OSGIX vs. IWP

In the year-to-date period, OSGIX achieves a 5.94% return, which is significantly lower than IWP's 6.41% return. Over the past 10 years, OSGIX has underperformed IWP with an annualized return of 5.33%, while IWP has yielded a comparatively higher 12.27% annualized return.

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OSGIX has a 1.14% expense ratio, which is higher than IWP's 0.24% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Growth Fund Class A (OSGIX) and iShares Russell Midcap 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.

The current OSGIX Sharpe Ratio is 0.53, which is lower than the IWP Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of OSGIX and IWP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

OSGIX has not paid dividends to shareholders, while IWP's dividend yield for the trailing twelve months is around 0.50%.

The maximum OSGIX drawdown since its inception was -69.04%, which is greater than IWP's maximum drawdown of -56.92%. Use the drawdown chart below to compare losses from any high point for OSGIX and IWP. For additional features, visit the drawdowns tool.

JPMorgan Mid Cap Growth Fund Class A (OSGIX) has a higher volatility of 5.88% compared to iShares Russell Midcap Growth ETF (IWP) at 5.37%. 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.