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ONGIX vs. USHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ONGIX vs. USHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Investor Growth and Income Fund Class A (ONGIX) and iShares Broad USD High Yield Corporate Bond ETF (USHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ONGIX achieves a 5.32% return, which is significantly higher than USHY's 1.75% 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%

USHY

1D
0.03%
1M
1.09%
YTD
1.75%
6M
2.37%
1Y
7.19%
3Y*
8.94%
5Y*
4.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ONGIX vs. USHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%3.34%
USHY
iShares Broad USD High Yield Corporate Bond ETF
1.75%8.81%8.45%12.73%-11.18%5.02%6.17%14.24%-2.41%0.16%

Correlation

The correlation between ONGIX and USHY is 0.81, 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

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2017

0.75

The correlation between ONGIX and USHY has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.

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Return for Risk

ONGIX vs. USHY — Risk / Return Rank

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

ONGIX
ONGIX Risk / Return Rank: 4848
Overall Rank
ONGIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ONGIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
ONGIX Omega Ratio Rank: 4848
Omega Ratio Rank
ONGIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
ONGIX Martin Ratio Rank: 5555
Martin Ratio Rank

USHY
USHY Risk / Return Rank: 7171
Overall Rank
USHY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 7373
Sortino Ratio Rank
USHY Omega Ratio Rank: 7171
Omega Ratio Rank
USHY Calmar Ratio Rank: 6565
Calmar Ratio Rank
USHY Martin Ratio Rank: 7777
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.

ONGIX vs. USHY - 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 Broad USD High Yield Corporate Bond ETF (USHY). 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.


ONGIXUSHYDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.31

1.36

-0.05

Calmar ratioReturn relative to maximum drawdown

2.21

2.85

-0.64

Martin ratioReturn relative to average drawdown

9.37

12.77

-3.40

ONGIX vs. USHY - Sharpe Ratio Comparison

The current ONGIX Sharpe Ratio is 1.67, which is comparable to the USHY Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of ONGIX and USHY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ONGIX vs. USHY - Drawdown Comparison

The maximum ONGIX drawdown since its inception was -41.01%, which is greater than USHY's maximum drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for ONGIX and USHY.


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Drawdown Indicators


ONGIXUSHYDifference

Max Drawdown

Largest peak-to-trough decline

-41.01%

-22.44%

-18.57%

Max Drawdown (1Y)

Largest decline over 1 year

-6.85%

-2.43%

-4.42%

Max Drawdown (3Y)

Largest decline over 3 years

-11.43%

-4.66%

-6.77%

Max Drawdown (5Y)

Largest decline over 5 years

-20.47%

-15.56%

-4.91%

Max Drawdown (10Y)

Largest decline over 10 years

-25.83%

Current Drawdown

Current decline from peak

-1.29%

0.00%

-1.29%

Average Drawdown

Average peak-to-trough decline

-5.54%

-2.66%

-2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

0.54%

+1.07%

Volatility

ONGIX vs. USHY - Volatility Comparison

JPMorgan Investor Growth and Income Fund Class A (ONGIX) has a higher volatility of 3.64% compared to iShares Broad USD High Yield Corporate Bond ETF (USHY) at 1.20%. This indicates that ONGIX's price experiences larger fluctuations and is considered to be riskier than USHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ONGIXUSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

1.20%

+2.44%

Volatility (6M)

Calculated over the trailing 6-month period

7.41%

2.96%

+4.45%

Volatility (1Y)

Calculated over the trailing 1-year period

9.08%

3.69%

+5.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.19%

7.35%

+3.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.87%

8.24%

+3.63%

ONGIX vs. USHY - Expense Ratio Comparison

ONGIX has a 0.95% expense ratio, which is higher than USHY's 0.15% expense ratio.


Dividends

ONGIX vs. USHY - Dividend Comparison

ONGIX's dividend yield for the trailing twelve months is around 4.37%, less than USHY's 6.90% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.90%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%0.00%0.00%

Frequently Asked Questions


ONGIX and USHY have a correlation of 0.81, 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 USHY (1.20%). In terms of maximum drawdown, ONGIX dropped -41.01% vs USHY's -22.44%.

USHY currently has the higher Sharpe Ratio (1.88 vs 1.67), 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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