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ONIFX vs. PALDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ONIFX vs. PALDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Investor Growth Fund (ONIFX) and PGIM 60/40 Allocation Fund (PALDX). The values are adjusted to include any dividend payments, if applicable.

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ONIFX vs. PALDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ONIFX
JPMorgan Investor Growth Fund
-5.06%16.84%13.92%20.69%-15.98%17.69%20.16%25.27%-8.68%6.73%
PALDX
PGIM 60/40 Allocation Fund
-3.62%13.62%18.96%18.90%-15.65%16.30%10.68%22.27%-4.12%5.95%

Returns By Period

In the year-to-date period, ONIFX achieves a -5.06% return, which is significantly lower than PALDX's -3.62% 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%

PALDX

1D
-0.22%
1M
-5.44%
YTD
-3.62%
6M
-1.03%
1Y
12.43%
3Y*
13.72%
5Y*
7.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ONIFX vs. PALDX - Expense Ratio Comparison

ONIFX has a 0.32% expense ratio, which is higher than PALDX's 0.03% expense ratio.


Return for Risk

ONIFX vs. PALDX — Risk / Return Rank

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

ONIFX
ONIFX Risk / Return Rank: 4242
Overall Rank
ONIFX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ONIFX Sortino Ratio Rank: 4141
Sortino Ratio Rank
ONIFX Omega Ratio Rank: 4242
Omega Ratio Rank
ONIFX Calmar Ratio Rank: 4141
Calmar Ratio Rank
ONIFX Martin Ratio Rank: 4747
Martin Ratio Rank

PALDX
PALDX Risk / Return Rank: 6666
Overall Rank
PALDX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PALDX Sortino Ratio Rank: 6666
Sortino Ratio Rank
PALDX Omega Ratio Rank: 6767
Omega Ratio Rank
PALDX Calmar Ratio Rank: 6262
Calmar Ratio Rank
PALDX Martin Ratio Rank: 7272
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.

ONIFX vs. PALDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Investor Growth Fund (ONIFX) and PGIM 60/40 Allocation Fund (PALDX). 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.


ONIFXPALDXDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.12

-0.27

Sortino ratio

Return per unit of downside risk

1.28

1.65

-0.38

Omega ratio

Gain probability vs. loss probability

1.19

1.25

-0.06

Calmar ratio

Return relative to maximum drawdown

1.06

1.42

-0.36

Martin ratio

Return relative to average drawdown

4.67

6.83

-2.17

ONIFX vs. PALDX - Sharpe Ratio Comparison

The current ONIFX Sharpe Ratio is 0.85, which is comparable to the PALDX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of ONIFX and PALDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ONIFXPALDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.12

-0.27

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

0.71

-0.20

Correlation

The correlation between ONIFX and PALDX is 0.93, 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. PALDX - Dividend Comparison

ONIFX's dividend yield for the trailing twelve months is around 3.58%, less than PALDX's 5.62% yield.


TTM20252024202320222021202020192018201720162015
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%
PALDX
PGIM 60/40 Allocation Fund
5.62%5.42%10.40%2.94%6.19%6.87%2.58%4.58%3.65%1.48%0.00%0.00%

Drawdowns

ONIFX vs. PALDX - Drawdown Comparison

The maximum ONIFX drawdown since its inception was -49.03%, which is greater than PALDX's maximum drawdown of -26.16%. Use the drawdown chart below to compare losses from any high point for ONIFX and PALDX.


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Drawdown Indicators


ONIFXPALDXDifference

Max Drawdown

Largest peak-to-trough decline

-49.03%

-26.16%

-22.87%

Max Drawdown (1Y)

Largest decline over 1 year

-10.35%

-8.20%

-2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-23.32%

-20.47%

-2.85%

Max Drawdown (10Y)

Largest decline over 10 years

-31.33%

Current Drawdown

Current decline from peak

-8.71%

-5.96%

-2.75%

Average Drawdown

Average peak-to-trough decline

-7.63%

-4.16%

-3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

1.70%

+0.64%

Volatility

ONIFX vs. PALDX - Volatility Comparison

JPMorgan Investor Growth Fund (ONIFX) has a higher volatility of 4.52% compared to PGIM 60/40 Allocation Fund (PALDX) at 3.05%. This indicates that ONIFX's price experiences larger fluctuations and is considered to be riskier than PALDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ONIFXPALDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

3.05%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

8.31%

5.86%

+2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

14.79%

11.52%

+3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.07%

12.08%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.31%

12.75%

+2.56%