ONIFX vs. JEPAX
Compare and contrast key facts about JPMorgan Investor Growth Fund (ONIFX) and JPMorgan Equity Premium Income Fund Class A (JEPAX).
ONIFX is managed by JPMorgan. It was launched on Dec 9, 1996. JEPAX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
ONIFX vs. JEPAX - Performance Comparison
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ONIFX vs. JEPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ONIFX JPMorgan Investor Growth Fund | -2.75% | 16.84% | 13.92% | 20.69% | -15.98% | 17.69% | 20.16% | 12.46% |
JEPAX JPMorgan Equity Premium Income Fund Class A | -0.48% | 7.55% | 12.07% | 9.42% | -4.05% | 19.13% | 5.75% | 7.45% |
Returns By Period
In the year-to-date period, ONIFX achieves a -2.75% return, which is significantly lower than JEPAX's -0.48% return.
ONIFX
- 1D
- 2.43%
- 1M
- -5.35%
- YTD
- -2.75%
- 6M
- -1.32%
- 1Y
- 14.74%
- 3Y*
- 13.82%
- 5Y*
- 7.61%
- 10Y*
- 10.89%
JEPAX
- 1D
- 1.96%
- 1M
- -5.21%
- YTD
- -0.48%
- 6M
- 2.05%
- 1Y
- 6.64%
- 3Y*
- 8.91%
- 5Y*
- 7.66%
- 10Y*
- —
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ONIFX vs. JEPAX - Expense Ratio Comparison
ONIFX has a 0.32% expense ratio, which is lower than JEPAX's 0.85% expense ratio.
Return for Risk
ONIFX vs. JEPAX — Risk / Return Rank
ONIFX
JEPAX
ONIFX vs. JEPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Investor Growth Fund (ONIFX) and JPMorgan Equity Premium Income Fund Class A (JEPAX). 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.
| ONIFX | JEPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.49 | +0.52 |
Sortino ratioReturn per unit of downside risk | 1.51 | 0.80 | +0.71 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.13 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 0.79 | +0.68 |
Martin ratioReturn relative to average drawdown | 6.40 | 3.66 | +2.74 |
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
| ONIFX | JEPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.49 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.67 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.53 | -0.02 |
Correlation
The correlation between ONIFX and JEPAX is 0.76, 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
ONIFX vs. JEPAX - Dividend Comparison
ONIFX's dividend yield for the trailing twelve months is around 3.49%, less than JEPAX's 7.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ONIFX JPMorgan Investor Growth Fund | 3.49% | 3.52% | 3.30% | 3.35% | 8.33% | 4.05% | 7.03% | 8.06% | 8.47% | 8.79% | 5.75% | 6.72% |
JEPAX JPMorgan Equity Premium Income Fund Class A | 7.31% | 7.88% | 6.95% | 8.19% | 11.98% | 5.96% | 11.35% | 5.61% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ONIFX vs. JEPAX - Drawdown Comparison
The maximum ONIFX drawdown since its inception was -49.03%, which is greater than JEPAX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for ONIFX and JEPAX.
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Drawdown Indicators
| ONIFX | JEPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.03% | -32.69% | -16.34% |
Max Drawdown (1Y)Largest decline over 1 year | -10.35% | -10.43% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -13.74% | -9.58% |
Max Drawdown (10Y)Largest decline over 10 years | -31.33% | — | — |
Current DrawdownCurrent decline from peak | -6.49% | -5.53% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -7.63% | -3.05% | -4.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 2.26% | +0.12% |
Volatility
ONIFX vs. JEPAX - Volatility Comparison
JPMorgan Investor Growth Fund (ONIFX) has a higher volatility of 5.31% compared to JPMorgan Equity Premium Income Fund Class A (JEPAX) at 4.15%. This indicates that ONIFX's price experiences larger fluctuations and is considered to be riskier than JEPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ONIFX | JEPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 4.15% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.64% | 6.78% | +1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.95% | 13.79% | +1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.11% | 11.43% | +2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.33% | 15.04% | +0.29% |