DFEQX vs. JSDSX
Compare and contrast key facts about DFA Short-Term Extended Quality Portfolio (DFEQX) and JPMorgan Short Duration Core Plus Fund (JSDSX).
DFEQX is managed by Dimensional. It was launched on Mar 4, 2009. JSDSX is managed by JPMorgan. It was launched on Mar 1, 2013.
Performance
DFEQX vs. JSDSX - Performance Comparison
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DFEQX vs. JSDSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFEQX DFA Short-Term Extended Quality Portfolio | 0.28% | 4.27% | 5.50% | 5.44% | -5.18% | -0.60% | 2.24% | 4.51% | 1.34% | 1.51% |
JSDSX JPMorgan Short Duration Core Plus Fund | -0.30% | 6.57% | 5.26% | 6.12% | -5.95% | 0.21% | 5.13% | 6.03% | 0.87% | 4.09% |
Returns By Period
In the year-to-date period, DFEQX achieves a 0.28% return, which is significantly higher than JSDSX's -0.30% return. Over the past 10 years, DFEQX has underperformed JSDSX with an annualized return of 1.90%, while JSDSX has yielded a comparatively higher 3.59% annualized return.
DFEQX
- 1D
- 0.11%
- 1M
- -0.65%
- YTD
- 0.28%
- 6M
- 1.31%
- 1Y
- 3.59%
- 3Y*
- 4.65%
- 5Y*
- 1.89%
- 10Y*
- 1.90%
JSDSX
- 1D
- 0.21%
- 1M
- -1.37%
- YTD
- -0.30%
- 6M
- 0.99%
- 1Y
- 4.42%
- 3Y*
- 5.18%
- 5Y*
- 2.27%
- 10Y*
- 3.59%
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DFEQX vs. JSDSX - Expense Ratio Comparison
DFEQX has a 0.19% expense ratio, which is lower than JSDSX's 0.60% expense ratio.
Return for Risk
DFEQX vs. JSDSX — Risk / Return Rank
DFEQX
JSDSX
DFEQX vs. JSDSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Short-Term Extended Quality Portfolio (DFEQX) and JPMorgan Short Duration Core Plus Fund (JSDSX). 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.
| DFEQX | JSDSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.02 | 2.22 | +1.81 |
Sortino ratioReturn per unit of downside risk | 6.44 | 3.38 | +3.06 |
Omega ratioGain probability vs. loss probability | 2.51 | 1.47 | +1.03 |
Calmar ratioReturn relative to maximum drawdown | 4.46 | 2.95 | +1.51 |
Martin ratioReturn relative to average drawdown | 20.52 | 14.36 | +6.16 |
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
| DFEQX | JSDSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.02 | 2.22 | +1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.87 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.12 | 1.52 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 1.22 | -0.12 |
Correlation
The correlation between DFEQX and JSDSX is 0.37, 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
DFEQX vs. JSDSX - Dividend Comparison
DFEQX's dividend yield for the trailing twelve months is around 3.94%, which matches JSDSX's 3.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEQX DFA Short-Term Extended Quality Portfolio | 3.94% | 3.62% | 4.40% | 3.34% | 1.78% | 1.05% | 0.47% | 2.18% | 3.14% | 1.51% | 1.59% | 1.72% |
JSDSX JPMorgan Short Duration Core Plus Fund | 3.92% | 3.88% | 3.91% | 3.33% | 2.51% | 1.86% | 2.39% | 2.66% | 2.68% | 3.93% | 4.72% | 4.81% |
Drawdowns
DFEQX vs. JSDSX - Drawdown Comparison
The maximum DFEQX drawdown since its inception was -8.40%, smaller than the maximum JSDSX drawdown of -8.93%. Use the drawdown chart below to compare losses from any high point for DFEQX and JSDSX.
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Drawdown Indicators
| DFEQX | JSDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.40% | -8.93% | +0.53% |
Max Drawdown (1Y)Largest decline over 1 year | -0.76% | -1.58% | +0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -8.40% | -8.93% | +0.53% |
Max Drawdown (10Y)Largest decline over 10 years | -8.40% | -8.93% | +0.53% |
Current DrawdownCurrent decline from peak | -0.65% | -1.37% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -0.96% | -1.29% | +0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.17% | 0.32% | -0.15% |
Volatility
DFEQX vs. JSDSX - Volatility Comparison
The current volatility for DFA Short-Term Extended Quality Portfolio (DFEQX) is 0.45%, while JPMorgan Short Duration Core Plus Fund (JSDSX) has a volatility of 0.66%. This indicates that DFEQX experiences smaller price fluctuations and is considered to be less risky than JSDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFEQX | JSDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.45% | 0.66% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 0.66% | 1.16% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.91% | 2.01% | -1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.06% | 2.61% | -0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.70% | 2.37% | -0.67% |