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IVV vs. ONGIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVV vs. ONGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P 500 ETF (IVV) and JPMorgan Investor Growth and Income Fund Class A (ONGIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVV achieves a 9.08% return, which is significantly higher than ONGIX's 5.32% return. Over the past 10 years, IVV has outperformed ONGIX with an annualized return of 15.47%, while ONGIX has yielded a comparatively lower 9.66% annualized return.


IVV

1D
0.55%
1M
0.36%
YTD
9.08%
6M
9.43%
1Y
25.77%
3Y*
20.95%
5Y*
13.42%
10Y*
15.47%

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

IVV vs. ONGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVV
iShares Core S&P 500 ETF
9.08%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%
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 IVV and ONGIX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since May 19, 2000

0.95

The correlation between IVV and ONGIX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

IVV vs. ONGIX — Risk / Return Rank

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

IVV
IVV Risk / Return Rank: 7070
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6969
Sortino Ratio Rank
IVV Omega Ratio Rank: 7171
Omega Ratio Rank
IVV Calmar Ratio Rank: 6363
Calmar Ratio Rank
IVV Martin Ratio Rank: 7676
Martin Ratio Rank

ONGIX
ONGIX Risk / Return Rank: 4848
Overall Rank
ONGIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ONGIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
ONGIX Omega Ratio Rank: 4848
Omega Ratio Rank
ONGIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
ONGIX Martin Ratio Rank: 5555
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.

IVV vs. ONGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 ETF (IVV) 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.


IVVONGIXDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.36

1.31

+0.05

Calmar ratioReturn relative to maximum drawdown

2.76

2.21

+0.54

Martin ratioReturn relative to average drawdown

12.43

9.37

+3.06

IVV vs. ONGIX - Sharpe Ratio Comparison

The current IVV Sharpe Ratio is 2.00, which is comparable to the ONGIX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of IVV and ONGIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IVV vs. ONGIX - Drawdown Comparison

The maximum IVV drawdown since its inception was -55.25%, which is greater than ONGIX's maximum drawdown of -41.01%. Use the drawdown chart below to compare losses from any high point for IVV and ONGIX.


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Drawdown Indicators


IVVONGIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.25%

-41.01%

-14.24%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-6.85%

-2.04%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

-11.43%

-7.32%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

-20.47%

-4.06%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-25.83%

-8.07%

Current Drawdown

Current decline from peak

-2.35%

-1.29%

-1.06%

Average Drawdown

Average peak-to-trough decline

-10.77%

-5.54%

-5.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

1.61%

+0.36%

Volatility

IVV vs. ONGIX - Volatility Comparison

iShares Core S&P 500 ETF (IVV) has a higher volatility of 4.37% compared to JPMorgan Investor Growth and Income Fund Class A (ONGIX) at 3.64%. This indicates that IVV'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


IVVONGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

3.64%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

7.41%

+2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

9.08%

+3.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

11.19%

+5.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

11.87%

+6.21%

IVV vs. ONGIX - Expense Ratio Comparison

IVV has a 0.03% expense ratio, which is lower than ONGIX's 0.95% expense ratio.


Dividends

IVV vs. ONGIX - Dividend Comparison

IVV's dividend yield for the trailing twelve months is around 1.08%, less than ONGIX's 4.37% yield.


PositionTTM20252024202320222021202020192018201720162015
IVV
iShares Core S&P 500 ETF
1.08%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%
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


With a correlation of 0.95, IVV and ONGIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IVV has higher volatility (4.37%) compared to ONGIX (3.64%). In terms of maximum drawdown, IVV dropped -55.25% vs ONGIX's -41.01%.

IVV currently has the higher Sharpe Ratio (2.00 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.

Portfolio Optimizer

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