OLVAX vs. NPRTX
OLVAX (JPMorgan Large Cap Value Fund Class A) and NPRTX (Neuberger Berman Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, OLVAX returned 13.97%/yr vs 14.23%/yr for NPRTX. Their correlation of 0.89 suggests significant overlap in exposure. OLVAX charges 0.93%/yr vs 0.79%/yr for NPRTX.
Performance
OLVAX vs. NPRTX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, OLVAX achieves a 7.91% return, which is significantly lower than NPRTX's 18.61% return. Both investments have delivered pretty close results over the past 10 years, with OLVAX having a 13.97% annualized return and NPRTX not far ahead at 14.23%.
OLVAX
- 1D
- -0.98%
- 1M
- 2.51%
- YTD
- 7.91%
- 6M
- 6.48%
- 1Y
- 20.98%
- 3Y*
- 19.95%
- 5Y*
- 12.04%
- 10Y*
- 13.97%
NPRTX
- 1D
- -1.26%
- 1M
- 1.75%
- YTD
- 18.61%
- 6M
- 17.45%
- 1Y
- 35.49%
- 3Y*
- 16.94%
- 5Y*
- 10.00%
- 10Y*
- 14.23%
OLVAX vs. NPRTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OLVAX JPMorgan Large Cap Value Fund Class A | 7.91% | 15.40% | 26.56% | 11.05% | -0.35% | 23.30% | 10.24% | 27.12% | -15.41% | 17.45% |
NPRTX Neuberger Berman Large Cap Value Fund | 18.61% | 20.69% | 10.92% | -1.76% | -1.25% | 28.12% | 14.44% | 23.96% | -1.23% | 13.45% |
Correlation
The correlation between OLVAX and NPRTX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 1992 | 0.89 |
The correlation between OLVAX and NPRTX has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
OLVAX vs. NPRTX — Risk / Return Rank
OLVAX
NPRTX
OLVAX vs. NPRTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Value Fund Class A (OLVAX) and Neuberger Berman Large Cap Value Fund (NPRTX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OLVAX | NPRTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.56 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 5.22 | -2.84 |
| Martin ratioReturn relative to average drawdown | 7.91 | 21.18 | -13.28 |
Loading charts...
Drawdowns
OLVAX vs. NPRTX - Drawdown Comparison
The maximum OLVAX drawdown since its inception was -60.15%, smaller than the maximum NPRTX drawdown of -66.25%. Use the drawdown chart below to compare losses from any high point for OLVAX and NPRTX.
Loading charts...
Drawdown Indicators
| OLVAX | NPRTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.15% | -66.25% | +6.10% |
Max Drawdown (1Y)Largest decline over 1 year | -9.37% | -7.03% | -2.34% |
Max Drawdown (3Y)Largest decline over 3 years | -16.18% | -13.79% | -2.39% |
Max Drawdown (5Y)Largest decline over 5 years | -18.49% | -19.82% | +1.33% |
Max Drawdown (10Y)Largest decline over 10 years | -43.20% | -39.01% | -4.19% |
Current DrawdownCurrent decline from peak | -1.40% | -1.58% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -9.81% | -9.25% | -0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 1.73% | +1.09% |
Volatility
OLVAX vs. NPRTX - Volatility Comparison
JPMorgan Large Cap Value Fund Class A (OLVAX) has a higher volatility of 4.79% compared to Neuberger Berman Large Cap Value Fund (NPRTX) at 4.46%. This indicates that OLVAX's price experiences larger fluctuations and is considered to be riskier than NPRTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| OLVAX | NPRTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 4.46% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.79% | 9.58% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.87% | 11.78% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.35% | 14.12% | +2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.28% | 17.53% | +2.75% |
OLVAX vs. NPRTX - Expense Ratio Comparison
OLVAX has a 0.93% expense ratio, which is higher than NPRTX's 0.79% expense ratio.
Dividends
OLVAX vs. NPRTX - Dividend Comparison
OLVAX's dividend yield for the trailing twelve months is around 6.99%, more than NPRTX's 5.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NPRTX Neuberger Berman Large Cap Value Fund | 5.42% | 6.42% | 2.19% | 2.45% | 1.56% | 5.04% | 1.60% | 3.87% | 14.44% | 8.55% | 3.58% | 9.80% |
OLVAX JPMorgan Large Cap Value Fund Class A | 6.99% | 7.60% | 19.97% | 5.09% | 5.43% | 7.79% | 0.81% | 1.11% | 8.65% | 8.87% | 5.56% | 14.94% |
Frequently Asked Questions
OLVAX and NPRTX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OLVAX has higher volatility (4.79%) compared to NPRTX (4.46%). In terms of maximum drawdown, OLVAX dropped -60.15% vs NPRTX's -66.25%.
NPRTX currently has the higher Sharpe Ratio (3.11 vs 1.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for OLVAX and NPRTX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer