IJR vs. ONGIX
IJR (iShares Core S&P Small-Cap ETF) and ONGIX (JPMorgan Investor Growth and Income Fund Class A) are both funds - IJR is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Index, while ONGIX is a Diversified Portfolio fund actively managed by JPMorgan. IJR is passively managed, while ONGIX is actively managed. Over the past 10 years, IJR returned 11.16%/yr vs 9.66%/yr for ONGIX. Their correlation of 0.87 suggests significant overlap in exposure. IJR charges 0.06%/yr vs 0.95%/yr for ONGIX.
Performance
IJR vs. ONGIX - Performance Comparison
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Returns By Period
In the year-to-date period, IJR achieves a 19.73% return, which is significantly higher than ONGIX's 5.32% return. Over the past 10 years, IJR has outperformed ONGIX with an annualized return of 11.16%, while ONGIX has yielded a comparatively lower 9.66% annualized return.
IJR
- 1D
- 0.97%
- 1M
- 7.27%
- YTD
- 19.73%
- 6M
- 16.47%
- 1Y
- 37.01%
- 3Y*
- 14.75%
- 5Y*
- 6.25%
- 10Y*
- 11.16%
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%
IJR vs. ONGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJR iShares Core S&P Small-Cap ETF | 19.73% | 5.89% | 8.63% | 16.06% | -16.20% | 26.58% | 11.28% | 22.82% | -8.51% | 13.15% |
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 IJR and ONGIX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since May 26, 2000 | 0.87 |
The correlation between IJR and ONGIX has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.
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Return for Risk
IJR vs. ONGIX — Risk / Return Rank
IJR
ONGIX
IJR vs. ONGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Small-Cap ETF (IJR) 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.
| IJR | ONGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.97 | 2.21 | +1.76 |
| Martin ratioReturn relative to average drawdown | 13.35 | 9.37 | +3.98 |
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Drawdowns
IJR vs. ONGIX - Drawdown Comparison
The maximum IJR drawdown since its inception was -58.15%, which is greater than ONGIX's maximum drawdown of -41.01%. Use the drawdown chart below to compare losses from any high point for IJR and ONGIX.
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Drawdown Indicators
| IJR | ONGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.15% | -41.01% | -17.14% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -6.85% | -1.83% |
Max Drawdown (3Y)Largest decline over 3 years | -28.02% | -11.43% | -16.59% |
Max Drawdown (5Y)Largest decline over 5 years | -28.02% | -20.47% | -7.55% |
Max Drawdown (10Y)Largest decline over 10 years | -44.36% | -25.83% | -18.53% |
Current DrawdownCurrent decline from peak | 0.00% | -1.29% | +1.29% |
Average DrawdownAverage peak-to-trough decline | -9.27% | -5.54% | -3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 1.61% | +0.98% |
Volatility
IJR vs. ONGIX - Volatility Comparison
iShares Core S&P Small-Cap ETF (IJR) has a higher volatility of 5.18% compared to JPMorgan Investor Growth and Income Fund Class A (ONGIX) at 3.64%. This indicates that IJR's price experiences larger fluctuations and is considered to be riskier than ONGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJR | ONGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 3.64% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 11.97% | 7.41% | +4.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.76% | 9.08% | +8.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.43% | 11.19% | +10.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.92% | 11.87% | +11.05% |
IJR vs. ONGIX - Expense Ratio Comparison
IJR has a 0.06% expense ratio, which is lower than ONGIX's 0.95% expense ratio.
Dividends
IJR vs. ONGIX - Dividend Comparison
IJR's dividend yield for the trailing twelve months is around 1.11%, less than ONGIX's 4.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJR iShares Core S&P Small-Cap ETF | 1.11% | 1.44% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.22% | 1.48% |
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
IJR and ONGIX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IJR has higher volatility (5.18%) compared to ONGIX (3.64%). In terms of maximum drawdown, IJR dropped -58.15% vs ONGIX's -41.01%.
IJR currently has the higher Sharpe Ratio (1.94 vs 1.67), 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.
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