ONGAX vs. JEPIX
Compare and contrast key facts about JPMorgan Investor Growth Fund Class A (ONGAX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
ONGAX is an actively managed fund by JPMorgan. It was launched on Oct 12, 1996. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
ONGAX vs. JEPIX - Performance Comparison
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ONGAX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ONGAX JPMorgan Investor Growth Fund Class A | -5.13% | 16.60% | 13.64% | 20.41% | -16.15% | 17.21% | 19.89% | 24.94% | -12.76% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -2.35% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Returns By Period
In the year-to-date period, ONGAX achieves a -5.13% return, which is significantly lower than JEPIX's -2.35% return.
ONGAX
- 1D
- -0.18%
- 1M
- -8.03%
- YTD
- -5.13%
- 6M
- -3.44%
- 1Y
- 12.07%
- 3Y*
- 12.66%
- 5Y*
- 7.07%
- 10Y*
- 10.34%
JEPIX
- 1D
- 0.15%
- 1M
- -7.28%
- YTD
- -2.35%
- 6M
- 0.41%
- 1Y
- 4.98%
- 3Y*
- 8.50%
- 5Y*
- 7.58%
- 10Y*
- —
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ONGAX vs. JEPIX - Expense Ratio Comparison
ONGAX has a 0.97% expense ratio, which is higher than JEPIX's 0.63% expense ratio.
Return for Risk
ONGAX vs. JEPIX — Risk / Return Rank
ONGAX
JEPIX
ONGAX vs. JEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Investor Growth Fund Class A (ONGAX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). 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.
| ONGAX | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.48 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.25 | 0.78 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.12 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 0.49 | +0.54 |
Martin ratioReturn relative to average drawdown | 4.53 | 2.28 | +2.25 |
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
| ONGAX | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.48 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.67 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.47 | +0.02 |
Correlation
The correlation between ONGAX and JEPIX is 0.76, 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
ONGAX vs. JEPIX - Dividend Comparison
ONGAX's dividend yield for the trailing twelve months is around 3.53%, less than JEPIX's 7.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ONGAX JPMorgan Investor Growth Fund Class A | 3.53% | 3.43% | 3.18% | 3.26% | 8.35% | 3.80% | 7.02% | 8.04% | 8.36% | 8.72% | 5.62% | 6.53% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.69% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ONGAX vs. JEPIX - Drawdown Comparison
The maximum ONGAX drawdown since its inception was -49.19%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for ONGAX and JEPIX.
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Drawdown Indicators
| ONGAX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.19% | -32.63% | -16.56% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -10.49% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -23.57% | -13.67% | -9.90% |
Max Drawdown (10Y)Largest decline over 10 years | -31.35% | — | — |
Current DrawdownCurrent decline from peak | -8.75% | -7.28% | -1.47% |
Average DrawdownAverage peak-to-trough decline | -7.81% | -3.19% | -4.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.24% | +0.11% |
Volatility
ONGAX vs. JEPIX - Volatility Comparison
JPMorgan Investor Growth Fund Class A (ONGAX) has a higher volatility of 4.50% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 3.47%. This indicates that ONGAX's price experiences larger fluctuations and is considered to be riskier than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ONGAX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 3.47% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.30% | 6.47% | +1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.80% | 13.70% | +1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.07% | 11.39% | +2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.30% | 14.84% | +0.46% |