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OSGIX vs. VWNFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OSGIX vs. VWNFX - Performance Comparison

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

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OSGIX vs. VWNFX - 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%
VWNFX
Vanguard Windsor II Fund Investor Shares
-3.28%18.51%13.91%21.01%-13.26%28.84%14.41%29.02%-8.62%15.61%

Returns By Period

In the year-to-date period, OSGIX achieves a -9.42% return, which is significantly lower than VWNFX's -3.28% return. Both investments have delivered pretty close results over the past 10 years, with OSGIX having a 12.18% annualized return and VWNFX not far behind at 12.01%.


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%

VWNFX

1D
-0.04%
1M
-7.50%
YTD
-3.28%
6M
0.97%
1Y
15.44%
3Y*
14.73%
5Y*
9.68%
10Y*
12.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OSGIX vs. VWNFX - Expense Ratio Comparison

OSGIX has a 1.14% expense ratio, which is higher than VWNFX's 0.34% expense ratio.


Return for Risk

OSGIX vs. VWNFX — 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

VWNFX
VWNFX Risk / Return Rank: 5555
Overall Rank
VWNFX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VWNFX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VWNFX Omega Ratio Rank: 5858
Omega Ratio Rank
VWNFX Calmar Ratio Rank: 4949
Calmar Ratio Rank
VWNFX Martin Ratio Rank: 5757
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. VWNFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Growth Fund Class A (OSGIX) and Vanguard Windsor II Fund Investor Shares (VWNFX). 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.


OSGIXVWNFXDifference

Sharpe ratio

Return per unit of total volatility

0.34

0.98

-0.63

Sortino ratio

Return per unit of downside risk

0.65

1.45

-0.81

Omega ratio

Gain probability vs. loss probability

1.09

1.22

-0.13

Calmar ratio

Return relative to maximum drawdown

0.39

1.18

-0.79

Martin ratio

Return relative to average drawdown

1.25

5.44

-4.19

OSGIX vs. VWNFX - Sharpe Ratio Comparison

The current OSGIX Sharpe Ratio is 0.34, which is lower than the VWNFX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of OSGIX and VWNFX, 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


OSGIXVWNFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

0.98

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.57

-0.41

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

0.62

-0.21

Correlation

The correlation between OSGIX and VWNFX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

OSGIX vs. VWNFX - Dividend Comparison

OSGIX's dividend yield for the trailing twelve months is around 13.59%, more than VWNFX's 11.84% 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%
VWNFX
Vanguard Windsor II Fund Investor Shares
11.84%11.46%10.50%5.11%7.26%7.83%7.31%10.06%11.38%7.34%8.08%7.96%

Drawdowns

OSGIX vs. VWNFX - Drawdown Comparison

The maximum OSGIX drawdown since its inception was -57.79%, roughly equal to the maximum VWNFX drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for OSGIX and VWNFX.


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Drawdown Indicators


OSGIXVWNFXDifference

Max Drawdown

Largest peak-to-trough decline

-57.79%

-57.57%

-0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-14.25%

-11.92%

-2.33%

Max Drawdown (5Y)

Largest decline over 5 years

-37.26%

-22.72%

-14.54%

Max Drawdown (10Y)

Largest decline over 10 years

-37.26%

-37.44%

+0.18%

Current Drawdown

Current decline from peak

-14.25%

-7.86%

-6.39%

Average Drawdown

Average peak-to-trough decline

-12.32%

-7.50%

-4.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

2.58%

+1.84%

Volatility

OSGIX vs. VWNFX - Volatility Comparison

JPMorgan Mid Cap Growth Fund Class A (OSGIX) has a higher volatility of 6.28% compared to Vanguard Windsor II Fund Investor Shares (VWNFX) at 3.76%. This indicates that OSGIX's price experiences larger fluctuations and is considered to be riskier than VWNFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OSGIXVWNFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

3.76%

+2.52%

Volatility (6M)

Calculated over the trailing 6-month period

13.19%

8.60%

+4.59%

Volatility (1Y)

Calculated over the trailing 1-year period

22.81%

16.64%

+6.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.42%

17.02%

+5.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.62%

18.62%

+4.00%