OSGIX vs. JLGMX

Last updated Jun 24, 2026

OSGIX (JPMorgan Mid Cap Growth Fund Class A) and JLGMX (JPMorgan Large Cap Growth Fund Class R6) are both mutual funds - OSGIX is a Mid Cap Growth Equities fund managed by JPMorgan, while JLGMX is a Large Cap Growth Equities fund actively managed by JPMorgan. Over the past 10 years, OSGIX returned 14.27%/yr vs 20.56%/yr for JLGMX. Their correlation of 0.90 suggests significant overlap in exposure. OSGIX charges 1.14%/yr vs 0.44%/yr for JLGMX.

Performance

OSGIX vs. JLGMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Mid Cap Growth Fund Class A (OSGIX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OSGIX achieves a 7.21% return, which is significantly higher than JLGMX's 6.63% return. Over the past 10 years, OSGIX has underperformed JLGMX with an annualized return of 14.27%, while JLGMX has yielded a comparatively higher 20.56% annualized return.

OSGIX

• 1D: 0.44%
• 1M: 3.90%
• YTD: 7.21%
• 6M: 5.03%
• 1Y: 11.65%
• 3Y*: 17.01%
• 5Y*: 6.02%
• 10Y*: 14.27%

JLGMX

• 1D: -0.16%
• 1M: 1.20%
• YTD: 6.63%
• 6M: 4.95%
• 1Y: 19.11%
• 3Y*: 22.47%
• 5Y*: 12.89%
• 10Y*: 20.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

OSGIX vs. JLGMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OSGIX JPMorgan Mid Cap Growth Fund Class A	7.21%	8.41%	24.96%	22.83%	-27.26%	10.32%	47.86%	39.31%	-5.34%	29.08%
JLGMX JPMorgan Large Cap Growth Fund Class R6	6.63%	14.38%	35.40%	34.95%	-25.20%	18.48%	56.39%	39.47%	0.74%	38.41%

Correlation

The correlation between OSGIX and JLGMX is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Nov 30, 2010	0.90

The correlation between OSGIX and JLGMX shifts across timeframes, from 0.78 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

Return for Risk

OSGIX vs. JLGMX — Risk / Return Rank

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

OSGIX

OSGIX Risk / Return Rank: 9
OSGIX Sharpe Ratio Rank: 9
OSGIX Sortino Ratio Rank: 9
OSGIX Omega Ratio Rank: 9
OSGIX Calmar Ratio Rank: 10
OSGIX Martin Ratio Rank: 11

JLGMX

JLGMX Risk / Return Rank: 18
JLGMX Sharpe Ratio Rank: 22
JLGMX Sortino Ratio Rank: 20
JLGMX Omega Ratio Rank: 21
JLGMX Calmar Ratio Rank: 14
JLGMX Martin Ratio Rank: 13

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.

OSGIX vs. JLGMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Growth Fund Class A (OSGIX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). 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	JLGMX	Difference
Sharpe ratio: Return per unit of total volatility	0.70	1.24	-0.54
Sortino ratio: Return per unit of downside risk	1.10	1.74	-0.64
Omega ratio: Gain probability vs. loss probability	1.13	1.23	-0.10
Calmar ratio: Return relative to maximum drawdown	0.89	1.24	-0.35
Martin ratio: Return relative to average drawdown	2.82	3.51	-0.69

OSGIX vs. JLGMX - Sharpe Ratio Comparison

The current OSGIX Sharpe Ratio is 0.70, which is lower than the JLGMX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of OSGIX and JLGMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

OSGIX vs. JLGMX - Drawdown Comparison

The maximum OSGIX drawdown since its inception was -57.79%, which is greater than JLGMX's maximum drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for OSGIX and JLGMX.

Drawdown Indicators

	OSGIX	JLGMX	Difference
Max Drawdown Largest peak-to-trough decline	-57.79%	-31.82%	-25.97%
Max Drawdown (1Y) Largest decline over 1 year	-14.25%	-16.73%	+2.48%
Max Drawdown (3Y) Largest decline over 3 years	-25.54%	-21.47%	-4.07%
Max Drawdown (5Y) Largest decline over 5 years	-37.26%	-31.13%	-6.13%
Max Drawdown (10Y) Largest decline over 10 years	-37.26%	-31.82%	-5.44%
Current Drawdown Current decline from peak	0.00%	-1.23%	+1.23%
Average Drawdown Average peak-to-trough decline	-12.26%	-5.80%	-6.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.50%	5.90%	-1.40%

Volatility

OSGIX vs. JLGMX - Volatility Comparison

The current volatility for JPMorgan Mid Cap Growth Fund Class A (OSGIX) is 6.13%, while JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a volatility of 6.59%. This indicates that OSGIX experiences smaller price fluctuations and is considered to be less risky than JLGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OSGIX	JLGMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.13%	6.59%	-0.46%
Volatility (6M) Calculated over the trailing 6-month period	14.35%	12.48%	+1.87%
Volatility (1Y) Calculated over the trailing 1-year period	18.15%	16.69%	+1.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.57%	20.36%	+2.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.77%	21.66%	+1.11%

OSGIX vs. JLGMX - Expense Ratio Comparison

OSGIX has a 1.14% expense ratio, which is higher than JLGMX's 0.44% expense ratio.

Dividends

OSGIX vs. JLGMX - Dividend Comparison

OSGIX's dividend yield for the trailing twelve months is around 11.49%, more than JLGMX's 10.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JLGMX JPMorgan Large Cap Growth Fund Class R6	10.36%	11.04%	2.12%	0.31%	3.49%	14.25%	5.14%	12.65%	15.59%	14.44%	9.71%	4.43%
OSGIX JPMorgan Mid Cap Growth Fund Class A	11.49%	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

Can I hold both OSGIX and JLGMX in my portfolio?

OSGIX and JLGMX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OSGIX or JLGMX?

JLGMX has higher volatility (6.59%) compared to OSGIX (6.13%). In terms of maximum drawdown, OSGIX dropped -57.79% vs JLGMX's -31.82%.

Which has better risk-adjusted returns?

JLGMX currently has the higher Sharpe Ratio (1.24 vs 0.70), 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.