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ONGFX vs. AVEFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ONGFX vs. AVEFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Investor Growth & Income Fund (ONGFX) and Ave Maria Bond Fund (AVEFX). The values are adjusted to include any dividend payments, if applicable.

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ONGFX vs. AVEFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ONGFX
JPMorgan Investor Growth & Income Fund
-3.89%14.18%11.55%17.62%-14.61%14.26%17.29%20.89%-6.32%16.93%
AVEFX
Ave Maria Bond Fund
1.11%5.63%5.71%5.16%-2.84%4.38%5.60%8.30%0.41%4.16%

Returns By Period

In the year-to-date period, ONGFX achieves a -3.89% return, which is significantly lower than AVEFX's 1.11% return. Over the past 10 years, ONGFX has outperformed AVEFX with an annualized return of 8.90%, while AVEFX has yielded a comparatively lower 3.91% annualized return.


ONGFX

1D
-0.05%
1M
-6.40%
YTD
-3.89%
6M
-2.30%
1Y
10.41%
3Y*
11.05%
5Y*
6.17%
10Y*
8.90%

AVEFX

1D
0.08%
1M
-2.44%
YTD
1.11%
6M
1.65%
1Y
3.91%
3Y*
5.44%
5Y*
3.20%
10Y*
3.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ONGFX vs. AVEFX - Expense Ratio Comparison

ONGFX has a 0.32% expense ratio, which is lower than AVEFX's 0.41% expense ratio.


Return for Risk

ONGFX vs. AVEFX — Risk / Return Rank

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

ONGFX
ONGFX Risk / Return Rank: 5050
Overall Rank
ONGFX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
ONGFX Sortino Ratio Rank: 4949
Sortino Ratio Rank
ONGFX Omega Ratio Rank: 5050
Omega Ratio Rank
ONGFX Calmar Ratio Rank: 4848
Calmar Ratio Rank
ONGFX Martin Ratio Rank: 5353
Martin Ratio Rank

AVEFX
AVEFX Risk / Return Rank: 6767
Overall Rank
AVEFX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AVEFX Sortino Ratio Rank: 7171
Sortino Ratio Rank
AVEFX Omega Ratio Rank: 5858
Omega Ratio Rank
AVEFX Calmar Ratio Rank: 7575
Calmar Ratio Rank
AVEFX Martin Ratio Rank: 6363
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.

ONGFX vs. AVEFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Investor Growth & Income Fund (ONGFX) and Ave Maria Bond Fund (AVEFX). 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.


ONGFXAVEFXDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.21

-0.27

Sortino ratio

Return per unit of downside risk

1.38

1.74

-0.36

Omega ratio

Gain probability vs. loss probability

1.20

1.22

-0.02

Calmar ratio

Return relative to maximum drawdown

1.17

1.71

-0.54

Martin ratio

Return relative to average drawdown

5.14

6.00

-0.87

ONGFX vs. AVEFX - Sharpe Ratio Comparison

The current ONGFX Sharpe Ratio is 0.94, which is comparable to the AVEFX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of ONGFX and AVEFX, 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


ONGFXAVEFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.21

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.78

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.98

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.11

-0.52

Correlation

The correlation between ONGFX and AVEFX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ONGFX vs. AVEFX - Dividend Comparison

ONGFX's dividend yield for the trailing twelve months is around 4.75%, more than AVEFX's 3.10% yield.


TTM20252024202320222021202020192018201720162015
ONGFX
JPMorgan Investor Growth & Income Fund
4.75%4.92%4.59%3.46%7.87%4.45%7.47%7.62%8.88%8.74%4.74%5.82%
AVEFX
Ave Maria Bond Fund
3.10%3.51%2.94%2.47%3.59%2.32%2.43%3.31%3.21%2.04%2.94%1.89%

Drawdowns

ONGFX vs. AVEFX - Drawdown Comparison

The maximum ONGFX drawdown since its inception was -40.83%, which is greater than AVEFX's maximum drawdown of -10.24%. Use the drawdown chart below to compare losses from any high point for ONGFX and AVEFX.


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Drawdown Indicators


ONGFXAVEFXDifference

Max Drawdown

Largest peak-to-trough decline

-40.83%

-10.24%

-30.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.11%

-2.52%

-5.59%

Max Drawdown (5Y)

Largest decline over 5 years

-20.41%

-8.02%

-12.39%

Max Drawdown (10Y)

Largest decline over 10 years

-25.79%

-10.24%

-15.55%

Current Drawdown

Current decline from peak

-6.84%

-2.44%

-4.40%

Average Drawdown

Average peak-to-trough decline

-5.44%

-0.96%

-4.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

0.72%

+1.13%

Volatility

ONGFX vs. AVEFX - Volatility Comparison

JPMorgan Investor Growth & Income Fund (ONGFX) has a higher volatility of 3.54% compared to Ave Maria Bond Fund (AVEFX) at 1.18%. This indicates that ONGFX's price experiences larger fluctuations and is considered to be riskier than AVEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ONGFXAVEFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

1.18%

+2.36%

Volatility (6M)

Calculated over the trailing 6-month period

6.35%

2.17%

+4.18%

Volatility (1Y)

Calculated over the trailing 1-year period

11.34%

3.44%

+7.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.08%

4.14%

+6.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.82%

4.01%

+7.81%