OLVAX vs. JMSIX
Compare and contrast key facts about JPMorgan Large Cap Value Fund Class A (OLVAX) and JPMorgan Income Fund (JMSIX).
OLVAX is managed by JPMorgan. It was launched on Feb 18, 1992. JMSIX is managed by JPMorgan. It was launched on Jun 1, 2014.
Performance
OLVAX vs. JMSIX - Performance Comparison
Loading graphics...
OLVAX vs. JMSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OLVAX JPMorgan Large Cap Value Fund Class A | -2.74% | 15.40% | 26.56% | 11.05% | -0.35% | 23.30% | 10.24% | 27.12% | -15.41% | 17.45% |
JMSIX JPMorgan Income Fund | -0.29% | 7.68% | 7.78% | 6.14% | -8.24% | 3.59% | 3.07% | 11.82% | 1.03% | 6.00% |
Returns By Period
In the year-to-date period, OLVAX achieves a -2.74% return, which is significantly lower than JMSIX's -0.29% return. Over the past 10 years, OLVAX has outperformed JMSIX with an annualized return of 12.41%, while JMSIX has yielded a comparatively lower 3.93% annualized 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%
JMSIX
- 1D
- 0.24%
- 1M
- -1.39%
- YTD
- -0.29%
- 6M
- 1.33%
- 1Y
- 5.02%
- 3Y*
- 6.36%
- 5Y*
- 2.78%
- 10Y*
- 3.93%
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. JMSIX - Expense Ratio Comparison
OLVAX has a 0.93% expense ratio, which is higher than JMSIX's 0.40% expense ratio.
Return for Risk
OLVAX vs. JMSIX — Risk / Return Rank
OLVAX
JMSIX
OLVAX vs. JMSIX - 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 Income Fund (JMSIX). 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 | JMSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 2.15 | -1.33 |
Sortino ratioReturn per unit of downside risk | 1.23 | 3.84 | -2.61 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.54 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 3.47 | -2.41 |
Martin ratioReturn relative to average drawdown | 3.92 | 13.30 | -9.38 |
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 | JMSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 2.15 | -1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.76 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 1.02 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.76 | -0.35 |
Correlation
The correlation between OLVAX and JMSIX is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
OLVAX vs. JMSIX - Dividend Comparison
OLVAX's dividend yield for the trailing twelve months is around 7.76%, more than JMSIX's 5.53% 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% |
JMSIX JPMorgan Income Fund | 5.53% | 5.95% | 5.78% | 4.43% | 4.78% | 4.00% | 4.95% | 5.10% | 5.43% | 5.42% | 0.46% | 0.00% |
Drawdowns
OLVAX vs. JMSIX - Drawdown Comparison
The maximum OLVAX drawdown since its inception was -60.15%, which is greater than JMSIX's maximum drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for OLVAX and JMSIX.
Loading graphics...
Drawdown Indicators
| OLVAX | JMSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.15% | -18.40% | -41.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.41% | -1.64% | -9.77% |
Max Drawdown (5Y)Largest decline over 5 years | -18.49% | -11.39% | -7.10% |
Max Drawdown (10Y)Largest decline over 10 years | -43.20% | -18.40% | -24.80% |
Current DrawdownCurrent decline from peak | -9.37% | -1.39% | -7.98% |
Average DrawdownAverage peak-to-trough decline | -9.86% | -2.60% | -7.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 0.43% | +2.66% |
Volatility
OLVAX vs. JMSIX - Volatility Comparison
JPMorgan Large Cap Value Fund Class A (OLVAX) has a higher volatility of 4.01% compared to JPMorgan Income Fund (JMSIX) at 0.77%. This indicates that OLVAX's price experiences larger fluctuations and is considered to be riskier than JMSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| OLVAX | JMSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 0.77% | +3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 1.67% | +7.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 2.59% | +13.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.42% | 3.70% | +12.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.38% | 3.85% | +16.53% |