ONGAX vs. TVRIX
Compare and contrast key facts about JPMorgan Investor Growth Fund Class A (ONGAX) and Guggenheim Directional Allocation Fund (TVRIX).
ONGAX is an actively managed fund by JPMorgan. It was launched on Oct 12, 1996. TVRIX is managed by Guggenheim. It was launched on Jun 18, 2012.
Performance
ONGAX vs. TVRIX - Performance Comparison
Loading graphics...
ONGAX vs. TVRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ONGAX JPMorgan Investor Growth Fund Class A | -2.77% | 16.60% | 13.64% | 20.41% | -16.15% | 17.21% | 19.89% | 24.94% | -8.95% | 21.12% |
TVRIX Guggenheim Directional Allocation Fund | -4.87% | 13.83% | 7.87% | 11.00% | -17.53% | 27.30% | 5.08% | 30.45% | -7.53% | 23.45% |
Returns By Period
In the year-to-date period, ONGAX achieves a -2.77% return, which is significantly higher than TVRIX's -4.87% return. Over the past 10 years, ONGAX has outperformed TVRIX with an annualized return of 10.61%, while TVRIX has yielded a comparatively lower 8.72% annualized return.
ONGAX
- 1D
- 2.48%
- 1M
- -5.33%
- YTD
- -2.77%
- 6M
- -1.39%
- 1Y
- 14.48%
- 3Y*
- 13.58%
- 5Y*
- 7.33%
- 10Y*
- 10.61%
TVRIX
- 1D
- 2.44%
- 1M
- -4.44%
- YTD
- -4.87%
- 6M
- -2.48%
- 1Y
- 11.69%
- 3Y*
- 8.78%
- 5Y*
- 4.76%
- 10Y*
- 8.72%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ONGAX vs. TVRIX - Expense Ratio Comparison
ONGAX has a 0.97% expense ratio, which is lower than TVRIX's 1.09% expense ratio.
Return for Risk
ONGAX vs. TVRIX — Risk / Return Rank
ONGAX
TVRIX
ONGAX vs. TVRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Investor Growth Fund Class A (ONGAX) and Guggenheim Directional Allocation Fund (TVRIX). 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 | TVRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.97 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.43 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.48 | -0.03 |
Martin ratioReturn relative to average drawdown | 6.28 | 6.06 | +0.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ONGAX | TVRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.97 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.33 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.49 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.55 | -0.05 |
Correlation
The correlation between ONGAX and TVRIX is 0.90, 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. TVRIX - Dividend Comparison
ONGAX's dividend yield for the trailing twelve months is around 3.44%, less than TVRIX's 10.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ONGAX JPMorgan Investor Growth Fund Class A | 3.44% | 3.43% | 3.18% | 3.26% | 8.35% | 3.80% | 7.02% | 8.04% | 8.36% | 8.72% | 5.62% | 6.53% |
TVRIX Guggenheim Directional Allocation Fund | 10.13% | 9.64% | 0.00% | 2.03% | 0.71% | 14.34% | 0.30% | 16.62% | 14.33% | 0.00% | 0.00% | 0.00% |
Drawdowns
ONGAX vs. TVRIX - Drawdown Comparison
The maximum ONGAX drawdown since its inception was -49.19%, which is greater than TVRIX's maximum drawdown of -39.36%. Use the drawdown chart below to compare losses from any high point for ONGAX and TVRIX.
Loading graphics...
Drawdown Indicators
| ONGAX | TVRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.19% | -39.36% | -9.83% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -8.45% | -1.93% |
Max Drawdown (5Y)Largest decline over 5 years | -23.57% | -24.87% | +1.30% |
Max Drawdown (10Y)Largest decline over 10 years | -31.35% | -39.36% | +8.01% |
Current DrawdownCurrent decline from peak | -6.48% | -9.20% | +2.72% |
Average DrawdownAverage peak-to-trough decline | -7.81% | -6.10% | -1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 2.06% | +0.33% |
Volatility
ONGAX vs. TVRIX - Volatility Comparison
JPMorgan Investor Growth Fund Class A (ONGAX) has a higher volatility of 5.32% compared to Guggenheim Directional Allocation Fund (TVRIX) at 4.44%. This indicates that ONGAX's price experiences larger fluctuations and is considered to be riskier than TVRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ONGAX | TVRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 4.44% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 8.65% | 7.84% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.97% | 12.61% | +2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 14.46% | -0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.32% | 17.80% | -2.48% |