DFIVX vs. GAOAX
Compare and contrast key facts about DFA International Value Portfolio (DFIVX) and JPMorgan Global Allocation Fund A (GAOAX).
DFIVX is managed by Dimensional. It was launched on Feb 14, 1994. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
DFIVX vs. GAOAX - Performance Comparison
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DFIVX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 5.83% | 45.24% | 6.87% | 17.83% | -3.51% | 18.57% | -2.13% | 15.68% | -17.49% | 26.08% |
GAOAX JPMorgan Global Allocation Fund A | -3.89% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, DFIVX achieves a 5.83% return, which is significantly higher than GAOAX's -3.89% return. Over the past 10 years, DFIVX has outperformed GAOAX with an annualized return of 11.59%, while GAOAX has yielded a comparatively lower 5.74% annualized return.
DFIVX
- 1D
- 2.76%
- 1M
- -4.52%
- YTD
- 5.83%
- 6M
- 14.56%
- 1Y
- 38.11%
- 3Y*
- 22.18%
- 5Y*
- 14.46%
- 10Y*
- 11.59%
GAOAX
- 1D
- 1.47%
- 1M
- -6.40%
- YTD
- -3.89%
- 6M
- -2.79%
- 1Y
- 9.60%
- 3Y*
- 8.41%
- 5Y*
- 1.86%
- 10Y*
- 5.74%
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DFIVX vs. GAOAX - Expense Ratio Comparison
DFIVX has a 0.30% expense ratio, which is lower than GAOAX's 1.04% expense ratio.
Return for Risk
DFIVX vs. GAOAX — Risk / Return Rank
DFIVX
GAOAX
DFIVX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) and JPMorgan Global Allocation Fund A (GAOAX). 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.
| DFIVX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.31 | 0.86 | +1.45 |
Sortino ratioReturn per unit of downside risk | 2.92 | 1.24 | +1.67 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.17 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 3.08 | 1.10 | +1.98 |
Martin ratioReturn relative to average drawdown | 13.61 | 4.47 | +9.14 |
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
| DFIVX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 0.86 | +1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.17 | +0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.53 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.54 | -0.16 |
Correlation
The correlation between DFIVX and GAOAX is 0.83, 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
DFIVX vs. GAOAX - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 3.98%, less than GAOAX's 10.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 3.98% | 4.21% | 3.94% | 4.40% | 3.78% | 4.37% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% |
GAOAX JPMorgan Global Allocation Fund A | 10.04% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
DFIVX vs. GAOAX - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -66.61%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for DFIVX and GAOAX.
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Drawdown Indicators
| DFIVX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.61% | -29.02% | -37.59% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -8.95% | -3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -25.29% | -29.02% | +3.73% |
Max Drawdown (10Y)Largest decline over 10 years | -48.11% | -29.02% | -19.09% |
Current DrawdownCurrent decline from peak | -5.92% | -7.61% | +1.69% |
Average DrawdownAverage peak-to-trough decline | -12.30% | -6.01% | -6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.20% | +0.52% |
Volatility
DFIVX vs. GAOAX - Volatility Comparison
DFA International Value Portfolio (DFIVX) has a higher volatility of 6.92% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.98%. This indicates that DFIVX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIVX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 4.98% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 10.68% | 7.55% | +3.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.67% | 11.53% | +5.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.27% | 11.03% | +5.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 10.81% | +7.26% |