DFSIX vs. JLGMX

Last updated Aug 4, 2026

DFSIX (DFA U.S. Sustainability Core 1 Portfolio) and JLGMX (JPMorgan Large Cap Growth Fund Class R6) are both mutual funds - DFSIX is a Large Cap Blend Equities fund managed by Dimensional, while JLGMX is a Large Cap Growth Equities fund actively managed by JPMorgan. Over the past 10 years, DFSIX returned 14.71%/yr vs 18.85%/yr for JLGMX. Their correlation of 0.87 means they have usually moved in the same direction. DFSIX charges 0.18%/yr vs 0.44%/yr for JLGMX.

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.

Returns By Period

In the year-to-date period, DFSIX achieves a 8.57% return, which is significantly higher than JLGMX's -1.09% return. Over the past 10 years, DFSIX has underperformed JLGMX with an annualized return of 14.71%, while JLGMX has yielded a comparatively higher 18.85% annualized return.

DFSIX

• 1D: 0.50%
• 1M: 0.25%
• 6M: 6.44%
• YTD: 8.57%
• 1Y: 19.99%
• 3Y*: 17.77%
• 5Y*: 11.44%
• 10Y*: 14.71%
• ALL TIME*: 11.80%

JLGMX

• 1D: 0.69%
• 1M: -3.76%
• 6M: -0.36%
• YTD: -1.09%
• 1Y: 5.58%
• 3Y*: 17.54%
• 5Y*: 10.25%
• 10Y*: 18.85%
• ALL TIME*: 16.28%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DFSIX DFA U.S. Sustainability Core 1 Portfolio	$0.00	$0.00	$0.00
JLGMX JPMorgan Large Cap Growth Fund Class R6	$0.00	$0.00	$0.00

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	8.57%	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	-1.09%	14.38%	35.40%	34.95%	-25.20%	18.48%	56.39%	39.47%	0.74%	38.41%

Correlation

The correlation between DFSIX and JLGMX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.76
Correlation (3Y) Balances recent behavior with more history.	0.83
Correlation (5Y) Shows whether the relationship held over a longer period.	0.89
Correlation (10Y) Provides a long-term view across more market conditions.	0.85
Correlation (All Time) Calculated using the full available price history since Nov 30, 2010	0.87

The correlation between DFSIX and JLGMX shifts across timeframes, from 0.76 (1 year) to 0.89 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

DFSIX vs. JLGMX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DFSIX

DFSIX Risk / Return Rank: 44
DFSIX Sharpe Ratio Rank: 45
DFSIX Sortino Ratio Rank: 44
DFSIX Omega Ratio Rank: 41
DFSIX Calmar Ratio Rank: 39
DFSIX Martin Ratio Rank: 51

JLGMX

JLGMX Risk / Return Rank: 6
JLGMX Sharpe Ratio Rank: 6
JLGMX Sortino Ratio Rank: 6
JLGMX Omega Ratio Rank: 6
JLGMX Calmar Ratio Rank: 6
JLGMX Martin Ratio Rank: 6

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DFSIX	JLGMX	Difference
Sharpe ratio: Return per unit of total volatility	1.38	0.18	+1.20
Sortino ratio: Return per unit of downside risk	1.98	0.38	+1.60
Omega ratio: Gain probability vs. loss probability	1.24	1.05	+0.20
Calmar ratio: Return relative to maximum drawdown	1.76	0.20	+1.55
Martin ratio: Return relative to average drawdown	7.48	0.55	+6.93

DFSIX vs. JLGMX - Sharpe Ratio Comparison

The current DFSIX Sharpe Ratio is 1.38, which is higher than the JLGMX Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of DFSIX and JLGMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	DFSIX	JLGMX	Difference
Max Drawdown Largest peak-to-trough decline	-53.77%	-31.82%	-21.95%
Max Drawdown (1Y) Largest decline over 1 year	-10.36%	-16.73%	+6.37%
Max Drawdown (3Y) Largest decline over 3 years	-20.13%	-21.47%	+1.34%
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	-1.15%	-8.38%	+7.23%
Average Drawdown Average peak-to-trough decline	-6.84%	-5.80%	-1.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.43%	6.23%	-3.80%

Volatility

DFSIX vs. JLGMX - Volatility Comparison

The current volatility for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) is 3.22%, while JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a volatility of 8.12%. 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.

Volatility by Period

	DFSIX	JLGMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.22%	8.12%	-4.90%
Volatility (6M) Calculated over the trailing 6-month period	10.34%	15.28%	-4.94%
Volatility (1Y) Calculated over the trailing 1-year period	13.20%	19.00%	-5.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.61%	20.74%	-3.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.24%	21.80%	-3.56%

DFSIX vs. JLGMX - Expense Ratio Comparison

DFSIX has a 0.18% expense ratio, which is lower than JLGMX's 0.44% expense ratio.

Dividends

DFSIX vs. JLGMX - Dividend Comparison

DFSIX's dividend yield for the trailing twelve months is around 0.84%, less than JLGMX's 11.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFSIX DFA U.S. Sustainability Core 1 Portfolio	0.84%	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	11.16%	11.04%	2.12%	0.31%	3.49%	14.25%	5.14%	12.65%	15.59%	14.44%	9.71%	4.43%

Frequently Asked Questions

Can I hold both DFSIX and JLGMX in my portfolio?

DFSIX and JLGMX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFSIX or JLGMX?

JLGMX has higher volatility (8.12%) compared to DFSIX (3.22%). In terms of maximum drawdown, DFSIX dropped -53.77% vs JLGMX's -31.82%.

Which has better risk-adjusted returns?

DFSIX currently has the higher Sharpe Ratio (1.38 vs 0.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.