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VSEAX vs. OLGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSEAX vs. OLGAX - Performance Comparison

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

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VSEAX vs. OLGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSEAX
JPMorgan Small Cap Equity Fund
-4.91%-2.63%11.46%11.71%-16.27%15.47%18.14%28.15%-9.20%15.29%
OLGAX
JPMorgan Large Cap Growth Fund Class A
-11.67%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, VSEAX achieves a -4.91% return, which is significantly higher than OLGAX's -11.67% return. Over the past 10 years, VSEAX has underperformed OLGAX with an annualized return of 7.55%, while OLGAX has yielded a comparatively higher 17.27% annualized return.


VSEAX

1D
-0.45%
1M
-9.21%
YTD
-4.91%
6M
-4.59%
1Y
-0.42%
3Y*
4.01%
5Y*
0.82%
10Y*
7.55%

OLGAX

1D
-0.66%
1M
-8.22%
YTD
-11.67%
6M
-13.40%
1Y
9.06%
3Y*
18.61%
5Y*
9.75%
10Y*
17.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSEAX vs. OLGAX - Expense Ratio Comparison

VSEAX has a 1.27% expense ratio, which is higher than OLGAX's 1.01% expense ratio.


Return for Risk

VSEAX vs. OLGAX — Risk / Return Rank

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

VSEAX
VSEAX Risk / Return Rank: 55
Overall Rank
VSEAX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VSEAX Sortino Ratio Rank: 55
Sortino Ratio Rank
VSEAX Omega Ratio Rank: 55
Omega Ratio Rank
VSEAX Calmar Ratio Rank: 44
Calmar Ratio Rank
VSEAX Martin Ratio Rank: 44
Martin Ratio Rank

OLGAX
OLGAX Risk / Return Rank: 1717
Overall Rank
OLGAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
OLGAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
OLGAX Omega Ratio Rank: 1919
Omega Ratio Rank
OLGAX Calmar Ratio Rank: 1414
Calmar Ratio Rank
OLGAX Martin Ratio Rank: 1313
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.

VSEAX vs. OLGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Small Cap Equity Fund (VSEAX) 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.


VSEAXOLGAXDifference

Sharpe ratio

Return per unit of total volatility

-0.00

0.44

-0.45

Sortino ratio

Return per unit of downside risk

0.16

0.78

-0.62

Omega ratio

Gain probability vs. loss probability

1.02

1.11

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.14

0.38

-0.52

Martin ratio

Return relative to average drawdown

-0.41

1.18

-1.59

VSEAX vs. OLGAX - Sharpe Ratio Comparison

The current VSEAX Sharpe Ratio is -0.00, which is lower than the OLGAX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of VSEAX 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


VSEAXOLGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.00

0.44

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.49

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.81

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.47

+0.08

Correlation

The correlation between VSEAX and OLGAX is 0.76, 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

VSEAX vs. OLGAX - Dividend Comparison

VSEAX's dividend yield for the trailing twelve months is around 26.76%, more than OLGAX's 13.38% yield.


TTM20252024202320222021202020192018201720162015
VSEAX
JPMorgan Small Cap Equity Fund
26.76%25.45%14.31%4.81%15.49%22.80%2.89%4.96%8.25%5.99%2.98%8.31%
OLGAX
JPMorgan Large Cap Growth Fund Class A
13.38%11.82%2.06%0.00%3.20%15.30%5.32%13.03%16.18%14.92%9.94%4.51%

Drawdowns

VSEAX vs. OLGAX - Drawdown Comparison

The maximum VSEAX drawdown since its inception was -48.86%, smaller than the maximum OLGAX drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for VSEAX and OLGAX.


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Drawdown Indicators


VSEAXOLGAXDifference

Max Drawdown

Largest peak-to-trough decline

-48.86%

-63.25%

+14.39%

Max Drawdown (1Y)

Largest decline over 1 year

-14.12%

-16.92%

+2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-26.53%

-31.34%

+4.81%

Max Drawdown (10Y)

Largest decline over 10 years

-41.69%

-31.87%

-9.82%

Current Drawdown

Current decline from peak

-13.88%

-16.92%

+3.04%

Average Drawdown

Average peak-to-trough decline

-8.10%

-18.78%

+10.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.83%

5.51%

-0.68%

Volatility

VSEAX vs. OLGAX - Volatility Comparison

JPMorgan Small Cap Equity Fund (VSEAX) has a higher volatility of 5.86% compared to JPMorgan Large Cap Growth Fund Class A (OLGAX) at 5.22%. This indicates that VSEAX'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


VSEAXOLGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

5.22%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

12.39%

12.06%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

21.92%

20.90%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.55%

20.21%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

21.52%

-0.90%