SAIFX vs. OIEJX
SAIFX (ClearBridge Large Cap Value Fund) and OIEJX (JPMorgan Equity Income Fund R6) are both Large Cap Value Equities funds. Over the past 10 years, SAIFX returned 10.97%/yr vs 12.57%/yr for OIEJX. Their 0.96 correlation means they have historically moved very closely together. SAIFX charges 0.56%/yr vs 0.45%/yr for OIEJX.
Performance
SAIFX vs. OIEJX - Performance Comparison
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Returns By Period
In the year-to-date period, SAIFX achieves a 13.51% return, which is significantly lower than OIEJX's 15.85% return. Over the past 10 years, SAIFX has underperformed OIEJX with an annualized return of 10.97%, while OIEJX has yielded a comparatively higher 12.57% annualized return.
SAIFX
- 1D
- 0.23%
- 1M
- 0.21%
- 6M
- 9.16%
- YTD
- 13.51%
- 1Y
- 23.57%
- 3Y*
- 12.63%
- 5Y*
- 9.23%
- 10Y*
- 10.97%
- ALL TIME*
- 13.59%
OIEJX
- 1D
- 0.57%
- 1M
- 0.79%
- 6M
- 11.50%
- YTD
- 15.85%
- 1Y
- 26.09%
- 3Y*
- 17.53%
- 5Y*
- 11.96%
- 10Y*
- 12.57%
- ALL TIME*
- 12.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SAIFX vs. OIEJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAIFX ClearBridge Large Cap Value Fund | 13.51% | 10.57% | 8.54% | 15.07% | -6.41% | 25.88% | 5.93% | 28.68% | -8.78% | 14.44% |
OIEJX JPMorgan Equity Income Fund R6 | 15.85% | 14.95% | 19.97% | 5.05% | -1.63% | 25.41% | 3.87% | 26.61% | -4.23% | 17.85% |
Correlation
The correlation between SAIFX and OIEJX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2012 | 0.96 |
The correlation between SAIFX and OIEJX has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.
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Return for Risk
SAIFX vs. OIEJX — Risk / Return Rank
SAIFX
OIEJX
SAIFX vs. OIEJX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Value Fund (SAIFX) and JPMorgan Equity Income Fund R6 (OIEJX). 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.
| SAIFX | OIEJX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.40 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 3.36 | -0.38 |
| Martin ratioReturn relative to average drawdown | 12.13 | 13.13 | -0.99 |
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Drawdowns
SAIFX vs. OIEJX - Drawdown Comparison
The maximum SAIFX drawdown since its inception was -53.58%, which is greater than OIEJX's maximum drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for SAIFX and OIEJX.
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Drawdown Indicators
| SAIFX | OIEJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.58% | -36.88% | -16.70% |
Max Drawdown (1Y)Largest decline over 1 year | -7.11% | -7.08% | -0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -17.65% | -14.16% | -3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -19.79% | -14.74% | -5.05% |
Max Drawdown (10Y)Largest decline over 10 years | -35.51% | -36.88% | +1.37% |
Current DrawdownCurrent decline from peak | -1.17% | -0.80% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -6.71% | -2.98% | -3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.82% | -0.07% |
Volatility
SAIFX vs. OIEJX - Volatility Comparison
ClearBridge Large Cap Value Fund (SAIFX) and JPMorgan Equity Income Fund R6 (OIEJX) have volatilities of 2.77% and 2.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAIFX | OIEJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 2.76% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.36% | 7.93% | -0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.25% | 10.59% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 14.24% | +1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.29% | 16.75% | +0.54% |
SAIFX vs. OIEJX - Expense Ratio Comparison
SAIFX has a 0.56% expense ratio, which is higher than OIEJX's 0.45% expense ratio.
Dividends
SAIFX vs. OIEJX - Dividend Comparison
SAIFX's dividend yield for the trailing twelve months is around 10.49%, more than OIEJX's 9.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OIEJX JPMorgan Equity Income Fund R6 | 9.54% | 11.06% | 14.67% | 3.01% | 3.93% | 3.57% | 2.04% | 3.01% | 5.37% | 2.70% | 2.71% | 3.03% |
SAIFX ClearBridge Large Cap Value Fund | 10.49% | 11.93% | 11.70% | 3.18% | 1.50% | 5.09% | 8.07% | 6.56% | 8.25% | 2.81% | 2.29% | 3.83% |
Frequently Asked Questions
With a correlation of 0.90, SAIFX and OIEJX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SAIFX has higher volatility (2.77%) compared to OIEJX (2.76%). In terms of maximum drawdown, SAIFX dropped -53.58% vs OIEJX's -36.88%.
OIEJX currently has the higher Sharpe Ratio (2.25 vs 2.07), 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.
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