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ONGFX vs. AYBLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ONGFX vs. AYBLX - Performance Comparison

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

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Returns By Period

In the year-to-date period, ONGFX achieves a 6.70% return, which is significantly lower than AYBLX's 13.99% return. Both investments have delivered pretty close results over the past 10 years, with ONGFX having a 10.18% annualized return and AYBLX not far ahead at 10.67%.


ONGFX

1D
-0.23%
1M
1.49%
YTD
6.70%
6M
6.10%
1Y
16.78%
3Y*
14.02%
5Y*
7.47%
10Y*
10.18%

AYBLX

1D
-0.21%
1M
1.64%
YTD
13.99%
6M
13.54%
1Y
32.24%
3Y*
17.53%
5Y*
9.58%
10Y*
10.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ONGFX vs. AYBLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ONGFX
JPMorgan Investor Growth & Income Fund
6.70%14.18%11.55%17.62%-14.61%14.26%17.29%20.89%-6.32%16.93%
AYBLX
Pioneer Balanced ESG Fund
13.99%19.80%9.64%15.41%-14.39%15.48%12.92%22.22%-4.43%15.19%

Correlation

The correlation between ONGFX and AYBLX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Aug 29, 1997

0.92

The correlation between ONGFX and AYBLX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

ONGFX vs. AYBLX — Risk / Return Rank

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

ONGFX
ONGFX Risk / Return Rank: 5252
Overall Rank
ONGFX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ONGFX Sortino Ratio Rank: 5151
Sortino Ratio Rank
ONGFX Omega Ratio Rank: 5252
Omega Ratio Rank
ONGFX Calmar Ratio Rank: 5050
Calmar Ratio Rank
ONGFX Martin Ratio Rank: 5858
Martin Ratio Rank

AYBLX
AYBLX Risk / Return Rank: 9595
Overall Rank
AYBLX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
AYBLX Sortino Ratio Rank: 9595
Sortino Ratio Rank
AYBLX Omega Ratio Rank: 9090
Omega Ratio Rank
AYBLX Calmar Ratio Rank: 9494
Calmar Ratio Rank
AYBLX Martin Ratio Rank: 9797
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. AYBLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Investor Growth & Income Fund (ONGFX) and Pioneer Balanced ESG Fund (AYBLX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ONGFXAYBLXDifference
Sharpe ratioReturn per unit of total volatility

-1.39

Sortino ratioReturn per unit of downside risk

-1.92

Omega ratioGain probability vs. loss probability

1.37

1.62

-0.25

Calmar ratioReturn relative to maximum drawdown

2.58

5.16

-2.58

Martin ratioReturn relative to average drawdown

10.98

24.00

-13.02

ONGFX vs. AYBLX - Sharpe Ratio Comparison

The current ONGFX Sharpe Ratio is 1.94, which is lower than the AYBLX Sharpe Ratio of 3.33. The chart below compares the historical Sharpe Ratios of ONGFX and AYBLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ONGFX vs. AYBLX - Drawdown Comparison

The maximum ONGFX drawdown since its inception was -40.83%, which is greater than AYBLX's maximum drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for ONGFX and AYBLX.


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Drawdown Indicators


ONGFXAYBLXDifference

Max Drawdown

Largest peak-to-trough decline

-40.83%

-36.28%

-4.55%

Max Drawdown (1Y)

Largest decline over 1 year

-6.84%

-6.41%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-11.34%

-13.39%

+2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-20.41%

-20.26%

-0.15%

Max Drawdown (10Y)

Largest decline over 10 years

-25.79%

-24.24%

-1.55%

Current Drawdown

Current decline from peak

-0.23%

-0.52%

+0.29%

Average Drawdown

Average peak-to-trough decline

-5.41%

-3.78%

-1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

1.38%

+0.22%

Volatility

ONGFX vs. AYBLX - Volatility Comparison

JPMorgan Investor Growth & Income Fund (ONGFX) and Pioneer Balanced ESG Fund (AYBLX) have volatilities of 3.51% and 3.63%, 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


ONGFXAYBLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

3.63%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

7.42%

7.83%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

9.10%

9.95%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.21%

11.13%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.89%

11.33%

+0.56%

ONGFX vs. AYBLX - Expense Ratio Comparison

ONGFX has a 0.32% expense ratio, which is lower than AYBLX's 0.65% expense ratio.


Dividends

ONGFX vs. AYBLX - Dividend Comparison

ONGFX's dividend yield for the trailing twelve months is around 4.66%, more than AYBLX's 3.24% yield.


PositionTTM20252024202320222021202020192018201720162015
AYBLX
Pioneer Balanced ESG Fund
3.24%3.58%2.59%1.76%3.23%8.61%4.12%6.03%9.97%9.42%2.63%4.14%
ONGFX
JPMorgan Investor Growth & Income Fund
4.66%4.92%4.59%3.46%7.87%4.45%7.47%7.62%8.88%8.74%4.74%5.82%

Frequently Asked Questions


With a correlation of 0.93, ONGFX and AYBLX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

AYBLX has higher volatility (3.63%) compared to ONGFX (3.51%). In terms of maximum drawdown, ONGFX dropped -40.83% vs AYBLX's -36.28%.

AYBLX currently has the higher Sharpe Ratio (3.33 vs 1.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ONGFX and AYBLX

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