DFSIX vs. JLGMX
Compare and contrast key facts about DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX).
DFSIX is managed by Dimensional. It was launched on Mar 12, 2008. JLGMX is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 Growth Index. It was launched on Nov 30, 2010.
Performance
DFSIX vs. JLGMX - Performance Comparison
Loading graphics...
DFSIX vs. JLGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSIX DFA U.S. Sustainability Core 1 Portfolio | -5.32% | 15.92% | 23.19% | 25.70% | -17.85% | 27.38% | 21.25% | 32.52% | -6.72% | 20.80% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | -8.48% | 14.38% | 35.40% | 34.95% | -25.20% | 18.48% | 56.39% | 39.47% | 0.74% | 38.41% |
Returns By Period
In the year-to-date period, DFSIX achieves a -5.32% return, which is significantly higher than JLGMX's -8.48% return. Over the past 10 years, DFSIX has underperformed JLGMX with an annualized return of 13.59%, while JLGMX has yielded a comparatively higher 18.24% annualized return.
DFSIX
- 1D
- 3.08%
- 1M
- -5.75%
- YTD
- -5.32%
- 6M
- -3.16%
- 1Y
- 15.46%
- 3Y*
- 16.91%
- 5Y*
- 10.22%
- 10Y*
- 13.59%
JLGMX
- 1D
- 3.48%
- 1M
- -4.87%
- YTD
- -8.48%
- 6M
- -10.35%
- 1Y
- 12.67%
- 3Y*
- 20.55%
- 5Y*
- 10.71%
- 10Y*
- 18.24%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFSIX vs. JLGMX - Expense Ratio Comparison
DFSIX has a 0.18% expense ratio, which is lower than JLGMX's 0.44% expense ratio.
Return for Risk
DFSIX vs. JLGMX — Risk / Return Rank
DFSIX
JLGMX
DFSIX vs. JLGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). 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.
| DFSIX | JLGMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.64 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.34 | 1.05 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.15 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 0.81 | +0.25 |
Martin ratioReturn relative to average drawdown | 4.58 | 2.47 | +2.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFSIX | JLGMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.64 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.53 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.85 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.80 | -0.25 |
Correlation
The correlation between DFSIX and JLGMX is 0.87, 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
DFSIX vs. JLGMX - Dividend Comparison
DFSIX's dividend yield for the trailing twelve months is around 0.94%, less than JLGMX's 12.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSIX DFA U.S. Sustainability Core 1 Portfolio | 0.94% | 0.88% | 0.99% | 1.21% | 1.35% | 2.13% | 1.19% | 2.02% | 2.31% | 1.92% | 1.85% | 2.13% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 12.06% | 11.04% | 2.12% | 0.31% | 3.49% | 14.25% | 5.14% | 12.65% | 15.59% | 14.44% | 9.71% | 4.43% |
Drawdowns
DFSIX vs. JLGMX - Drawdown Comparison
The maximum DFSIX drawdown since its inception was -53.77%, which is greater than JLGMX's maximum drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for DFSIX and JLGMX.
Loading graphics...
Drawdown Indicators
| DFSIX | JLGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.77% | -31.82% | -21.95% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -16.73% | +4.08% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -31.13% | +5.97% |
Max Drawdown (10Y)Largest decline over 10 years | -35.68% | -31.82% | -3.86% |
Current DrawdownCurrent decline from peak | -7.60% | -13.83% | +6.23% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -5.82% | -1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 5.51% | -2.53% |
Volatility
DFSIX vs. JLGMX - Volatility Comparison
The current volatility for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) is 5.72%, while JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a volatility of 6.48%. This indicates that DFSIX experiences smaller price fluctuations and is considered to be less risky than JLGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DFSIX | JLGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 6.48% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 9.80% | 12.54% | -2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.03% | 21.14% | -2.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 20.25% | -2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 21.54% | -3.27% |