AGRDX vs. DFIEX
Compare and contrast key facts about JPMorgan Research Enhanced Equity Fund Class R6 (AGRDX) and DFA International Core Equity Portfolio I (DFIEX).
AGRDX is managed by JPMorgan. It was launched on Mar 31, 2016. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
AGRDX vs. DFIEX - Performance Comparison
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AGRDX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGRDX JPMorgan Research Enhanced Equity Fund Class R6 | -10.14% | 15.66% | 26.66% | 43.81% | -31.15% | 28.29% | 35.69% | 35.89% | -1.22% | 29.85% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, AGRDX achieves a -10.14% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, AGRDX has outperformed DFIEX with an annualized return of 15.18%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
AGRDX
- 1D
- 3.75%
- 1M
- -5.61%
- YTD
- -10.14%
- 6M
- -9.70%
- 1Y
- 15.89%
- 3Y*
- 18.02%
- 5Y*
- 10.09%
- 10Y*
- 15.18%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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AGRDX vs. DFIEX - Expense Ratio Comparison
AGRDX has a 0.25% expense ratio, which is higher than DFIEX's 0.24% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
AGRDX vs. DFIEX — Risk / Return Rank
AGRDX
DFIEX
AGRDX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Research Enhanced Equity Fund Class R6 (AGRDX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| AGRDX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 1.95 | -1.20 |
Sortino ratioReturn per unit of downside risk | 1.24 | 2.55 | -1.31 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.39 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 2.57 | -1.55 |
Martin ratioReturn relative to average drawdown | 3.52 | 10.07 | -6.56 |
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
| AGRDX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.95 | -1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.60 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.59 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.35 | +0.33 |
Correlation
The correlation between AGRDX and DFIEX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AGRDX vs. DFIEX - Dividend Comparison
AGRDX's dividend yield for the trailing twelve months is around 18.09%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGRDX JPMorgan Research Enhanced Equity Fund Class R6 | 18.09% | 16.25% | 5.72% | 4.64% | 5.01% | 9.55% | 5.24% | 5.86% | 13.94% | 9.95% | 4.58% | 6.71% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
AGRDX vs. DFIEX - Drawdown Comparison
The maximum AGRDX drawdown since its inception was -34.73%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for AGRDX and DFIEX.
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Drawdown Indicators
| AGRDX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.73% | -62.22% | +27.49% |
Max Drawdown (1Y)Largest decline over 1 year | -16.55% | -11.01% | -5.54% |
Max Drawdown (5Y)Largest decline over 5 years | -34.73% | -28.66% | -6.07% |
Max Drawdown (10Y)Largest decline over 10 years | -34.73% | -41.04% | +6.31% |
Current DrawdownCurrent decline from peak | -13.42% | -7.75% | -5.67% |
Average DrawdownAverage peak-to-trough decline | -5.93% | -12.26% | +6.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.81% | 2.81% | +2.00% |
Volatility
AGRDX vs. DFIEX - Volatility Comparison
JPMorgan Research Enhanced Equity Fund Class R6 (AGRDX) and DFA International Core Equity Portfolio I (DFIEX) have volatilities of 6.79% and 7.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGRDX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.79% | 7.09% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 12.60% | 10.45% | +2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.68% | 15.90% | +6.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.62% | 15.65% | +5.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.27% | 16.35% | +4.92% |