OLVAX vs. JEPIX
Compare and contrast key facts about JPMorgan Large Cap Value Fund Class A (OLVAX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
OLVAX is managed by JPMorgan. It was launched on Feb 18, 1992. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
OLVAX vs. JEPIX - Performance Comparison
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OLVAX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
OLVAX JPMorgan Large Cap Value Fund Class A | -2.74% | 15.40% | 26.56% | 11.05% | -0.35% | 23.30% | 10.24% | 27.12% | -15.55% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -2.35% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Returns By Period
In the year-to-date period, OLVAX achieves a -2.74% return, which is significantly lower than JEPIX's -2.35% return.
OLVAX
- 1D
- -0.05%
- 1M
- -7.61%
- YTD
- -2.74%
- 6M
- 1.20%
- 1Y
- 12.68%
- 3Y*
- 15.84%
- 5Y*
- 10.60%
- 10Y*
- 12.41%
JEPIX
- 1D
- 0.15%
- 1M
- -7.28%
- YTD
- -2.35%
- 6M
- 0.41%
- 1Y
- 4.98%
- 3Y*
- 8.50%
- 5Y*
- 7.58%
- 10Y*
- —
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OLVAX vs. JEPIX - Expense Ratio Comparison
OLVAX has a 0.93% expense ratio, which is higher than JEPIX's 0.63% expense ratio.
Return for Risk
OLVAX vs. JEPIX — Risk / Return Rank
OLVAX
JEPIX
OLVAX vs. JEPIX - 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 I (JEPIX). 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 | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.48 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.23 | 0.78 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.12 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 0.49 | +0.57 |
Martin ratioReturn relative to average drawdown | 3.92 | 2.28 | +1.64 |
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 | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.48 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.67 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.47 | -0.05 |
Correlation
The correlation between OLVAX and JEPIX is 0.72, 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. JEPIX - Dividend Comparison
OLVAX's dividend yield for the trailing twelve months is around 7.76%, which matches JEPIX's 7.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OLVAX JPMorgan Large Cap Value Fund Class A | 7.76% | 7.60% | 19.97% | 5.09% | 5.43% | 7.79% | 0.81% | 1.11% | 8.65% | 8.87% | 5.56% | 14.94% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.69% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
OLVAX vs. JEPIX - Drawdown Comparison
The maximum OLVAX drawdown since its inception was -60.15%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for OLVAX and JEPIX.
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Drawdown Indicators
| OLVAX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.15% | -32.63% | -27.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.41% | -10.49% | -0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -18.49% | -13.67% | -4.82% |
Max Drawdown (10Y)Largest decline over 10 years | -43.20% | — | — |
Current DrawdownCurrent decline from peak | -9.37% | -7.28% | -2.09% |
Average DrawdownAverage peak-to-trough decline | -9.86% | -3.19% | -6.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.24% | +0.85% |
Volatility
OLVAX vs. JEPIX - Volatility Comparison
JPMorgan Large Cap Value Fund Class A (OLVAX) has a higher volatility of 4.01% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 3.47%. This indicates that OLVAX's price experiences larger fluctuations and is considered to be riskier than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OLVAX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 3.47% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 6.47% | +3.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 13.70% | +2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.42% | 11.39% | +5.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.38% | 14.84% | +5.54% |