VTV vs. ONGIX

Last updated Jun 14, 2026

VTV (Vanguard Value ETF) and ONGIX (JPMorgan Investor Growth and Income Fund Class A) are both funds - VTV is a Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index, while ONGIX is a Diversified Portfolio fund actively managed by JPMorgan. VTV is passively managed, while ONGIX is actively managed. Over the past 10 years, VTV returned 12.78%/yr vs 9.66%/yr for ONGIX. Their correlation of 0.90 suggests significant overlap in exposure. VTV charges 0.04%/yr vs 0.95%/yr for ONGIX.

Performance

VTV vs. ONGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Value ETF (VTV) and JPMorgan Investor Growth and Income Fund Class A (ONGIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VTV achieves a 14.29% return, which is significantly higher than ONGIX's 5.32% return. Over the past 10 years, VTV has outperformed ONGIX with an annualized return of 12.78%, while ONGIX has yielded a comparatively lower 9.66% annualized return.

VTV

• 1D: 0.93%
• 1M: 5.04%
• YTD: 14.29%
• 6M: 13.99%
• 1Y: 27.90%
• 3Y*: 18.16%
• 5Y*: 11.76%
• 10Y*: 12.78%

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VTV vs. ONGIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VTV Vanguard Value ETF	14.29%	15.27%	15.95%	9.32%	-2.09%	26.53%	2.33%	25.66%	-5.47%	17.15%
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%	16.70%

Correlation

The correlation between VTV and ONGIX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.84
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004	0.90

The correlation between VTV and ONGIX shifts across timeframes, from 0.75 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VTV vs. ONGIX — Risk / Return Rank

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

VTV

VTV Risk / Return Rank: 88
VTV Sharpe Ratio Rank: 89
VTV Sortino Ratio Rank: 90
VTV Omega Ratio Rank: 87
VTV Calmar Ratio Rank: 87
VTV Martin Ratio Rank: 87

ONGIX

ONGIX Risk / Return Rank: 48
ONGIX Sharpe Ratio Rank: 47
ONGIX Sortino Ratio Rank: 46
ONGIX Omega Ratio Rank: 48
ONGIX Calmar Ratio Rank: 45
ONGIX Martin Ratio Rank: 55

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.

VTV vs. ONGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value ETF (VTV) and JPMorgan Investor Growth and Income Fund Class A (ONGIX). 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.

	VTV	ONGIX	Difference
Sharpe ratio: Return per unit of total volatility	2.61	1.67	+0.94
Sortino ratio: Return per unit of downside risk	3.71	2.36	+1.35
Omega ratio: Gain probability vs. loss probability	1.47	1.31	+0.15
Calmar ratio: Return relative to maximum drawdown	4.25	2.21	+2.04
Martin ratio: Return relative to average drawdown	16.04	9.37	+6.66

VTV vs. ONGIX - Sharpe Ratio Comparison

The current VTV Sharpe Ratio is 2.61, which is higher than the ONGIX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of VTV and ONGIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VTV vs. ONGIX - Drawdown Comparison

The maximum VTV drawdown since its inception was -59.27%, which is greater than ONGIX's maximum drawdown of -41.01%. Use the drawdown chart below to compare losses from any high point for VTV and ONGIX.

Drawdown Indicators

	VTV	ONGIX	Difference
Max Drawdown Largest peak-to-trough decline	-59.27%	-41.01%	-18.26%
Max Drawdown (1Y) Largest decline over 1 year	-6.35%	-6.85%	+0.50%
Max Drawdown (3Y) Largest decline over 3 years	-14.52%	-11.43%	-3.09%
Max Drawdown (5Y) Largest decline over 5 years	-17.04%	-20.47%	+3.43%
Max Drawdown (10Y) Largest decline over 10 years	-36.78%	-25.83%	-10.95%
Current Drawdown Current decline from peak	0.00%	-1.29%	+1.29%
Average Drawdown Average peak-to-trough decline	-7.86%	-5.54%	-2.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.68%	1.61%	+0.07%

Volatility

VTV vs. ONGIX - Volatility Comparison

The current volatility for Vanguard Value ETF (VTV) is 3.34%, while JPMorgan Investor Growth and Income Fund Class A (ONGIX) has a volatility of 3.64%. This indicates that VTV experiences smaller price fluctuations and is considered to be less risky than ONGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VTV	ONGIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.34%	3.64%	-0.30%
Volatility (6M) Calculated over the trailing 6-month period	7.82%	7.41%	+0.41%
Volatility (1Y) Calculated over the trailing 1-year period	10.38%	9.08%	+1.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.92%	11.19%	+2.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.68%	11.87%	+4.81%

VTV vs. ONGIX - Expense Ratio Comparison

VTV has a 0.04% expense ratio, which is lower than ONGIX's 0.95% expense ratio.

Dividends

VTV vs. ONGIX - Dividend Comparison

VTV's dividend yield for the trailing twelve months is around 1.83%, less than ONGIX's 4.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VTV Vanguard Value ETF	1.83%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

Frequently Asked Questions

Can I hold both VTV and ONGIX in my portfolio?

VTV and ONGIX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VTV or ONGIX?

ONGIX has higher volatility (3.64%) compared to VTV (3.34%). In terms of maximum drawdown, VTV dropped -59.27% vs ONGIX's -41.01%.

Which has better risk-adjusted returns?

VTV currently has the higher Sharpe Ratio (2.61 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.