OSGIX vs. IWP
OSGIX (JPMorgan Mid Cap Growth Fund Class A) and IWP (iShares Russell Mid-Cap Growth ETF) are both Mid Cap Growth Equities funds. Over the past 10 years, OSGIX returned 13.03%/yr vs 11.67%/yr for IWP. Their 0.97 correlation means they have historically moved very closely together. OSGIX charges 1.14%/yr vs 0.23%/yr for IWP.
Performance
OSGIX vs. IWP - Performance Comparison
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Returns By Period
In the year-to-date period, OSGIX achieves a 2.34% return, which is significantly higher than IWP's 0.23% return. Over the past 10 years, OSGIX has outperformed IWP with an annualized return of 13.03%, while IWP has yielded a comparatively lower 11.67% 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%
IWP
- 1D
- -0.32%
- 1M
- -4.14%
- 6M
- 1.18%
- YTD
- 0.23%
- 1Y
- -1.18%
- 3Y*
- 11.93%
- 5Y*
- 4.22%
- 10Y*
- 11.67%
- ALL TIME*
- 9.10%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $113.97M | $109.26M | $114.31M | |
| $0.00 | $0.00 | $0.00 |
OSGIX vs. IWP - 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% |
IWP iShares Russell Mid-Cap Growth ETF | 0.23% | 8.45% | 21.86% | 25.70% | -26.90% | 12.60% | 35.25% | 35.04% | -4.89% | 24.93% |
Correlation
The correlation between OSGIX and IWP 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 (10Y) Provides a long-term view across more market conditions. | 0.98 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2001 | 0.97 |
The correlation between OSGIX and IWP has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
OSGIX vs. IWP — Risk / Return Rank
OSGIX
IWP
OSGIX vs. IWP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Growth Fund Class A (OSGIX) and iShares Russell Mid-Cap Growth ETF (IWP). 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 | IWP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.99 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | -0.19 | +0.23 |
| Martin ratioReturn relative to average drawdown | 0.12 | -0.52 | +0.64 |
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Drawdowns
OSGIX vs. IWP - Drawdown Comparison
The maximum OSGIX drawdown since its inception was -57.79%, roughly equal to the maximum IWP drawdown of -56.92%. Use the drawdown chart below to compare losses from any high point for OSGIX and IWP.
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Drawdown Indicators
| OSGIX | IWP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.79% | -56.92% | -0.87% |
Max Drawdown (1Y)Largest decline over 1 year | -14.25% | -14.79% | +0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -25.54% | -25.20% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -37.26% | -38.62% | +1.36% |
Max Drawdown (10Y)Largest decline over 10 years | -37.26% | -38.62% | +1.36% |
Current DrawdownCurrent decline from peak | -7.56% | -6.40% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -12.24% | -9.64% | -2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.83% | 5.31% | -0.48% |
Volatility
OSGIX vs. IWP - Volatility Comparison
JPMorgan Mid Cap Growth Fund Class A (OSGIX) has a higher volatility of 5.95% compared to iShares Russell Mid-Cap Growth ETF (IWP) at 5.14%. This indicates that OSGIX's price experiences larger fluctuations and is considered to be riskier than IWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OSGIX | IWP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 5.14% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 15.33% | 13.94% | +1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.94% | 17.56% | +1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.70% | 22.47% | +0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.77% | 21.71% | +1.06% |
OSGIX vs. IWP - Expense Ratio Comparison
OSGIX has a 1.14% expense ratio, which is higher than IWP's 0.23% expense ratio.
Dividends
OSGIX vs. IWP - Dividend Comparison
OSGIX's dividend yield for the trailing twelve months is around 12.03%, more than IWP's 0.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWP iShares Russell Mid-Cap Growth ETF | 0.36% | 0.37% | 0.40% | 0.54% | 0.77% | 0.30% | 0.38% | 0.59% | 1.02% | 0.78% | 1.16% | 0.98% |
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 IWP 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 IWP (5.14%). In terms of maximum drawdown, OSGIX dropped -57.79% vs IWP's -56.92%.
OSGIX currently has the higher Sharpe Ratio (0.03 vs -0.16), 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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