OLVAX vs. SABTX
OLVAX (JPMorgan Large Cap Value Fund Class A) and SABTX (SA U.S. Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, OLVAX returned 13.97%/yr vs 11.90%/yr for SABTX. Their correlation of 0.94 suggests significant overlap in exposure. OLVAX charges 0.93%/yr vs 0.73%/yr for SABTX.
Performance
OLVAX vs. SABTX - Performance Comparison
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Returns By Period
In the year-to-date period, OLVAX achieves a 7.91% return, which is significantly lower than SABTX's 17.93% return. Over the past 10 years, OLVAX has outperformed SABTX with an annualized return of 13.97%, while SABTX has yielded a comparatively lower 11.90% annualized return.
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%
SABTX
- 1D
- -0.89%
- 1M
- 2.84%
- YTD
- 17.93%
- 6M
- 16.65%
- 1Y
- 33.80%
- 3Y*
- 19.64%
- 5Y*
- 11.40%
- 10Y*
- 11.90%
OLVAX vs. SABTX - 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% |
SABTX SA U.S. Value Fund | 17.93% | 17.69% | 11.32% | 11.82% | -6.35% | 27.06% | -2.04% | 24.85% | -12.14% | 18.45% |
Correlation
The correlation between OLVAX and SABTX is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2000 | 0.94 |
The correlation between OLVAX and SABTX shifts across timeframes, from 0.81 (1 year) to 0.94 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
OLVAX vs. SABTX — Risk / Return Rank
OLVAX
SABTX
OLVAX vs. SABTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Large Cap Value Fund Class A (OLVAX) and SA U.S. Value Fund (SABTX). 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 | SABTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.56 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 6.03 | -3.65 |
| Martin ratioReturn relative to average drawdown | 7.91 | 21.72 | -13.82 |
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Drawdowns
OLVAX vs. SABTX - Drawdown Comparison
The maximum OLVAX drawdown since its inception was -60.15%, smaller than the maximum SABTX drawdown of -66.96%. Use the drawdown chart below to compare losses from any high point for OLVAX and SABTX.
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Drawdown Indicators
| OLVAX | SABTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.15% | -66.96% | +6.81% |
Max Drawdown (1Y)Largest decline over 1 year | -9.37% | -6.36% | -3.01% |
Max Drawdown (3Y)Largest decline over 3 years | -16.18% | -16.63% | +0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -18.49% | -20.42% | +1.93% |
Max Drawdown (10Y)Largest decline over 10 years | -43.20% | -42.00% | -1.20% |
Current DrawdownCurrent decline from peak | -1.40% | -1.06% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -9.81% | -11.30% | +1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 1.74% | +1.08% |
Volatility
OLVAX vs. SABTX - Volatility Comparison
JPMorgan Large Cap Value Fund Class A (OLVAX) has a higher volatility of 4.79% compared to SA U.S. Value Fund (SABTX) at 4.07%. This indicates that OLVAX's price experiences larger fluctuations and is considered to be riskier than SABTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OLVAX | SABTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 4.07% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 9.79% | 8.70% | +1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.87% | 12.00% | +0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.35% | 16.38% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.28% | 19.14% | +1.14% |
OLVAX vs. SABTX - Expense Ratio Comparison
OLVAX has a 0.93% expense ratio, which is higher than SABTX's 0.73% expense ratio.
Dividends
OLVAX vs. SABTX - Dividend Comparison
OLVAX's dividend yield for the trailing twelve months is around 6.99%, more than SABTX's 3.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SABTX SA U.S. Value Fund | 3.29% | 3.88% | 2.60% | 1.67% | 7.66% | 4.25% | 1.52% | 5.14% | 9.80% | 10.36% | 5.08% | 6.83% |
Frequently Asked Questions
OLVAX and SABTX have a correlation of 0.81, 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 SABTX (4.07%). In terms of maximum drawdown, OLVAX dropped -60.15% vs SABTX's -66.96%.
SABTX currently has the higher Sharpe Ratio (3.21 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.
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