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OGIAX vs. NWQIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OGIAX vs. NWQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Investor Balanced A (OGIAX) and Nuveen Flexible Income Fund (NWQIX). The values are adjusted to include any dividend payments, if applicable.

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OGIAX vs. NWQIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OGIAX
JPMorgan Investor Balanced A
-3.06%12.46%9.00%14.74%-13.87%11.73%13.91%22.60%-5.01%13.03%
NWQIX
Nuveen Flexible Income Fund
-0.33%12.22%6.03%11.61%-13.64%4.94%5.54%18.57%-4.07%9.18%

Returns By Period

In the year-to-date period, OGIAX achieves a -3.06% return, which is significantly lower than NWQIX's -0.33% return. Over the past 10 years, OGIAX has outperformed NWQIX with an annualized return of 7.60%, while NWQIX has yielded a comparatively lower 5.38% annualized return.


OGIAX

1D
0.06%
1M
-5.34%
YTD
-3.06%
6M
-1.59%
1Y
8.84%
3Y*
9.24%
5Y*
5.02%
10Y*
7.60%

NWQIX

1D
0.00%
1M
-2.94%
YTD
-0.33%
6M
2.27%
1Y
10.77%
3Y*
9.04%
5Y*
3.81%
10Y*
5.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OGIAX vs. NWQIX - Expense Ratio Comparison

OGIAX has a 0.97% expense ratio, which is higher than NWQIX's 0.70% expense ratio.


Return for Risk

OGIAX vs. NWQIX — Risk / Return Rank

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

OGIAX
OGIAX Risk / Return Rank: 5656
Overall Rank
OGIAX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
OGIAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
OGIAX Omega Ratio Rank: 5656
Omega Ratio Rank
OGIAX Calmar Ratio Rank: 5555
Calmar Ratio Rank
OGIAX Martin Ratio Rank: 5858
Martin Ratio Rank

NWQIX
NWQIX Risk / Return Rank: 9595
Overall Rank
NWQIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
NWQIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
NWQIX Omega Ratio Rank: 9696
Omega Ratio Rank
NWQIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
NWQIX Martin Ratio Rank: 9393
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.

OGIAX vs. NWQIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Investor Balanced A (OGIAX) and Nuveen Flexible Income Fund (NWQIX). 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.


OGIAXNWQIXDifference

Sharpe ratio

Return per unit of total volatility

1.03

2.58

-1.55

Sortino ratio

Return per unit of downside risk

1.49

3.49

-2.00

Omega ratio

Gain probability vs. loss probability

1.22

1.56

-0.34

Calmar ratio

Return relative to maximum drawdown

1.29

2.91

-1.62

Martin ratio

Return relative to average drawdown

5.58

11.90

-6.32

OGIAX vs. NWQIX - Sharpe Ratio Comparison

The current OGIAX Sharpe Ratio is 1.03, which is lower than the NWQIX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of OGIAX and NWQIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OGIAXNWQIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

2.58

-1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.68

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.86

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.72

0.00

Correlation

The correlation between OGIAX and NWQIX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

OGIAX vs. NWQIX - Dividend Comparison

OGIAX's dividend yield for the trailing twelve months is around 5.59%, less than NWQIX's 5.75% yield.


TTM20252024202320222021202020192018201720162015
OGIAX
JPMorgan Investor Balanced A
5.59%5.87%5.76%3.28%6.82%5.11%5.99%11.18%7.63%6.70%3.56%4.94%
NWQIX
Nuveen Flexible Income Fund
5.75%6.52%5.20%7.84%7.02%4.39%4.82%5.71%6.23%5.67%5.52%5.70%

Drawdowns

OGIAX vs. NWQIX - Drawdown Comparison

The maximum OGIAX drawdown since its inception was -29.75%, which is greater than NWQIX's maximum drawdown of -23.89%. Use the drawdown chart below to compare losses from any high point for OGIAX and NWQIX.


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Drawdown Indicators


OGIAXNWQIXDifference

Max Drawdown

Largest peak-to-trough decline

-29.75%

-23.89%

-5.86%

Max Drawdown (1Y)

Largest decline over 1 year

-6.42%

-3.75%

-2.67%

Max Drawdown (5Y)

Largest decline over 5 years

-18.78%

-17.75%

-1.03%

Max Drawdown (10Y)

Largest decline over 10 years

-21.07%

-23.89%

+2.82%

Current Drawdown

Current decline from peak

-5.56%

-2.94%

-2.62%

Average Drawdown

Average peak-to-trough decline

-3.59%

-3.04%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

0.92%

+0.57%

Volatility

OGIAX vs. NWQIX - Volatility Comparison

JPMorgan Investor Balanced A (OGIAX) has a higher volatility of 2.88% compared to Nuveen Flexible Income Fund (NWQIX) at 1.50%. This indicates that OGIAX's price experiences larger fluctuations and is considered to be riskier than NWQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OGIAXNWQIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

1.50%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

4.99%

2.76%

+2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

8.79%

4.41%

+4.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.91%

5.64%

+3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.28%

6.31%

+2.97%