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OLVAX vs. FGINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OLVAX vs. FGINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Large Cap Value Fund Class A (OLVAX) and Delaware Growth and Income Fund (FGINX). The values are adjusted to include any dividend payments, if applicable.

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OLVAX vs. FGINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FGINX
Delaware Growth and Income Fund
4.63%29.78%15.13%11.98%3.03%21.37%-0.08%25.64%-10.27%18.08%

Returns By Period

In the year-to-date period, OLVAX achieves a -0.79% return, which is significantly lower than FGINX's 4.63% return. Both investments have delivered pretty close results over the past 10 years, with OLVAX having a 12.63% annualized return and FGINX not far behind at 12.18%.


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%

FGINX

1D
2.03%
1M
-4.23%
YTD
4.63%
6M
13.55%
1Y
29.67%
3Y*
21.87%
5Y*
14.90%
10Y*
12.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OLVAX vs. FGINX - Expense Ratio Comparison

OLVAX has a 0.93% expense ratio, which is lower than FGINX's 1.02% expense ratio.


Return for Risk

OLVAX vs. FGINX — Risk / Return Rank

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

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

FGINX
FGINX Risk / Return Rank: 8989
Overall Rank
FGINX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FGINX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FGINX Omega Ratio Rank: 8787
Omega Ratio Rank
FGINX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FGINX Martin Ratio Rank: 9191
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.

OLVAX vs. FGINX - Risk-Adjusted Trends Comparison

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


OLVAXFGINXDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.84

-0.94

Sortino ratio

Return per unit of downside risk

1.34

2.47

-1.13

Omega ratio

Gain probability vs. loss probability

1.19

1.38

-0.19

Calmar ratio

Return relative to maximum drawdown

1.38

2.55

-1.16

Martin ratio

Return relative to average drawdown

5.05

10.90

-5.85

OLVAX vs. FGINX - Sharpe Ratio Comparison

The current OLVAX Sharpe Ratio is 0.91, which is lower than the FGINX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of OLVAX and FGINX, 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


OLVAXFGINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.84

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

1.01

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.72

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.53

-0.11

Correlation

The correlation between OLVAX and FGINX 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.


Dividends

OLVAX vs. FGINX - Dividend Comparison

OLVAX's dividend yield for the trailing twelve months is around 7.61%, less than FGINX's 10.86% yield.


TTM20252024202320222021202020192018201720162015
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%
FGINX
Delaware Growth and Income Fund
10.86%11.28%12.40%7.11%7.04%11.97%6.59%51.75%25.36%5.13%4.12%5.66%

Drawdowns

OLVAX vs. FGINX - Drawdown Comparison

The maximum OLVAX drawdown since its inception was -60.15%, which is greater than FGINX's maximum drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for OLVAX and FGINX.


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Drawdown Indicators


OLVAXFGINXDifference

Max Drawdown

Largest peak-to-trough decline

-60.15%

-54.80%

-5.35%

Max Drawdown (1Y)

Largest decline over 1 year

-11.41%

-11.56%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-18.49%

-16.21%

-2.28%

Max Drawdown (10Y)

Largest decline over 10 years

-43.20%

-37.37%

-5.83%

Current Drawdown

Current decline from peak

-7.55%

-5.46%

-2.09%

Average Drawdown

Average peak-to-trough decline

-9.86%

-9.74%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

2.70%

+0.43%

Volatility

OLVAX vs. FGINX - Volatility Comparison

JPMorgan Large Cap Value Fund Class A (OLVAX) has a higher volatility of 4.65% compared to Delaware Growth and Income Fund (FGINX) at 4.24%. This indicates that OLVAX's price experiences larger fluctuations and is considered to be riskier than FGINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OLVAXFGINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

4.24%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

9.01%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

16.54%

16.22%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.44%

14.88%

+1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.39%

17.04%

+3.35%