DFCSX vs. VEUAX
Compare and contrast key facts about DFA Continental Small Company Portfolio (DFCSX) and JPMorgan Europe Dynamic Fund (VEUAX).
DFCSX is managed by Dimensional. It was launched on Apr 14, 1988. VEUAX is managed by JPMorgan. It was launched on Nov 1, 1995.
Performance
DFCSX vs. VEUAX - Performance Comparison
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DFCSX vs. VEUAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFCSX DFA Continental Small Company Portfolio | -4.71% | 37.58% | 0.20% | 16.93% | -20.12% | 14.66% | 15.07% | 25.90% | -19.67% | 34.77% |
VEUAX JPMorgan Europe Dynamic Fund | -3.96% | 41.51% | 3.48% | 18.19% | -15.39% | 17.68% | 8.45% | 21.51% | -18.69% | 22.26% |
Returns By Period
In the year-to-date period, DFCSX achieves a -4.71% return, which is significantly lower than VEUAX's -3.96% return. Over the past 10 years, DFCSX has outperformed VEUAX with an annualized return of 8.75%, while VEUAX has yielded a comparatively lower 8.28% annualized return.
DFCSX
- 1D
- 0.25%
- 1M
- -10.72%
- YTD
- -4.71%
- 6M
- -1.03%
- 1Y
- 19.36%
- 3Y*
- 12.22%
- 5Y*
- 5.94%
- 10Y*
- 8.75%
VEUAX
- 1D
- 0.28%
- 1M
- -11.21%
- YTD
- -3.96%
- 6M
- 2.31%
- 1Y
- 19.43%
- 3Y*
- 14.85%
- 5Y*
- 9.18%
- 10Y*
- 8.28%
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DFCSX vs. VEUAX - Expense Ratio Comparison
DFCSX has a 0.42% expense ratio, which is lower than VEUAX's 1.25% expense ratio.
Return for Risk
DFCSX vs. VEUAX — Risk / Return Rank
DFCSX
VEUAX
DFCSX vs. VEUAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Continental Small Company Portfolio (DFCSX) and JPMorgan Europe Dynamic Fund (VEUAX). 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.
| DFCSX | VEUAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.06 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.49 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.46 | -0.06 |
Martin ratioReturn relative to average drawdown | 4.82 | 5.71 | -0.89 |
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
| DFCSX | VEUAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.06 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.53 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.44 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.42 | +0.12 |
Correlation
The correlation between DFCSX and VEUAX is 0.84, 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
DFCSX vs. VEUAX - Dividend Comparison
DFCSX's dividend yield for the trailing twelve months is around 3.17%, less than VEUAX's 3.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFCSX DFA Continental Small Company Portfolio | 3.17% | 3.02% | 4.94% | 2.84% | 2.45% | 1.19% | 1.55% | 2.24% | 6.28% | 1.98% | 1.97% | 1.97% |
VEUAX JPMorgan Europe Dynamic Fund | 3.59% | 3.45% | 3.81% | 3.02% | 0.77% | 2.03% | 1.01% | 2.82% | 2.60% | 1.38% | 1.93% | 1.25% |
Drawdowns
DFCSX vs. VEUAX - Drawdown Comparison
The maximum DFCSX drawdown since its inception was -65.47%, roughly equal to the maximum VEUAX drawdown of -63.73%. Use the drawdown chart below to compare losses from any high point for DFCSX and VEUAX.
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Drawdown Indicators
| DFCSX | VEUAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.47% | -63.73% | -1.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.82% | -12.07% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -39.25% | -30.94% | -8.31% |
Max Drawdown (10Y)Largest decline over 10 years | -43.16% | -44.64% | +1.48% |
Current DrawdownCurrent decline from peak | -11.39% | -11.76% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -13.68% | -15.51% | +1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 3.08% | +0.34% |
Volatility
DFCSX vs. VEUAX - Volatility Comparison
The current volatility for DFA Continental Small Company Portfolio (DFCSX) is 6.19%, while JPMorgan Europe Dynamic Fund (VEUAX) has a volatility of 7.17%. This indicates that DFCSX experiences smaller price fluctuations and is considered to be less risky than VEUAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFCSX | VEUAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 7.17% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 11.10% | -1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.62% | 17.23% | -1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.80% | 17.37% | +0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.80% | 18.70% | -0.90% |