OSGIX vs. FAMVX
OSGIX (JPMorgan Mid Cap Growth Fund Class A) and FAMVX (FAM Value Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, OSGIX returned 13.03%/yr vs 10.41%/yr for FAMVX. Their correlation of 0.80 means they have usually moved in the same direction. OSGIX charges 1.14%/yr vs 1.19%/yr for FAMVX.
Performance
OSGIX vs. FAMVX - Performance Comparison
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Returns By Period
In the year-to-date period, OSGIX achieves a 2.34% return, which is significantly lower than FAMVX's 8.80% return. Over the past 10 years, OSGIX has outperformed FAMVX with an annualized return of 13.03%, while FAMVX has yielded a comparatively lower 10.41% annualized return.
OSGIX
- 1D
- 2.75%
- 1M
- -4.85%
- 6M
- 2.40%
- YTD
- 2.34%
- 1Y
- 2.61%
- 3Y*
- 12.98%
- 5Y*
- 4.63%
- 10Y*
- 13.03%
- ALL TIME*
- 9.37%
FAMVX
- 1D
- -0.82%
- 1M
- 0.67%
- 6M
- 6.51%
- YTD
- 8.80%
- 1Y
- 12.03%
- 3Y*
- 11.54%
- 5Y*
- 7.10%
- 10Y*
- 10.41%
- ALL TIME*
- 9.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FAMVX FAM Value Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
OSGIX vs. FAMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OSGIX JPMorgan Mid Cap Growth Fund Class A | 2.34% | 8.41% | 24.96% | 22.83% | -27.26% | 10.32% | 47.86% | 39.31% | -5.34% | 29.08% |
FAMVX FAM Value Fund | 8.80% | 4.90% | 15.51% | 16.09% | -14.06% | 25.65% | 6.81% | 30.31% | -6.15% | 17.34% |
Correlation
The correlation between OSGIX and FAMVX is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.63 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 1995 | 0.80 |
The correlation between OSGIX and FAMVX shifts across timeframes, from 0.63 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
OSGIX vs. FAMVX — Risk / Return Rank
OSGIX
FAMVX
OSGIX vs. FAMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Growth Fund Class A (OSGIX) and FAM Value Fund (FAMVX). 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.
| OSGIX | FAMVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.13 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | 1.02 | -0.97 |
| Martin ratioReturn relative to average drawdown | 0.12 | 3.10 | -2.97 |
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Drawdowns
OSGIX vs. FAMVX - Drawdown Comparison
The maximum OSGIX drawdown since its inception was -57.79%, which is greater than FAMVX's maximum drawdown of -51.12%. Use the drawdown chart below to compare losses from any high point for OSGIX and FAMVX.
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Drawdown Indicators
| OSGIX | FAMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.79% | -51.12% | -6.67% |
Max Drawdown (1Y)Largest decline over 1 year | -14.25% | -9.47% | -4.78% |
Max Drawdown (3Y)Largest decline over 3 years | -25.54% | -16.74% | -8.80% |
Max Drawdown (5Y)Largest decline over 5 years | -37.26% | -22.77% | -14.49% |
Max Drawdown (10Y)Largest decline over 10 years | -37.26% | -37.73% | +0.47% |
Current DrawdownCurrent decline from peak | -7.56% | -1.00% | -6.56% |
Average DrawdownAverage peak-to-trough decline | -12.24% | -6.40% | -5.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.83% | 3.11% | +1.72% |
Volatility
OSGIX vs. FAMVX - Volatility Comparison
JPMorgan Mid Cap Growth Fund Class A (OSGIX) has a higher volatility of 5.95% compared to FAM Value Fund (FAMVX) at 3.48%. This indicates that OSGIX's price experiences larger fluctuations and is considered to be riskier than FAMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OSGIX | FAMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 3.48% | +2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 15.33% | 10.60% | +4.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.94% | 13.94% | +5.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.70% | 17.13% | +5.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.77% | 18.19% | +4.58% |
OSGIX vs. FAMVX - Expense Ratio Comparison
OSGIX has a 1.14% expense ratio, which is lower than FAMVX's 1.19% expense ratio.
Dividends
OSGIX vs. FAMVX - Dividend Comparison
OSGIX's dividend yield for the trailing twelve months is around 12.03%, more than FAMVX's 4.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMVX FAM Value Fund | 4.51% | 4.90% | 6.28% | 5.01% | 3.67% | 4.99% | 3.69% | 6.80% | 4.09% | 5.06% | 5.21% | 9.06% |
OSGIX JPMorgan Mid Cap Growth Fund Class A | 12.03% | 12.31% | 18.67% | 0.00% | 0.98% | 10.97% | 12.80% | 8.61% | 8.45% | 7.36% | 0.05% | 6.01% |
Frequently Asked Questions
OSGIX and FAMVX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OSGIX has higher volatility (5.95%) compared to FAMVX (3.48%). In terms of maximum drawdown, OSGIX dropped -57.79% vs FAMVX's -51.12%.
FAMVX currently has the higher Sharpe Ratio (0.69 vs 0.03), 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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