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TRGOX vs. OLGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRGOX vs. OLGAX - Performance Comparison

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

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TRGOX vs. OLGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TRGOX
T. Rowe Price Large-Cap Growth Fund Investor Class
-11.49%17.31%37.39%46.03%-35.36%21.49%42.90%
OLGAX
JPMorgan Large Cap Growth Fund Class A
-8.59%13.79%34.85%34.28%-25.58%17.87%51.13%

Returns By Period

In the year-to-date period, TRGOX achieves a -11.49% return, which is significantly lower than OLGAX's -8.59% return.


TRGOX

1D
3.95%
1M
-5.81%
YTD
-11.49%
6M
-10.37%
1Y
11.99%
3Y*
22.22%
5Y*
9.16%
10Y*

OLGAX

1D
3.49%
1M
-4.92%
YTD
-8.59%
6M
-10.58%
1Y
12.10%
3Y*
19.98%
5Y*
10.17%
10Y*
17.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRGOX vs. OLGAX - Expense Ratio Comparison

TRGOX has a 0.70% expense ratio, which is lower than OLGAX's 1.01% expense ratio.


Return for Risk

TRGOX vs. OLGAX — Risk / Return Rank

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

TRGOX
TRGOX Risk / Return Rank: 2020
Overall Rank
TRGOX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TRGOX Sortino Ratio Rank: 2424
Sortino Ratio Rank
TRGOX Omega Ratio Rank: 2222
Omega Ratio Rank
TRGOX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TRGOX Martin Ratio Rank: 1616
Martin Ratio Rank

OLGAX
OLGAX Risk / Return Rank: 2323
Overall Rank
OLGAX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
OLGAX Sortino Ratio Rank: 2424
Sortino Ratio Rank
OLGAX Omega Ratio Rank: 2323
Omega Ratio Rank
OLGAX Calmar Ratio Rank: 2525
Calmar Ratio Rank
OLGAX Martin Ratio Rank: 2121
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.

TRGOX vs. OLGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) 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.


TRGOXOLGAXDifference

Sharpe ratio

Return per unit of total volatility

0.58

0.61

-0.03

Sortino ratio

Return per unit of downside risk

1.01

1.01

-0.01

Omega ratio

Gain probability vs. loss probability

1.14

1.14

0.00

Calmar ratio

Return relative to maximum drawdown

0.53

0.77

-0.24

Martin ratio

Return relative to average drawdown

1.79

2.34

-0.55

TRGOX vs. OLGAX - Sharpe Ratio Comparison

The current TRGOX Sharpe Ratio is 0.58, which is comparable to the OLGAX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of TRGOX 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


TRGOXOLGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.61

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.50

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.48

+0.22

Correlation

The correlation between TRGOX and OLGAX is 0.94, 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

TRGOX vs. OLGAX - Dividend Comparison

TRGOX's dividend yield for the trailing twelve months is around 15.51%, more than OLGAX's 12.93% yield.


TTM20252024202320222021202020192018201720162015
TRGOX
T. Rowe Price Large-Cap Growth Fund Investor Class
15.51%13.73%9.85%2.04%3.89%1.15%0.36%0.00%0.00%0.00%0.00%0.00%
OLGAX
JPMorgan Large Cap Growth Fund Class A
12.93%11.82%2.06%0.00%3.20%15.30%5.32%13.03%16.18%14.92%9.94%4.51%

Drawdowns

TRGOX vs. OLGAX - Drawdown Comparison

The maximum TRGOX drawdown since its inception was -41.29%, smaller than the maximum OLGAX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for TRGOX and OLGAX.


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Drawdown Indicators


TRGOXOLGAXDifference

Max Drawdown

Largest peak-to-trough decline

-41.29%

-63.25%

+21.96%

Max Drawdown (1Y)

Largest decline over 1 year

-18.23%

-16.92%

-1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-41.29%

-31.34%

-9.95%

Max Drawdown (10Y)

Largest decline over 10 years

-31.87%

Current Drawdown

Current decline from peak

-15.00%

-14.02%

-0.98%

Average Drawdown

Average peak-to-trough decline

-11.67%

-18.78%

+7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.46%

5.58%

-0.12%

Volatility

TRGOX vs. OLGAX - Volatility Comparison

T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) has a higher volatility of 7.19% compared to JPMorgan Large Cap Growth Fund Class A (OLGAX) at 6.48%. This indicates that TRGOX'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


TRGOXOLGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

6.48%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

12.50%

12.54%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

22.15%

21.14%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.41%

20.26%

+2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.31%

21.55%

+0.76%