ONGFX vs. JHEQX
Compare and contrast key facts about JPMorgan Investor Growth & Income Fund (ONGFX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
ONGFX is managed by JPMorgan. It was launched on Dec 9, 1996. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
ONGFX vs. JHEQX - Performance Comparison
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ONGFX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
JHEQX JPMorgan Hedged Equity Fund Class I | -5.65% | 7.49% | 18.23% | 16.07% | -8.05% | 13.43% | 14.10% | 13.31% | -0.72% | 12.70% |
Returns By Period
In the year-to-date period, ONGFX achieves a -3.89% return, which is significantly higher than JHEQX's -5.65% return. Both investments have delivered pretty close results over the past 10 years, with ONGFX having a 8.90% annualized return and JHEQX not far behind at 8.64%.
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%
JHEQX
- 1D
- -0.30%
- 1M
- -6.20%
- YTD
- -5.65%
- 6M
- -3.28%
- 1Y
- 6.55%
- 3Y*
- 9.23%
- 5Y*
- 6.79%
- 10Y*
- 8.64%
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ONGFX vs. JHEQX - Expense Ratio Comparison
ONGFX has a 0.32% expense ratio, which is lower than JHEQX's 0.58% expense ratio.
Return for Risk
ONGFX vs. JHEQX — Risk / Return Rank
ONGFX
JHEQX
ONGFX vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Investor Growth & Income Fund (ONGFX) and JPMorgan Hedged Equity Fund Class I (JHEQX). 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.
| ONGFX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.65 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.00 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.15 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.17 | 0.70 | +0.48 |
Martin ratioReturn relative to average drawdown | 5.14 | 2.96 | +2.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ONGFX | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.65 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.77 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.92 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.83 | -0.24 |
Correlation
The correlation between ONGFX and JHEQX 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
ONGFX vs. JHEQX - Dividend Comparison
ONGFX's dividend yield for the trailing twelve months is around 4.75%, more than JHEQX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JHEQX JPMorgan Hedged Equity Fund Class I | 0.64% | 0.65% | 0.75% | 0.98% | 0.99% | 0.71% | 1.11% | 1.11% | 1.13% | 0.99% | 1.35% | 1.21% |
Drawdowns
ONGFX vs. JHEQX - Drawdown Comparison
The maximum ONGFX drawdown since its inception was -40.83%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for ONGFX and JHEQX.
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Drawdown Indicators
| ONGFX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.83% | -18.85% | -21.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.11% | -6.92% | -1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -20.41% | -14.34% | -6.07% |
Max Drawdown (10Y)Largest decline over 10 years | -25.79% | -18.85% | -6.94% |
Current DrawdownCurrent decline from peak | -6.84% | -6.88% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -2.16% | -3.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 1.63% | +0.22% |
Volatility
ONGFX vs. JHEQX - Volatility Comparison
JPMorgan Investor Growth & Income Fund (ONGFX) has a higher volatility of 3.54% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.61%. This indicates that ONGFX's price experiences larger fluctuations and is considered to be riskier than JHEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ONGFX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 2.61% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 6.35% | 5.51% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.34% | 10.22% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.08% | 8.89% | +2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.82% | 9.40% | +2.42% |