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ONGAX vs. TILIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ONGAX vs. TILIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Investor Growth Fund Class A (ONGAX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX). The values are adjusted to include any dividend payments, if applicable.

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ONGAX vs. TILIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ONGAX
JPMorgan Investor Growth Fund Class A
-5.13%16.60%13.64%20.41%-16.15%17.21%19.89%24.94%-8.95%21.12%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
-13.04%18.41%33.31%42.64%-29.22%27.63%38.43%36.30%-1.66%28.49%

Returns By Period

In the year-to-date period, ONGAX achieves a -5.13% return, which is significantly higher than TILIX's -13.04% return. Over the past 10 years, ONGAX has underperformed TILIX with an annualized return of 10.34%, while TILIX has yielded a comparatively higher 16.09% annualized 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%

TILIX

1D
-0.44%
1M
-8.64%
YTD
-13.04%
6M
-12.14%
1Y
14.38%
3Y*
19.64%
5Y*
11.88%
10Y*
16.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ONGAX vs. TILIX - Expense Ratio Comparison

ONGAX has a 0.97% expense ratio, which is higher than TILIX's 0.05% expense ratio.


Return for Risk

ONGAX vs. TILIX — Risk / Return Rank

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

ONGAX
ONGAX Risk / Return Rank: 3939
Overall Rank
ONGAX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ONGAX Sortino Ratio Rank: 3737
Sortino Ratio Rank
ONGAX Omega Ratio Rank: 3838
Omega Ratio Rank
ONGAX Calmar Ratio Rank: 3838
Calmar Ratio Rank
ONGAX Martin Ratio Rank: 4444
Martin Ratio Rank

TILIX
TILIX Risk / Return Rank: 2727
Overall Rank
TILIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TILIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TILIX Omega Ratio Rank: 3131
Omega Ratio Rank
TILIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
TILIX Martin Ratio Rank: 2222
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.

ONGAX vs. TILIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Investor Growth Fund Class A (ONGAX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX). 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.


ONGAXTILIXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.65

+0.18

Sortino ratio

Return per unit of downside risk

1.25

1.10

+0.15

Omega ratio

Gain probability vs. loss probability

1.18

1.15

+0.03

Calmar ratio

Return relative to maximum drawdown

1.03

0.67

+0.35

Martin ratio

Return relative to average drawdown

4.53

2.32

+2.21

ONGAX vs. TILIX - Sharpe Ratio Comparison

The current ONGAX Sharpe Ratio is 0.83, which is comparable to the TILIX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of ONGAX and TILIX, 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


ONGAXTILIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.65

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.56

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.77

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.56

-0.07

Correlation

The correlation between ONGAX and TILIX is 0.92, 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. TILIX - Dividend Comparison

ONGAX's dividend yield for the trailing twelve months is around 3.53%, less than TILIX's 5.07% yield.


TTM20252024202320222021202020192018201720162015
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%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
5.07%4.41%3.25%1.90%11.00%8.76%1.91%2.38%4.01%0.68%1.33%1.32%

Drawdowns

ONGAX vs. TILIX - Drawdown Comparison

The maximum ONGAX drawdown since its inception was -49.19%, roughly equal to the maximum TILIX drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for ONGAX and TILIX.


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Drawdown Indicators


ONGAXTILIXDifference

Max Drawdown

Largest peak-to-trough decline

-49.19%

-50.54%

+1.35%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-16.24%

+5.86%

Max Drawdown (5Y)

Largest decline over 5 years

-23.57%

-32.68%

+9.11%

Max Drawdown (10Y)

Largest decline over 10 years

-31.35%

-32.68%

+1.33%

Current Drawdown

Current decline from peak

-8.75%

-16.24%

+7.49%

Average Drawdown

Average peak-to-trough decline

-7.81%

-7.77%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

4.73%

-2.38%

Volatility

ONGAX vs. TILIX - Volatility Comparison

The current volatility for JPMorgan Investor Growth Fund Class A (ONGAX) is 4.50%, while TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a volatility of 5.34%. This indicates that ONGAX experiences smaller price fluctuations and is considered to be less risky than TILIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ONGAXTILIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

5.34%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

8.30%

11.80%

-3.50%

Volatility (1Y)

Calculated over the trailing 1-year period

14.80%

22.35%

-7.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.07%

21.44%

-7.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.30%

21.01%

-5.71%