OGVCX vs. FUTBX
Compare and contrast key facts about JPMorgan Government Bond Fund Class C (OGVCX) and Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX).
OGVCX is managed by JPMorgan. FUTBX is managed by Fidelity. It was launched on Mar 1, 2016.
Performance
OGVCX vs. FUTBX - Performance Comparison
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OGVCX vs. FUTBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OGVCX JPMorgan Government Bond Fund Class C | -0.52% | 5.99% | 0.61% | 3.50% | -12.55% | -3.00% | 5.95% | 5.76% | -0.05% | 1.35% |
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | -0.23% | 6.12% | 0.70% | 4.19% | -13.00% | -2.54% | 7.76% | 7.30% | 0.95% | 2.28% |
Returns By Period
In the year-to-date period, OGVCX achieves a -0.52% return, which is significantly lower than FUTBX's -0.23% return.
OGVCX
- 1D
- 0.52%
- 1M
- -2.23%
- YTD
- -0.52%
- 6M
- 0.35%
- 1Y
- 2.79%
- 3Y*
- 2.27%
- 5Y*
- -0.75%
- 10Y*
- 0.36%
FUTBX
- 1D
- 0.46%
- 1M
- -2.12%
- YTD
- -0.23%
- 6M
- 0.50%
- 1Y
- 2.86%
- 3Y*
- 2.46%
- 5Y*
- -0.31%
- 10Y*
- —
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OGVCX vs. FUTBX - Expense Ratio Comparison
OGVCX has a 1.39% expense ratio, which is higher than FUTBX's 0.03% expense ratio.
Return for Risk
OGVCX vs. FUTBX — Risk / Return Rank
OGVCX
FUTBX
OGVCX vs. FUTBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Government Bond Fund Class C (OGVCX) and Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX). 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.
| OGVCX | FUTBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.79 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.05 | 1.14 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.14 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.43 | -0.10 |
Martin ratioReturn relative to average drawdown | 3.66 | 3.64 | +0.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OGVCX | FUTBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.79 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | -0.05 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.25 | +0.31 |
Correlation
The correlation between OGVCX and FUTBX is 0.94, 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
OGVCX vs. FUTBX - Dividend Comparison
OGVCX's dividend yield for the trailing twelve months is around 2.34%, less than FUTBX's 3.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OGVCX JPMorgan Government Bond Fund Class C | 2.34% | 2.24% | 2.10% | 1.82% | 1.21% | 0.58% | 0.95% | 1.49% | 1.57% | 1.54% | 1.76% | 2.90% |
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | 3.30% | 3.43% | 2.90% | 2.12% | 1.12% | 0.86% | 4.54% | 2.75% | 2.05% | 1.65% | 0.00% | 0.00% |
Drawdowns
OGVCX vs. FUTBX - Drawdown Comparison
The maximum OGVCX drawdown since its inception was -19.66%, roughly equal to the maximum FUTBX drawdown of -19.69%. Use the drawdown chart below to compare losses from any high point for OGVCX and FUTBX.
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Drawdown Indicators
| OGVCX | FUTBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.66% | -19.69% | +0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -2.74% | -2.71% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -18.01% | -17.03% | -0.98% |
Max Drawdown (10Y)Largest decline over 10 years | -19.66% | — | — |
Current DrawdownCurrent decline from peak | -7.96% | -7.89% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -3.51% | -6.94% | +3.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 1.07% | -0.07% |
Volatility
OGVCX vs. FUTBX - Volatility Comparison
JPMorgan Government Bond Fund Class C (OGVCX) and Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) have volatilities of 1.44% and 1.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OGVCX | FUTBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.44% | 1.46% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.56% | 2.54% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.17% | 4.25% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.56% | 5.79% | -0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.57% | 5.17% | -0.60% |