AGG vs. ONGIX
AGG (iShares Core U.S. Aggregate Bond ETF) and ONGIX (JPMorgan Investor Growth and Income Fund Class A) are both funds - AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index, while ONGIX is a Diversified Portfolio fund actively managed by JPMorgan. AGG is passively managed, while ONGIX is actively managed. Over the past 10 years, AGG returned 1.57%/yr vs 9.66%/yr for ONGIX. At a correlation of -0.04, they often move in opposite directions. AGG charges 0.03%/yr vs 0.95%/yr for ONGIX.
Performance
AGG vs. ONGIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AGG achieves a 0.52% return, which is significantly lower than ONGIX's 5.32% return. Over the past 10 years, AGG has underperformed ONGIX with an annualized return of 1.57%, while ONGIX has yielded a comparatively higher 9.66% annualized return.
AGG
- 1D
- -0.12%
- 1M
- 1.09%
- YTD
- 0.52%
- 6M
- 0.93%
- 1Y
- 4.87%
- 3Y*
- 4.19%
- 5Y*
- 0.06%
- 10Y*
- 1.57%
ONGIX
- 1D
- 1.65%
- 1M
- 1.14%
- YTD
- 5.32%
- 6M
- 5.58%
- 1Y
- 15.72%
- 3Y*
- 13.26%
- 5Y*
- 6.91%
- 10Y*
- 9.66%
AGG vs. ONGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 0.52% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
ONGIX JPMorgan Investor Growth and Income Fund Class A | 5.32% | 13.92% | 11.36% | 17.26% | -14.81% | 14.68% | 16.97% | 20.64% | -6.57% | 16.70% |
Correlation
The correlation between AGG and ONGIX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2003 | -0.04 |
The correlation between AGG and ONGIX shifts across timeframes, from -0.04 (all time) to 0.47 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AGG vs. ONGIX — Risk / Return Rank
AGG
ONGIX
AGG vs. ONGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. Aggregate Bond ETF (AGG) and JPMorgan Investor Growth and Income Fund Class A (ONGIX). 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.
| AGG | ONGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.31 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 2.21 | -0.58 |
| Martin ratioReturn relative to average drawdown | 4.82 | 9.37 | -4.55 |
Loading charts...
Drawdowns
AGG vs. ONGIX - Drawdown Comparison
The maximum AGG drawdown since its inception was -18.43%, smaller than the maximum ONGIX drawdown of -41.01%. Use the drawdown chart below to compare losses from any high point for AGG and ONGIX.
Loading charts...
Drawdown Indicators
| AGG | ONGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.43% | -41.01% | +22.58% |
Max Drawdown (1Y)Largest decline over 1 year | -2.76% | -6.85% | +4.09% |
Max Drawdown (3Y)Largest decline over 3 years | -6.11% | -11.43% | +5.32% |
Max Drawdown (5Y)Largest decline over 5 years | -17.82% | -20.47% | +2.65% |
Max Drawdown (10Y)Largest decline over 10 years | -18.43% | -25.83% | +7.40% |
Current DrawdownCurrent decline from peak | -1.88% | -1.29% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -2.71% | -5.54% | +2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 1.61% | -0.67% |
Volatility
AGG vs. ONGIX - Volatility Comparison
The current volatility for iShares Core U.S. Aggregate Bond ETF (AGG) is 1.37%, while JPMorgan Investor Growth and Income Fund Class A (ONGIX) has a volatility of 3.64%. This indicates that AGG experiences smaller price fluctuations and is considered to be less risky than ONGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AGG | ONGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 3.64% | -2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 2.81% | 7.41% | -4.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 9.08% | -5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.09% | 11.19% | -5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.41% | 11.87% | -6.46% |
AGG vs. ONGIX - Expense Ratio Comparison
AGG has a 0.03% expense ratio, which is lower than ONGIX's 0.95% expense ratio.
Dividends
AGG vs. ONGIX - Dividend Comparison
AGG's dividend yield for the trailing twelve months is around 3.98%, less than ONGIX's 4.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 3.98% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
ONGIX JPMorgan Investor Growth and Income Fund Class A | 4.37% | 4.56% | 4.25% | 3.17% | 7.44% | 4.74% | 7.10% | 7.23% | 8.43% | 8.34% | 4.42% | 5.45% |
Frequently Asked Questions
AGG and ONGIX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ONGIX has higher volatility (3.64%) compared to AGG (1.37%). In terms of maximum drawdown, AGG dropped -18.43% vs ONGIX's -41.01%.
ONGIX currently has the higher Sharpe Ratio (1.67 vs 1.19), 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.
Find the right allocation for AGG and ONGIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer