SAIFX vs. OIEJX
Compare and contrast key facts about ClearBridge Large Cap Value Fund (SAIFX) and JPMorgan Equity Income Fund R6 (OIEJX).
SAIFX is managed by Franklin Templeton. It was launched on May 29, 1958. OIEJX is managed by JPMorgan Chase. It was launched on Jul 2, 1987.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAIFX or OIEJX.
Performance
SAIFX vs. OIEJX - Performance Comparison
Returns By Period
In the year-to-date period, SAIFX achieves a 13.51% return, which is significantly lower than OIEJX's 18.17% return. Over the past 10 years, SAIFX has underperformed OIEJX with an annualized return of 6.47%, while OIEJX has yielded a comparatively higher 8.75% annualized return.
SAIFX
13.51%
1.45%
6.96%
18.42%
7.10%
6.47%
OIEJX
18.17%
0.40%
9.49%
25.11%
9.34%
8.75%
Key characteristics
| SAIFX | OIEJX | |
|---|---|---|
| Sharpe Ratio | 1.85 | 2.45 |
| Sortino Ratio | 2.64 | 3.47 |
| Omega Ratio | 1.34 | 1.45 |
| Calmar Ratio | 3.55 | 3.74 |
| Martin Ratio | 9.49 | 15.77 |
| Ulcer Index | 2.01% | 1.58% |
| Daily Std Dev | 10.32% | 10.20% |
| Max Drawdown | -56.29% | -36.88% |
| Current Drawdown | -1.51% | -1.40% |
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SAIFX vs. OIEJX - Expense Ratio Comparison
SAIFX has a 0.56% expense ratio, which is higher than OIEJX's 0.45% expense ratio.
Correlation
The correlation between SAIFX and OIEJX is 0.96, 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.
Risk-Adjusted Performance
SAIFX vs. OIEJX - Risk-Adjusted Performance 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.
Dividends
SAIFX vs. OIEJX - Dividend Comparison
SAIFX's dividend yield for the trailing twelve months is around 1.27%, less than OIEJX's 1.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAIFX ClearBridge Large Cap Value Fund | 1.27% | 1.35% | 1.35% | 1.07% | 1.55% | 1.78% | 1.91% | 1.47% | 1.56% | 2.30% | 1.74% | 1.46% |
OIEJX JPMorgan Equity Income Fund R6 | 1.99% | 2.30% | 2.21% | 1.75% | 2.05% | 2.01% | 2.46% | 1.83% | 2.11% | 2.26% | 2.16% | 2.06% |
Drawdowns
SAIFX vs. OIEJX - Drawdown Comparison
The maximum SAIFX drawdown since its inception was -56.29%, 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. For additional features, visit the drawdowns tool.
Volatility
SAIFX vs. OIEJX - Volatility Comparison
ClearBridge Large Cap Value Fund (SAIFX) has a higher volatility of 4.40% compared to JPMorgan Equity Income Fund R6 (OIEJX) at 3.84%. This indicates that SAIFX's price experiences larger fluctuations and is considered to be riskier than OIEJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.