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DFSIX vs. JLGMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFSIX vs. JLGMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). The values are adjusted to include any dividend payments, if applicable.

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DFSIX vs. JLGMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFSIX
DFSIX Risk / Return Rank: 4040
Overall Rank
DFSIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
DFSIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
DFSIX Omega Ratio Rank: 4141
Omega Ratio Rank
DFSIX Calmar Ratio Rank: 3838
Calmar Ratio Rank
DFSIX Martin Ratio Rank: 4343
Martin Ratio Rank

JLGMX
JLGMX Risk / Return Rank: 2525
Overall Rank
JLGMX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
JLGMX Sortino Ratio Rank: 2626
Sortino Ratio Rank
JLGMX Omega Ratio Rank: 2525
Omega Ratio Rank
JLGMX Calmar Ratio Rank: 2727
Calmar Ratio Rank
JLGMX Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


DFSIXJLGMXDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.64

+0.21

Sortino ratio

Return per unit of downside risk

1.34

1.05

+0.29

Omega ratio

Gain probability vs. loss probability

1.19

1.15

+0.05

Calmar ratio

Return relative to maximum drawdown

1.06

0.81

+0.25

Martin ratio

Return relative to average drawdown

4.58

2.47

+2.11

DFSIX vs. JLGMX - Sharpe Ratio Comparison

The current DFSIX Sharpe Ratio is 0.85, which is higher than the JLGMX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of DFSIX and JLGMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFSIXJLGMXDifference

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.


TTM20252024202320222021202020192018201720162015
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.


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Drawdown Indicators


DFSIXJLGMXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.60%

-13.83%

+6.23%

Average Drawdown

Average peak-to-trough decline

-6.95%

-5.82%

-1.13%

Ulcer Index

Depth 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.


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Volatility by Period


DFSIXJLGMXDifference

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%