AGRDX vs. DMB
Compare and contrast key facts about JPMorgan Research Enhanced Equity Fund Class R6 (AGRDX) and Dimensional Multi-Blend Fund (DMB).
AGRDX is managed by JPMorgan. It was launched on Mar 31, 2016. DMB is managed by Dimensional Fund Advisors. It was launched on Jan 1, 2013.
Performance
AGRDX vs. DMB - Performance Comparison
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AGRDX vs. DMB - 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% |
DMB Dimensional Multi-Blend Fund | -1.89% | 10.69% | 3.87% | 2.42% | -23.23% | 7.04% | 0.75% | 28.84% | -3.89% | 11.52% |
Returns By Period
In the year-to-date period, AGRDX achieves a -10.14% return, which is significantly lower than DMB's -1.89% return. Over the past 10 years, AGRDX has outperformed DMB with an annualized return of 15.18%, while DMB has yielded a comparatively lower 2.53% 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%
DMB
- 1D
- 1.14%
- 1M
- -3.64%
- YTD
- -1.89%
- 6M
- 2.31%
- 1Y
- 4.45%
- 3Y*
- 1.20%
- 5Y*
- -1.53%
- 10Y*
- 2.53%
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AGRDX vs. DMB - Expense Ratio Comparison
AGRDX has a 0.25% expense ratio, which is higher than DMB's 0.03% 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. DMB — Risk / Return Rank
AGRDX
DMB
AGRDX vs. DMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Research Enhanced Equity Fund Class R6 (AGRDX) and Dimensional Multi-Blend Fund (DMB). 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 | DMB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.44 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.24 | 0.64 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.09 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 0.56 | +0.46 |
Martin ratioReturn relative to average drawdown | 3.52 | 1.47 | +2.05 |
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 | DMB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.44 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | -0.11 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.17 | +0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.15 | +0.52 |
Correlation
The correlation between AGRDX and DMB is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
AGRDX vs. DMB - Dividend Comparison
AGRDX's dividend yield for the trailing twelve months is around 18.09%, more than DMB's 4.39% 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% |
DMB Dimensional Multi-Blend Fund | 4.39% | 3.93% | 3.48% | 4.46% | 5.80% | 4.42% | 4.54% | 4.36% | 5.36% | 4.89% | 5.97% | 6.06% |
Drawdowns
AGRDX vs. DMB - Drawdown Comparison
The maximum AGRDX drawdown since its inception was -34.73%, smaller than the maximum DMB drawdown of -40.15%. Use the drawdown chart below to compare losses from any high point for AGRDX and DMB.
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Drawdown Indicators
| AGRDX | DMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.73% | -40.15% | +5.42% |
Max Drawdown (1Y)Largest decline over 1 year | -16.55% | -9.64% | -6.91% |
Max Drawdown (5Y)Largest decline over 5 years | -34.73% | -40.15% | +5.42% |
Max Drawdown (10Y)Largest decline over 10 years | -34.73% | -40.15% | +5.42% |
Current DrawdownCurrent decline from peak | -13.42% | -22.10% | +8.68% |
Average DrawdownAverage peak-to-trough decline | -5.93% | -14.21% | +8.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.81% | 3.71% | +1.10% |
Volatility
AGRDX vs. DMB - Volatility Comparison
JPMorgan Research Enhanced Equity Fund Class R6 (AGRDX) has a higher volatility of 6.79% compared to Dimensional Multi-Blend Fund (DMB) at 3.85%. This indicates that AGRDX's price experiences larger fluctuations and is considered to be riskier than DMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGRDX | DMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.79% | 3.85% | +2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 12.60% | 6.45% | +6.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.68% | 10.11% | +12.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.62% | 14.59% | +7.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.27% | 15.17% | +6.10% |