. VTSAX - Expense Ratio Comparison
OLGAX has a 1.01% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Correlation
The correlation between OLGAX and VTSAX is 0.92, 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. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Growth Fund Class A (OLGAX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
OLGAX has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.27%.
| 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.27% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
OLGAX vs. VTSAX - Drawdown Comparison
The maximum OLGAX drawdown since its inception was -64.30%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for OLGAX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
OLGAX vs. VTSAX - Volatility Comparison
JPMorgan Large Cap Growth Fund Class A (OLGAX) has a higher volatility of 5.24% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.25%. This indicates that OLGAX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.