ONIFX vs. JEPIX
Compare and contrast key facts about JPMorgan Investor Growth Fund (ONIFX) and JPMorgan Equity Premium Income Fund Class I (JEPIX).
ONIFX is managed by JPMorgan. It was launched on Dec 9, 1996. JEPIX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
ONIFX vs. JEPIX - Performance Comparison
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ONIFX vs. JEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ONIFX JPMorgan Investor Growth Fund | -5.06% | 16.84% | 13.92% | 20.69% | -15.98% | 17.69% | 20.16% | 25.27% | -12.70% |
JEPIX JPMorgan Equity Premium Income Fund Class I | -2.35% | 7.82% | 12.43% | 9.68% | -3.81% | 19.36% | 6.02% | 16.44% | -9.93% |
Returns By Period
In the year-to-date period, ONIFX achieves a -5.06% return, which is significantly lower than JEPIX's -2.35% return.
ONIFX
- 1D
- -0.18%
- 1M
- -8.02%
- YTD
- -5.06%
- 6M
- -3.31%
- 1Y
- 12.37%
- 3Y*
- 12.92%
- 5Y*
- 7.35%
- 10Y*
- 10.62%
JEPIX
- 1D
- 0.15%
- 1M
- -7.28%
- YTD
- -2.35%
- 6M
- 0.41%
- 1Y
- 4.98%
- 3Y*
- 8.50%
- 5Y*
- 7.58%
- 10Y*
- —
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ONIFX vs. JEPIX - Expense Ratio Comparison
ONIFX has a 0.32% expense ratio, which is lower than JEPIX's 0.63% expense ratio.
Return for Risk
ONIFX vs. JEPIX — Risk / Return Rank
ONIFX
JEPIX
ONIFX vs. JEPIX - 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 I (JEPIX). 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 | JEPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.48 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.28 | 0.78 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.12 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 0.49 | +0.57 |
Martin ratioReturn relative to average drawdown | 4.67 | 2.28 | +2.39 |
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 | JEPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.48 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.67 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.47 | +0.04 |
Correlation
The correlation between ONIFX and JEPIX 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. JEPIX - Dividend Comparison
ONIFX's dividend yield for the trailing twelve months is around 3.58%, less than JEPIX's 7.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ONIFX JPMorgan Investor Growth Fund | 3.58% | 3.52% | 3.30% | 3.35% | 8.33% | 4.05% | 7.03% | 8.06% | 8.47% | 8.79% | 5.75% | 6.72% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 7.69% | 8.12% | 7.20% | 8.42% | 12.24% | 6.15% | 11.59% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ONIFX vs. JEPIX - Drawdown Comparison
The maximum ONIFX drawdown since its inception was -49.03%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for ONIFX and JEPIX.
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Drawdown Indicators
| ONIFX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.03% | -32.63% | -16.40% |
Max Drawdown (1Y)Largest decline over 1 year | -10.35% | -10.49% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -13.67% | -9.65% |
Max Drawdown (10Y)Largest decline over 10 years | -31.33% | — | — |
Current DrawdownCurrent decline from peak | -8.71% | -7.28% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -7.63% | -3.19% | -4.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 2.24% | +0.10% |
Volatility
ONIFX vs. JEPIX - Volatility Comparison
JPMorgan Investor Growth Fund (ONIFX) has a higher volatility of 4.52% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 3.47%. This indicates that ONIFX's price experiences larger fluctuations and is considered to be riskier than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ONIFX | JEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 3.47% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 8.31% | 6.47% | +1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.79% | 13.70% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.07% | 11.39% | +2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.31% | 14.84% | +0.47% |