AGRDX vs. AFNIX

Last updated Jun 4, 2026

AGRDX (JPMorgan Research Enhanced Equity Fund Class R6) and AFNIX (AAM/Bahl & Gaynor Income Growth Fund Class I) are both Large Cap Blend Equities funds. A 0.75 correlation means they provide meaningful diversification when combined. AGRDX charges 0.25%/yr vs 0.83%/yr for AFNIX.

Performance

AGRDX vs. AFNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Research Enhanced Equity Fund Class R6 (AGRDX) and AAM/Bahl & Gaynor Income Growth Fund Class I (AFNIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

AGRDX

• 1D: -0.52%
• 1M: 7.79%
• YTD: 8.72%
• 6M: 7.75%
• 1Y: 27.11%
• 3Y*: 22.41%
• 5Y*: 13.82%
• 10Y*: 17.30%

AFNIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AGRDX vs. AFNIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AGRDX JPMorgan Research Enhanced Equity Fund Class R6	8.72%	15.66%	26.66%	43.81%	-31.15%	28.29%	35.69%	35.89%	-1.22%	29.85%
AFNIX AAM/Bahl & Gaynor Income Growth Fund Class I	1.74%	11.36%	16.23%	6.59%	-8.77%	25.23%	6.60%	25.71%	-1.98%	19.51%

Correlation

The correlation between AGRDX and AFNIX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (5Y) Calculated over the trailing 5-year period	0.67
Correlation (10Y) Calculated over the trailing 10-year period	0.72
Correlation (All Time) Calculated using the full available price history since Jan 3, 2014	0.75

Over the past year, the correlation between AGRDX and AFNIX has dropped to 0.40 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.

Return for Risk

AGRDX vs. AFNIX — Risk / Return Rank

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

AGRDX

AGRDX Risk / Return Rank: 30
AGRDX Sharpe Ratio Rank: 38
AGRDX Sortino Ratio Rank: 34
AGRDX Omega Ratio Rank: 34
AGRDX Calmar Ratio Rank: 21
AGRDX Martin Ratio Rank: 22

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.

AGRDX vs. AFNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Research Enhanced Equity Fund Class R6 (AGRDX) and AAM/Bahl & Gaynor Income Growth Fund Class I (AFNIX). 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.

	AGRDX	AFNIX	Difference
Sharpe ratio Return per unit of total volatility	1.79	—	—
Sortino ratio Return per unit of downside risk	2.43	—	—
Omega ratio Gain probability vs. loss probability	1.31	—	—
Calmar ratio Return relative to maximum drawdown	1.69	—	—
Martin ratio Return relative to average drawdown	5.66	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AGRDX	AFNIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.79	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.81	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	—	—

Drawdowns

Drawdown Indicators

	AGRDX	AFNIX	Difference
Max Drawdown Largest peak-to-trough decline	-34.73%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-16.55%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-24.12%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.73%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.73%	—	—
Current Drawdown Current decline from peak	-0.52%	—	—
Average Drawdown Average peak-to-trough decline	-5.90%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.95%	—	—

Volatility

Volatility by Period

	AGRDX	AFNIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.43%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.91%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.71%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.58%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.31%	—	—

AGRDX vs. AFNIX - Expense Ratio Comparison

AGRDX has a 0.25% expense ratio, which is lower than AFNIX's 0.83% expense ratio.

Dividends

AGRDX vs. AFNIX - Dividend Comparison

AGRDX's dividend yield for the trailing twelve months is around 14.95%, less than AFNIX's 31.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AFNIX AAM/Bahl & Gaynor Income Growth Fund Class I	31.18%	14.13%	6.88%	3.43%	4.61%	1.78%	1.75%	2.13%	2.04%	1.72%	1.79%	2.66%
AGRDX JPMorgan Research Enhanced Equity Fund Class R6	14.95%	16.25%	5.72%	4.64%	5.01%	9.55%	5.24%	5.86%	13.94%	9.95%	4.58%	6.71%

Frequently Asked Questions

Can I hold both AGRDX and AFNIX in my portfolio?

AGRDX and AFNIX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.