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PGSGX vs. OLGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGSGX vs. OLGAX - Performance Comparison

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

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PGSGX vs. OLGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGSGX
JPMorgan Small Cap Growth Fund
-0.11%6.21%12.45%13.85%-32.43%-6.17%59.18%37.15%-4.65%41.26%
OLGAX
JPMorgan Large Cap Growth Fund Class A
-7.70%13.79%34.85%34.28%-25.58%17.87%55.60%38.81%0.23%37.75%

Returns By Period

In the year-to-date period, PGSGX achieves a -0.11% return, which is significantly higher than OLGAX's -7.70% return. Over the past 10 years, PGSGX has underperformed OLGAX with an annualized return of 11.56%, while OLGAX has yielded a comparatively higher 17.78% annualized return.


PGSGX

1D
0.80%
1M
-2.50%
YTD
-0.11%
6M
0.38%
1Y
17.49%
3Y*
9.13%
5Y*
-3.03%
10Y*
11.56%

OLGAX

1D
0.97%
1M
-2.84%
YTD
-7.70%
6M
-9.91%
1Y
12.24%
3Y*
20.36%
5Y*
10.38%
10Y*
17.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGSGX vs. OLGAX - Expense Ratio Comparison

PGSGX has a 1.24% expense ratio, which is higher than OLGAX's 1.01% expense ratio.


Return for Risk

PGSGX vs. OLGAX — Risk / Return Rank

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

PGSGX
PGSGX Risk / Return Rank: 3131
Overall Rank
PGSGX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PGSGX Sortino Ratio Rank: 3030
Sortino Ratio Rank
PGSGX Omega Ratio Rank: 2424
Omega Ratio Rank
PGSGX Calmar Ratio Rank: 3939
Calmar Ratio Rank
PGSGX Martin Ratio Rank: 3434
Martin Ratio Rank

OLGAX
OLGAX Risk / Return Rank: 1919
Overall Rank
OLGAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
OLGAX Sortino Ratio Rank: 2121
Sortino Ratio Rank
OLGAX Omega Ratio Rank: 1919
Omega Ratio Rank
OLGAX Calmar Ratio Rank: 1919
Calmar Ratio Rank
OLGAX Martin Ratio Rank: 1616
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.

PGSGX vs. OLGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Small Cap Growth Fund (PGSGX) and JPMorgan Large Cap Growth Fund Class A (OLGAX). 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.


PGSGXOLGAXDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.63

+0.15

Sortino ratio

Return per unit of downside risk

1.26

1.03

+0.22

Omega ratio

Gain probability vs. loss probability

1.16

1.14

+0.02

Calmar ratio

Return relative to maximum drawdown

1.35

0.82

+0.53

Martin ratio

Return relative to average drawdown

4.63

2.47

+2.16

PGSGX vs. OLGAX - Sharpe Ratio Comparison

The current PGSGX Sharpe Ratio is 0.78, which is comparable to the OLGAX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of PGSGX and OLGAX, 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


PGSGXOLGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.63

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.51

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.83

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.48

-0.06

Correlation

The correlation between PGSGX and OLGAX is 0.81, 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

PGSGX vs. OLGAX - Dividend Comparison

PGSGX's dividend yield for the trailing twelve months is around 7.40%, less than OLGAX's 12.80% yield.


TTM20252024202320222021202020192018201720162015
PGSGX
JPMorgan Small Cap Growth Fund
7.40%7.40%0.59%0.00%0.48%15.83%7.15%6.21%14.97%8.27%3.72%8.72%
OLGAX
JPMorgan Large Cap Growth Fund Class A
12.80%11.82%2.06%0.00%3.20%15.30%5.32%13.03%16.18%14.92%9.94%4.51%

Drawdowns

PGSGX vs. OLGAX - Drawdown Comparison

The maximum PGSGX drawdown since its inception was -60.90%, roughly equal to the maximum OLGAX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for PGSGX and OLGAX.


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Drawdown Indicators


PGSGXOLGAXDifference

Max Drawdown

Largest peak-to-trough decline

-60.90%

-63.25%

+2.35%

Max Drawdown (1Y)

Largest decline over 1 year

-14.33%

-16.92%

+2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-45.33%

-31.34%

-13.99%

Max Drawdown (10Y)

Largest decline over 10 years

-47.84%

-31.87%

-15.97%

Current Drawdown

Current decline from peak

-22.16%

-13.19%

-8.97%

Average Drawdown

Average peak-to-trough decline

-14.17%

-18.78%

+4.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

5.64%

-1.23%

Volatility

PGSGX vs. OLGAX - Volatility Comparison

JPMorgan Small Cap Growth Fund (PGSGX) has a higher volatility of 9.81% compared to JPMorgan Large Cap Growth Fund Class A (OLGAX) at 6.50%. This indicates that PGSGX's price experiences larger fluctuations and is considered to be riskier than OLGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGSGXOLGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.81%

6.50%

+3.31%

Volatility (6M)

Calculated over the trailing 6-month period

16.88%

12.58%

+4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

26.06%

21.16%

+4.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.52%

20.25%

+5.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.32%

21.54%

+3.78%