ONGIX vs. AGG
ONGIX (JPMorgan Investor Growth and Income Fund Class A) and AGG (iShares Core U.S. Aggregate Bond ETF) are both funds - ONGIX is a Diversified Portfolio fund actively managed by JPMorgan, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. ONGIX is actively managed, while AGG is passively managed. Over the past 10 years, ONGIX returned 9.66%/yr vs 1.57%/yr for AGG. At a correlation of -0.04, they often move in opposite directions. ONGIX charges 0.95%/yr vs 0.03%/yr for AGG.
Performance
ONGIX vs. AGG - Performance Comparison
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Returns By Period
In the year-to-date period, ONGIX achieves a 5.32% return, which is significantly higher than AGG's 0.52% return. Over the past 10 years, ONGIX has outperformed AGG with an annualized return of 9.66%, while AGG has yielded a comparatively lower 1.57% annualized return.
ONGIX
- 1D
- 1.65%
- 1M
- 1.14%
- YTD
- 5.32%
- 6M
- 5.58%
- 1Y
- 15.72%
- 3Y*
- 13.26%
- 5Y*
- 6.91%
- 10Y*
- 9.66%
AGG
- 1D
- -0.12%
- 1M
- 1.09%
- YTD
- 0.52%
- 6M
- 0.93%
- 1Y
- 4.87%
- 3Y*
- 4.19%
- 5Y*
- 0.06%
- 10Y*
- 1.57%
ONGIX vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ONGIX JPMorgan Investor Growth and Income Fund Class A | 5.32% | 13.92% | 11.36% | 17.26% | -14.81% | 14.68% | 16.97% | 20.64% | -6.57% | 16.70% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.52% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
Correlation
The correlation between ONGIX and AGG is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2003 | -0.04 |
The correlation between ONGIX and AGG shifts across timeframes, from -0.04 (all time) to 0.47 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ONGIX vs. AGG — Risk / Return Rank
ONGIX
AGG
ONGIX vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Investor Growth and Income Fund Class A (ONGIX) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
| ONGIX | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 1.63 | +0.58 |
| Martin ratioReturn relative to average drawdown | 9.37 | 4.82 | +4.55 |
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Drawdowns
ONGIX vs. AGG - Drawdown Comparison
The maximum ONGIX drawdown since its inception was -41.01%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for ONGIX and AGG.
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Drawdown Indicators
| ONGIX | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.01% | -18.43% | -22.58% |
Max Drawdown (1Y)Largest decline over 1 year | -6.85% | -2.76% | -4.09% |
Max Drawdown (3Y)Largest decline over 3 years | -11.43% | -6.11% | -5.32% |
Max Drawdown (5Y)Largest decline over 5 years | -20.47% | -17.82% | -2.65% |
Max Drawdown (10Y)Largest decline over 10 years | -25.83% | -18.43% | -7.40% |
Current DrawdownCurrent decline from peak | -1.29% | -1.88% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -5.54% | -2.71% | -2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 0.94% | +0.67% |
Volatility
ONGIX vs. AGG - Volatility Comparison
JPMorgan Investor Growth and Income Fund Class A (ONGIX) has a higher volatility of 3.64% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.37%. This indicates that ONGIX's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ONGIX | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 1.37% | +2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.41% | 2.81% | +4.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.08% | 3.82% | +5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.19% | 6.09% | +5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.87% | 5.41% | +6.46% |
ONGIX vs. AGG - Expense Ratio Comparison
ONGIX has a 0.95% expense ratio, which is higher than AGG's 0.03% expense ratio.
Dividends
ONGIX vs. AGG - Dividend Comparison
ONGIX's dividend yield for the trailing twelve months is around 4.37%, more than AGG's 3.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 3.98% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
ONGIX JPMorgan Investor Growth and Income Fund Class A | 4.37% | 4.56% | 4.25% | 3.17% | 7.44% | 4.74% | 7.10% | 7.23% | 8.43% | 8.34% | 4.42% | 5.45% |
Frequently Asked Questions
ONGIX and AGG have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ONGIX has higher volatility (3.64%) compared to AGG (1.37%). In terms of maximum drawdown, ONGIX dropped -41.01% vs AGG's -18.43%.
ONGIX currently has the higher Sharpe Ratio (1.67 vs 1.19), 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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