OLVAX vs. FLCOX
Compare and contrast key facts about JPMorgan Large Cap Value Fund Class A (OLVAX) and Fidelity Large Cap Value Index Fund (FLCOX).
OLVAX is managed by JPMorgan. It was launched on Feb 18, 1992. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.
Performance
OLVAX vs. FLCOX - Performance Comparison
Loading graphics...
OLVAX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 16.18% |
FLCOX Fidelity Large Cap Value Index Fund | 2.08% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
Returns By Period
In the year-to-date period, OLVAX achieves a -0.79% return, which is significantly lower than FLCOX's 2.08% return.
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%
FLCOX
- 1D
- 2.13%
- 1M
- -4.69%
- YTD
- 2.08%
- 6M
- 5.86%
- 1Y
- 15.94%
- 3Y*
- 14.30%
- 5Y*
- 9.21%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
OLVAX vs. FLCOX - Expense Ratio Comparison
OLVAX has a 0.93% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Return for Risk
OLVAX vs. FLCOX — Risk / Return Rank
OLVAX
FLCOX
OLVAX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Value Fund Class A (OLVAX) and Fidelity Large Cap Value Index Fund (FLCOX). 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.
| OLVAX | FLCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.02 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.34 | 1.48 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.44 | -0.05 |
Martin ratioReturn relative to average drawdown | 5.05 | 6.76 | -1.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| OLVAX | FLCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.02 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.62 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.54 | -0.12 |
Correlation
The correlation between OLVAX and FLCOX 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.
Dividends
OLVAX vs. FLCOX - Dividend Comparison
OLVAX's dividend yield for the trailing twelve months is around 7.61%, more than FLCOX's 1.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FLCOX Fidelity Large Cap Value Index Fund | 1.48% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
Drawdowns
OLVAX vs. FLCOX - Drawdown Comparison
The maximum OLVAX drawdown since its inception was -60.15%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for OLVAX and FLCOX.
Loading graphics...
Drawdown Indicators
| OLVAX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.15% | -38.28% | -21.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.41% | -11.81% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -18.49% | -19.00% | +0.51% |
Max Drawdown (10Y)Largest decline over 10 years | -43.20% | — | — |
Current DrawdownCurrent decline from peak | -7.55% | -4.82% | -2.73% |
Average DrawdownAverage peak-to-trough decline | -9.86% | -4.52% | -5.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.51% | +0.62% |
Volatility
OLVAX vs. FLCOX - Volatility Comparison
JPMorgan Large Cap Value Fund Class A (OLVAX) has a higher volatility of 4.65% compared to Fidelity Large Cap Value Index Fund (FLCOX) at 4.38%. This indicates that OLVAX's price experiences larger fluctuations and is considered to be riskier than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| OLVAX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 4.38% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 8.29% | +1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.54% | 15.73% | +0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.44% | 14.83% | +1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.39% | 17.73% | +2.66% |