OSGIX vs. FMDGX
OSGIX (JPMorgan Mid Cap Growth Fund Class A) and FMDGX (Fidelity Mid Cap Growth Index Fund) are both Mid Cap Growth Equities funds. Over the past 5 years, OSGIX returned 4.63%/yr vs 4.43%/yr for FMDGX. Their 0.98 correlation means they have historically moved very closely together. OSGIX charges 1.14%/yr vs 0.05%/yr for FMDGX.
Performance
OSGIX vs. FMDGX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, OSGIX achieves a 2.34% return, which is significantly higher than FMDGX's 0.60% 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%
FMDGX
- 1D
- 2.29%
- 1M
- -3.87%
- 6M
- 1.50%
- YTD
- 0.60%
- 1Y
- -0.77%
- 3Y*
- 11.99%
- 5Y*
- 4.43%
- 10Y*
- —
- ALL TIME*
- 10.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
OSGIX vs. FMDGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
OSGIX JPMorgan Mid Cap Growth Fund Class A | 2.34% | 8.41% | 24.96% | 22.83% | -27.26% | 10.32% | 47.86% | 5.01% |
FMDGX Fidelity Mid Cap Growth Index Fund | 0.60% | 8.60% | 22.03% | 25.79% | -26.67% | 12.67% | 34.84% | 4.63% |
Correlation
The correlation between OSGIX and FMDGX is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.97 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.98 |
The correlation between OSGIX and FMDGX has been stable across timeframes, ranging from 0.96 to 0.98 - 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
OSGIX vs. FMDGX — Risk / Return Rank
OSGIX
FMDGX
OSGIX vs. FMDGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Growth Fund Class A (OSGIX) and Fidelity Mid Cap Growth Index Fund (FMDGX). 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 | FMDGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.99 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | -0.21 | +0.25 |
| Martin ratioReturn relative to average drawdown | 0.12 | -0.57 | +0.70 |
Loading charts...
Drawdowns
OSGIX vs. FMDGX - Drawdown Comparison
The maximum OSGIX drawdown since its inception was -57.79%, which is greater than FMDGX's maximum drawdown of -38.59%. Use the drawdown chart below to compare losses from any high point for OSGIX and FMDGX.
Loading charts...
Drawdown Indicators
| OSGIX | FMDGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.79% | -38.59% | -19.20% |
Max Drawdown (1Y)Largest decline over 1 year | -14.25% | -14.75% | +0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -25.54% | -25.30% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -37.26% | -38.59% | +1.33% |
Max Drawdown (10Y)Largest decline over 10 years | -37.26% | — | — |
Current DrawdownCurrent decline from peak | -7.56% | -6.20% | -1.36% |
Average DrawdownAverage peak-to-trough decline | -12.24% | -11.03% | -1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.83% | 5.29% | -0.46% |
Volatility
OSGIX vs. FMDGX - Volatility Comparison
JPMorgan Mid Cap Growth Fund Class A (OSGIX) has a higher volatility of 5.95% compared to Fidelity Mid Cap Growth Index Fund (FMDGX) at 5.15%. This indicates that OSGIX's price experiences larger fluctuations and is considered to be riskier than FMDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| OSGIX | FMDGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 5.15% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 15.33% | 14.00% | +1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.94% | 17.61% | +1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.70% | 22.54% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.77% | 24.23% | -1.46% |
OSGIX vs. FMDGX - Expense Ratio Comparison
OSGIX has a 1.14% expense ratio, which is higher than FMDGX's 0.05% expense ratio.
Dividends
OSGIX vs. FMDGX - Dividend Comparison
OSGIX's dividend yield for the trailing twelve months is around 12.03%, more than FMDGX's 1.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMDGX Fidelity Mid Cap Growth Index Fund | 1.84% | 1.85% | 0.47% | 0.63% | 0.81% | 6.43% | 0.36% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
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
With a correlation of 0.97, OSGIX and FMDGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
OSGIX has higher volatility (5.95%) compared to FMDGX (5.15%). In terms of maximum drawdown, OSGIX dropped -57.79% vs FMDGX's -38.59%.
OSGIX currently has the higher Sharpe Ratio (0.03 vs -0.17), 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 OSGIX and FMDGX
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