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ONGFX vs. OLGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ONGFX vs. OLGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Investor Growth & Income Fund (ONGFX) and JPMorgan Large Cap Growth Fund Class A (OLGAX). The values are adjusted to include any dividend payments, if applicable.

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ONGFX vs. OLGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ONGFX
JPMorgan Investor Growth & Income Fund
-3.89%14.18%11.55%17.62%-14.61%14.26%17.29%20.89%-6.32%16.93%
OLGAX
JPMorgan Large Cap Growth Fund Class A
-11.67%13.79%34.85%34.28%-25.58%17.87%55.60%38.81%0.23%37.75%

Returns By Period

In the year-to-date period, ONGFX achieves a -3.89% return, which is significantly higher than OLGAX's -11.67% return. Over the past 10 years, ONGFX has underperformed OLGAX with an annualized return of 8.90%, while OLGAX has yielded a comparatively higher 17.27% annualized return.


ONGFX

1D
-0.05%
1M
-6.40%
YTD
-3.89%
6M
-2.30%
1Y
10.41%
3Y*
11.05%
5Y*
6.17%
10Y*
8.90%

OLGAX

1D
-0.66%
1M
-8.22%
YTD
-11.67%
6M
-13.40%
1Y
9.06%
3Y*
18.61%
5Y*
9.75%
10Y*
17.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ONGFX vs. OLGAX - Expense Ratio Comparison

ONGFX has a 0.32% expense ratio, which is lower than OLGAX's 1.01% expense ratio.


Return for Risk

ONGFX vs. OLGAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ONGFX
ONGFX Risk / Return Rank: 5050
Overall Rank
ONGFX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
ONGFX Sortino Ratio Rank: 4949
Sortino Ratio Rank
ONGFX Omega Ratio Rank: 5050
Omega Ratio Rank
ONGFX Calmar Ratio Rank: 4848
Calmar Ratio Rank
ONGFX Martin Ratio Rank: 5353
Martin Ratio Rank

OLGAX
OLGAX Risk / Return Rank: 1717
Overall Rank
OLGAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
OLGAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
OLGAX Omega Ratio Rank: 1919
Omega Ratio Rank
OLGAX Calmar Ratio Rank: 1414
Calmar Ratio Rank
OLGAX Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ONGFX vs. OLGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Investor Growth & Income Fund (ONGFX) and JPMorgan Large Cap Growth Fund Class A (OLGAX). 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.


ONGFXOLGAXDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.44

+0.50

Sortino ratio

Return per unit of downside risk

1.38

0.78

+0.60

Omega ratio

Gain probability vs. loss probability

1.20

1.11

+0.09

Calmar ratio

Return relative to maximum drawdown

1.17

0.38

+0.79

Martin ratio

Return relative to average drawdown

5.14

1.18

+3.96

ONGFX vs. OLGAX - Sharpe Ratio Comparison

The current ONGFX Sharpe Ratio is 0.94, which is higher than the OLGAX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of ONGFX and OLGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ONGFXOLGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.44

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.49

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.81

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.47

+0.12

Correlation

The correlation between ONGFX and OLGAX is 0.90, 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

ONGFX vs. OLGAX - Dividend Comparison

ONGFX's dividend yield for the trailing twelve months is around 4.75%, less than OLGAX's 13.38% yield.


TTM20252024202320222021202020192018201720162015
ONGFX
JPMorgan Investor Growth & Income Fund
4.75%4.92%4.59%3.46%7.87%4.45%7.47%7.62%8.88%8.74%4.74%5.82%
OLGAX
JPMorgan Large Cap Growth Fund Class A
13.38%11.82%2.06%0.00%3.20%15.30%5.32%13.03%16.18%14.92%9.94%4.51%

Drawdowns

ONGFX vs. OLGAX - Drawdown Comparison

The maximum ONGFX drawdown since its inception was -40.83%, smaller than the maximum OLGAX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for ONGFX and OLGAX.


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Drawdown Indicators


ONGFXOLGAXDifference

Max Drawdown

Largest peak-to-trough decline

-40.83%

-63.25%

+22.42%

Max Drawdown (1Y)

Largest decline over 1 year

-8.11%

-16.92%

+8.81%

Max Drawdown (5Y)

Largest decline over 5 years

-20.41%

-31.34%

+10.93%

Max Drawdown (10Y)

Largest decline over 10 years

-25.79%

-31.87%

+6.08%

Current Drawdown

Current decline from peak

-6.84%

-16.92%

+10.08%

Average Drawdown

Average peak-to-trough decline

-5.44%

-18.78%

+13.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

5.51%

-3.66%

Volatility

ONGFX vs. OLGAX - Volatility Comparison

The current volatility for JPMorgan Investor Growth & Income Fund (ONGFX) is 3.54%, while JPMorgan Large Cap Growth Fund Class A (OLGAX) has a volatility of 5.22%. This indicates that ONGFX experiences smaller price fluctuations and is considered to be less risky than OLGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ONGFXOLGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

5.22%

-1.68%

Volatility (6M)

Calculated over the trailing 6-month period

6.35%

12.06%

-5.71%

Volatility (1Y)

Calculated over the trailing 1-year period

11.34%

20.90%

-9.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.08%

20.21%

-9.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.82%

21.52%

-9.70%