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JPMorgan Large Cap Value Fund Class A OLVAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | OLVAX | Replication |
|---|---|---|
| Annualized growth | 11.1% | 10.6% |
| Annualized volatility | 15.5% | 15.2% |
| Sharpe ratio | 0.76 | 0.74 |
| Maximum drawdown | 18.2% | 17.9% |
| Replication fit (R²) | 0.94 · Tracking error 3.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model OLVAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VTV | Style · Value | 43.8% |
| VBR | Small-Cap · Value | 30.5% |
| XLF | Sector · Financials | 16.4% |
| VWO | Emerging Markets | 5.5% |
| XLE | Sector · Energy | 3.9% |