ONGFX vs. AYBLX
ONGFX (JPMorgan Investor Growth & Income Fund) and AYBLX (Pioneer Balanced ESG Fund) are both Diversified Portfolio funds. Over the past 10 years, ONGFX returned 10.18%/yr vs 10.67%/yr for AYBLX. Their correlation of 0.92 suggests significant overlap in exposure. ONGFX charges 0.32%/yr vs 0.65%/yr for AYBLX.
Performance
ONGFX vs. AYBLX - Performance Comparison
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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%
ONGFX vs. AYBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
ONGFX
AYBLX
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.
| ONGFX | AYBLX | Difference | |
|---|---|---|---|
| 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 |
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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
| ONGFX | AYBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.23% | -0.52% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -3.78% | -1.63% |
Ulcer IndexDepth 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
| ONGFX | AYBLX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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