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ONGFX vs. JLGMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ONGFX vs. JLGMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Investor Growth & Income Fund (ONGFX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). The values are adjusted to include any dividend payments, if applicable.

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ONGFX vs. JLGMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ONGFX
JPMorgan Investor Growth & Income Fund
-2.38%14.18%11.55%17.62%-14.61%14.26%17.29%20.89%-6.32%16.93%
JLGMX
JPMorgan Large Cap Growth Fund Class R6
-8.48%14.38%35.40%34.95%-25.20%18.48%56.39%39.47%0.74%38.41%

Returns By Period

In the year-to-date period, ONGFX achieves a -2.38% return, which is significantly higher than JLGMX's -8.48% return. Over the past 10 years, ONGFX has underperformed JLGMX with an annualized return of 9.07%, while JLGMX has yielded a comparatively higher 18.24% annualized return.


ONGFX

1D
1.57%
1M
-4.56%
YTD
-2.38%
6M
-1.10%
1Y
11.85%
3Y*
11.63%
5Y*
6.29%
10Y*
9.07%

JLGMX

1D
3.48%
1M
-4.87%
YTD
-8.48%
6M
-10.35%
1Y
12.67%
3Y*
20.55%
5Y*
10.71%
10Y*
18.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ONGFX vs. JLGMX - Expense Ratio Comparison

ONGFX has a 0.32% expense ratio, which is lower than JLGMX's 0.44% expense ratio.


Return for Risk

ONGFX vs. JLGMX — Risk / Return Rank

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

ONGFX
ONGFX Risk / Return Rank: 5858
Overall Rank
ONGFX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ONGFX Sortino Ratio Rank: 5555
Sortino Ratio Rank
ONGFX Omega Ratio Rank: 5555
Omega Ratio Rank
ONGFX Calmar Ratio Rank: 6161
Calmar Ratio Rank
ONGFX Martin Ratio Rank: 6666
Martin Ratio Rank

JLGMX
JLGMX Risk / Return Rank: 2525
Overall Rank
JLGMX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
JLGMX Sortino Ratio Rank: 2626
Sortino Ratio Rank
JLGMX Omega Ratio Rank: 2525
Omega Ratio Rank
JLGMX Calmar Ratio Rank: 2727
Calmar Ratio Rank
JLGMX Martin Ratio Rank: 2222
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. JLGMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Investor Growth & Income Fund (ONGFX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). 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.


ONGFXJLGMXDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.64

+0.43

Sortino ratio

Return per unit of downside risk

1.56

1.05

+0.51

Omega ratio

Gain probability vs. loss probability

1.23

1.15

+0.08

Calmar ratio

Return relative to maximum drawdown

1.52

0.81

+0.71

Martin ratio

Return relative to average drawdown

6.56

2.47

+4.09

ONGFX vs. JLGMX - Sharpe Ratio Comparison

The current ONGFX Sharpe Ratio is 1.07, which is higher than the JLGMX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of ONGFX and JLGMX, 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


ONGFXJLGMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.64

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.53

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.85

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.80

-0.20

Correlation

The correlation between ONGFX and JLGMX is 0.89, 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. JLGMX - Dividend Comparison

ONGFX's dividend yield for the trailing twelve months is around 4.68%, less than JLGMX's 12.06% yield.


TTM20252024202320222021202020192018201720162015
ONGFX
JPMorgan Investor Growth & Income Fund
4.68%4.92%4.59%3.46%7.87%4.45%7.47%7.62%8.88%8.74%4.74%5.82%
JLGMX
JPMorgan Large Cap Growth Fund Class R6
12.06%11.04%2.12%0.31%3.49%14.25%5.14%12.65%15.59%14.44%9.71%4.43%

Drawdowns

ONGFX vs. JLGMX - Drawdown Comparison

The maximum ONGFX drawdown since its inception was -40.83%, which is greater than JLGMX's maximum drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for ONGFX and JLGMX.


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Drawdown Indicators


ONGFXJLGMXDifference

Max Drawdown

Largest peak-to-trough decline

-40.83%

-31.82%

-9.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.11%

-16.73%

+8.62%

Max Drawdown (5Y)

Largest decline over 5 years

-20.41%

-31.13%

+10.72%

Max Drawdown (10Y)

Largest decline over 10 years

-25.79%

-31.82%

+6.03%

Current Drawdown

Current decline from peak

-5.37%

-13.83%

+8.46%

Average Drawdown

Average peak-to-trough decline

-5.44%

-5.82%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

5.51%

-3.63%

Volatility

ONGFX vs. JLGMX - Volatility Comparison

The current volatility for JPMorgan Investor Growth & Income Fund (ONGFX) is 4.01%, while JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a volatility of 6.48%. This indicates that ONGFX experiences smaller price fluctuations and is considered to be less risky than JLGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ONGFXJLGMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

6.48%

-2.47%

Volatility (6M)

Calculated over the trailing 6-month period

6.54%

12.54%

-6.00%

Volatility (1Y)

Calculated over the trailing 1-year period

11.42%

21.14%

-9.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.10%

20.25%

-9.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.83%

21.54%

-9.71%