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OSGIX vs. LSHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OSGIX vs. LSHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Mid Cap Growth Fund Class A (OSGIX) and Kinetics Spin-Off and Corporate Restructuring Fund (LSHAX). The values are adjusted to include any dividend payments, if applicable.

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OSGIX vs. LSHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OSGIX
JPMorgan Mid Cap Growth Fund Class A
-9.42%8.41%24.96%22.83%-27.26%10.32%47.86%39.31%-5.34%29.08%
LSHAX
Kinetics Spin-Off and Corporate Restructuring Fund
50.22%-19.53%82.16%-19.74%39.45%42.75%5.23%31.30%-8.18%15.65%

Returns By Period

In the year-to-date period, OSGIX achieves a -9.42% return, which is significantly lower than LSHAX's 50.22% return. Over the past 10 years, OSGIX has underperformed LSHAX with an annualized return of 12.18%, while LSHAX has yielded a comparatively higher 19.52% annualized return.


OSGIX

1D
-1.21%
1M
-9.78%
YTD
-9.42%
6M
-12.12%
1Y
8.27%
3Y*
11.87%
5Y*
3.62%
10Y*
12.18%

LSHAX

1D
-7.12%
1M
-9.27%
YTD
50.22%
6M
41.09%
1Y
5.55%
3Y*
29.23%
5Y*
17.40%
10Y*
19.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OSGIX vs. LSHAX - Expense Ratio Comparison

OSGIX has a 1.14% expense ratio, which is lower than LSHAX's 1.68% expense ratio.


Return for Risk

OSGIX vs. LSHAX — Risk / Return Rank

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

OSGIX
OSGIX Risk / Return Rank: 1414
Overall Rank
OSGIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
OSGIX Sortino Ratio Rank: 1515
Sortino Ratio Rank
OSGIX Omega Ratio Rank: 1414
Omega Ratio Rank
OSGIX Calmar Ratio Rank: 1414
Calmar Ratio Rank
OSGIX Martin Ratio Rank: 1414
Martin Ratio Rank

LSHAX
LSHAX Risk / Return Rank: 99
Overall Rank
LSHAX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
LSHAX Sortino Ratio Rank: 1212
Sortino Ratio Rank
LSHAX Omega Ratio Rank: 1111
Omega Ratio Rank
LSHAX Calmar Ratio Rank: 88
Calmar Ratio Rank
LSHAX Martin Ratio Rank: 77
Martin Ratio Rank
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. LSHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Growth Fund Class A (OSGIX) and Kinetics Spin-Off and Corporate Restructuring Fund (LSHAX). 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.


OSGIXLSHAXDifference

Sharpe ratio

Return per unit of total volatility

0.34

0.17

+0.17

Sortino ratio

Return per unit of downside risk

0.65

0.53

+0.12

Omega ratio

Gain probability vs. loss probability

1.09

1.07

+0.02

Calmar ratio

Return relative to maximum drawdown

0.39

0.12

+0.26

Martin ratio

Return relative to average drawdown

1.25

0.19

+1.06

OSGIX vs. LSHAX - Sharpe Ratio Comparison

The current OSGIX Sharpe Ratio is 0.34, which is higher than the LSHAX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of OSGIX and LSHAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OSGIXLSHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

0.17

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.52

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.65

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.35

+0.06

Correlation

The correlation between OSGIX and LSHAX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

OSGIX vs. LSHAX - Dividend Comparison

OSGIX's dividend yield for the trailing twelve months is around 13.59%, more than LSHAX's 7.71% yield.


TTM20252024202320222021202020192018201720162015
OSGIX
JPMorgan Mid Cap Growth Fund Class A
13.59%12.31%18.67%0.00%0.98%10.97%12.80%8.61%8.45%7.36%0.05%6.01%
LSHAX
Kinetics Spin-Off and Corporate Restructuring Fund
7.71%11.59%4.66%9.40%1.76%0.11%0.53%0.00%4.85%3.94%1.84%0.00%

Drawdowns

OSGIX vs. LSHAX - Drawdown Comparison

The maximum OSGIX drawdown since its inception was -57.79%, smaller than the maximum LSHAX drawdown of -69.03%. Use the drawdown chart below to compare losses from any high point for OSGIX and LSHAX.


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Drawdown Indicators


OSGIXLSHAXDifference

Max Drawdown

Largest peak-to-trough decline

-57.79%

-69.03%

+11.24%

Max Drawdown (1Y)

Largest decline over 1 year

-14.25%

-37.04%

+22.79%

Max Drawdown (5Y)

Largest decline over 5 years

-37.26%

-45.79%

+8.53%

Max Drawdown (10Y)

Largest decline over 10 years

-37.26%

-50.78%

+13.52%

Current Drawdown

Current decline from peak

-14.25%

-15.53%

+1.28%

Average Drawdown

Average peak-to-trough decline

-12.32%

-21.94%

+9.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

24.25%

-19.83%

Volatility

OSGIX vs. LSHAX - Volatility Comparison

The current volatility for JPMorgan Mid Cap Growth Fund Class A (OSGIX) is 6.28%, while Kinetics Spin-Off and Corporate Restructuring Fund (LSHAX) has a volatility of 9.76%. This indicates that OSGIX experiences smaller price fluctuations and is considered to be less risky than LSHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OSGIXLSHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

9.76%

-3.48%

Volatility (6M)

Calculated over the trailing 6-month period

13.19%

27.25%

-14.06%

Volatility (1Y)

Calculated over the trailing 1-year period

22.81%

40.86%

-18.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.42%

33.69%

-11.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.62%

30.16%

-7.54%