ONGIX vs. JHEQX
Compare and contrast key facts about JPMorgan Investor Growth and Income Fund Class A (ONGIX) and JPMorgan Hedged Equity Fund Class I (JHEQX).
ONGIX is an actively managed fund by JPMorgan. It was launched on Dec 10, 1996. JHEQX is managed by JPMorgan. It was launched on Dec 13, 2013.
Performance
ONGIX vs. JHEQX - Performance Comparison
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ONGIX vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ONGIX JPMorgan Investor Growth and Income Fund Class A | -3.93% | 13.92% | 11.36% | 17.26% | -14.81% | 14.68% | 16.97% | 20.64% | -6.57% | 16.70% |
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, ONGIX achieves a -3.93% return, which is significantly higher than JHEQX's -5.65% return. Both investments have delivered pretty close results over the past 10 years, with ONGIX having a 8.71% annualized return and JHEQX not far behind at 8.64%.
ONGIX
- 1D
- -0.05%
- 1M
- -6.42%
- YTD
- -3.93%
- 6M
- -2.44%
- 1Y
- 10.17%
- 3Y*
- 10.80%
- 5Y*
- 6.06%
- 10Y*
- 8.71%
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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ONGIX vs. JHEQX - Expense Ratio Comparison
ONGIX has a 0.95% expense ratio, which is higher than JHEQX's 0.58% expense ratio.
Return for Risk
ONGIX vs. JHEQX — Risk / Return Rank
ONGIX
JHEQX
ONGIX vs. JHEQX - 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 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.
| ONGIX | JHEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.65 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.00 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.15 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 0.70 | +0.45 |
Martin ratioReturn relative to average drawdown | 5.01 | 2.96 | +2.05 |
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
| ONGIX | JHEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.65 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.77 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.92 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.83 | -0.26 |
Correlation
The correlation between ONGIX 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
ONGIX vs. JHEQX - Dividend Comparison
ONGIX's dividend yield for the trailing twelve months is around 4.45%, more than JHEQX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ONGIX JPMorgan Investor Growth and Income Fund Class A | 4.45% | 4.56% | 4.25% | 3.17% | 7.44% | 4.74% | 7.10% | 7.23% | 8.43% | 8.34% | 4.42% | 5.45% |
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
ONGIX vs. JHEQX - Drawdown Comparison
The maximum ONGIX drawdown since its inception was -41.01%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for ONGIX and JHEQX.
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Drawdown Indicators
| ONGIX | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.01% | -18.85% | -22.16% |
Max Drawdown (1Y)Largest decline over 1 year | -8.12% | -6.92% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -20.47% | -14.34% | -6.13% |
Max Drawdown (10Y)Largest decline over 10 years | -25.83% | -18.85% | -6.98% |
Current DrawdownCurrent decline from peak | -6.85% | -6.88% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -5.58% | -2.16% | -3.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 1.63% | +0.22% |
Volatility
ONGIX vs. JHEQX - Volatility Comparison
JPMorgan Investor Growth and Income Fund Class A (ONGIX) has a higher volatility of 3.59% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.61%. This indicates that ONGIX'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
| ONGIX | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 2.61% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 6.38% | 5.51% | +0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.33% | 10.22% | +1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.07% | 8.89% | +2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.81% | 9.40% | +2.41% |