OLVAX vs. JEPAX
Compare and contrast key facts about JPMorgan Large Cap Value Fund Class A (OLVAX) and JPMorgan Equity Premium Income Fund Class A (JEPAX).
OLVAX is managed by JPMorgan. It was launched on Feb 18, 1992. JEPAX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
OLVAX vs. JEPAX - Performance Comparison
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OLVAX vs. JEPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
OLVAX JPMorgan Large Cap Value Fund Class A | -0.79% | 15.40% | 26.56% | 11.05% | -0.35% | 23.30% | 10.24% | 13.27% |
JEPAX JPMorgan Equity Premium Income Fund Class A | -0.48% | 7.55% | 12.07% | 9.42% | -4.05% | 19.13% | 5.75% | 7.45% |
Returns By Period
In the year-to-date period, OLVAX achieves a -0.79% return, which is significantly lower than JEPAX's -0.48% 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%
JEPAX
- 1D
- 1.96%
- 1M
- -5.21%
- YTD
- -0.48%
- 6M
- 2.05%
- 1Y
- 6.64%
- 3Y*
- 8.91%
- 5Y*
- 7.66%
- 10Y*
- —
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OLVAX vs. JEPAX - Expense Ratio Comparison
OLVAX has a 0.93% expense ratio, which is higher than JEPAX's 0.85% expense ratio.
Return for Risk
OLVAX vs. JEPAX — Risk / Return Rank
OLVAX
JEPAX
OLVAX vs. JEPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Value Fund Class A (OLVAX) and JPMorgan Equity Premium Income Fund Class A (JEPAX). 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 | JEPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.49 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.34 | 0.80 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.13 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 0.79 | +0.59 |
Martin ratioReturn relative to average drawdown | 5.05 | 3.66 | +1.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OLVAX | JEPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.49 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.67 | -0.01 |
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 | 0.53 | -0.11 |
Correlation
The correlation between OLVAX and JEPAX is 0.71, 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. JEPAX - Dividend Comparison
OLVAX's dividend yield for the trailing twelve months is around 7.61%, more than JEPAX's 7.31% 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% |
JEPAX JPMorgan Equity Premium Income Fund Class A | 7.31% | 7.88% | 6.95% | 8.19% | 11.98% | 5.96% | 11.35% | 5.61% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
OLVAX vs. JEPAX - Drawdown Comparison
The maximum OLVAX drawdown since its inception was -60.15%, which is greater than JEPAX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for OLVAX and JEPAX.
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Drawdown Indicators
| OLVAX | JEPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.15% | -32.69% | -27.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.41% | -10.43% | -0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -18.49% | -13.74% | -4.75% |
Max Drawdown (10Y)Largest decline over 10 years | -43.20% | — | — |
Current DrawdownCurrent decline from peak | -7.55% | -5.53% | -2.02% |
Average DrawdownAverage peak-to-trough decline | -9.86% | -3.05% | -6.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.26% | +0.87% |
Volatility
OLVAX vs. JEPAX - Volatility Comparison
JPMorgan Large Cap Value Fund Class A (OLVAX) has a higher volatility of 4.65% compared to JPMorgan Equity Premium Income Fund Class A (JEPAX) at 4.15%. This indicates that OLVAX's price experiences larger fluctuations and is considered to be riskier than JEPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OLVAX | JEPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 4.15% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 6.78% | +2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.54% | 13.79% | +2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.44% | 11.43% | +5.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.39% | 15.04% | +5.35% |