ONIFX vs. JEPAX
ONIFX (JPMorgan Investor Growth Fund) and JEPAX (JPMorgan Equity Premium Income Fund Class A) are both mutual funds - ONIFX is a Diversified Portfolio fund managed by JPMorgan, while JEPAX is a Derivative Income fund managed by JPMorgan. Over the past 5 years, ONIFX returned 8.82%/yr vs 7.06%/yr for JEPAX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. ONIFX charges 0.32%/yr vs 0.85%/yr for JEPAX.
Performance
ONIFX vs. JEPAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ONIFX achieves a 8.77% return, which is significantly higher than JEPAX's 4.84% return.
ONIFX
- 1D
- 1.14%
- 1M
- 0.66%
- 6M
- 6.18%
- YTD
- 8.77%
- 1Y
- 16.76%
- 3Y*
- 15.86%
- 5Y*
- 8.82%
- 10Y*
- 11.63%
- ALL TIME*
- 8.67%
JEPAX
- 1D
- 0.49%
- 1M
- 1.70%
- 6M
- 2.28%
- YTD
- 4.84%
- 1Y
- 10.03%
- 3Y*
- 9.25%
- 5Y*
- 7.06%
- 10Y*
- —
- ALL TIME*
- 8.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ONIFX vs. JEPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ONIFX JPMorgan Investor Growth Fund | 8.77% | 16.84% | 13.92% | 20.69% | -15.98% | 17.69% | 20.16% | 12.86% |
JEPAX JPMorgan Equity Premium Income Fund Class A | 4.84% | 7.55% | 12.07% | 9.42% | -4.05% | 19.13% | 5.75% | 7.45% |
Correlation
The correlation between ONIFX and JEPAX is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.59 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2019 | 0.74 |
The correlation between ONIFX and JEPAX shifts across timeframes, from 0.59 (1 year) to 0.75 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
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.
| ONIFX | JEPAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 1.51 | +0.59 |
| Martin ratioReturn relative to average drawdown | 8.62 | 4.23 | +4.39 |
Loading charts...
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.
Loading charts...
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 | -8.71% | -7.41% | -1.30% |
Max Drawdown (3Y)Largest decline over 3 years | -14.75% | -13.43% | -1.32% |
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 | -0.28% | -0.48% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -7.56% | -3.08% | -4.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.64% | -0.53% |
Volatility
ONIFX vs. JEPAX - Volatility Comparison
JPMorgan Investor Growth Fund (ONIFX) has a higher volatility of 3.81% compared to JPMorgan Equity Premium Income Fund Class A (JEPAX) at 2.45%. 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.
Loading charts...
Volatility by Period
| ONIFX | JEPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 2.45% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 7.16% | +2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.22% | 8.93% | +3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.28% | 11.52% | +2.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.32% | 14.81% | +0.51% |
ONIFX vs. JEPAX - Expense Ratio Comparison
ONIFX has a 0.32% expense ratio, which is lower than JEPAX's 0.85% expense ratio.
Dividends
ONIFX vs. JEPAX - Dividend Comparison
ONIFX's dividend yield for the trailing twelve months is around 3.22%, less than JEPAX's 7.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPAX JPMorgan Equity Premium Income Fund Class A | 7.64% | 7.88% | 6.95% | 8.19% | 11.98% | 5.96% | 11.35% | 5.61% | 0.00% | 0.00% | 0.00% | 0.00% |
ONIFX JPMorgan Investor Growth Fund | 3.22% | 3.52% | 3.30% | 3.35% | 8.33% | 4.05% | 7.03% | 8.06% | 8.47% | 8.79% | 5.75% | 6.72% |
Frequently Asked Questions
ONIFX and JEPAX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ONIFX has higher volatility (3.81%) compared to JEPAX (2.45%). In terms of maximum drawdown, ONIFX dropped -49.03% vs JEPAX's -32.69%.
ONIFX currently has the higher Sharpe Ratio (1.50 vs 1.26), 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.
Find the right allocation for ONIFX and JEPAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer