DFUEX vs. JEPIX

Last updated Jul 23, 2026

DFUEX (DFA U.S. Social Core Equity 2 Portfolio) and JEPIX (JPMorgan Equity Premium Income Fund Class I) are both mutual funds - DFUEX is a Large Cap Blend Equities fund managed by Dimensional, while JEPIX is a Derivative Income fund actively managed by JPMorgan. Over the past 5 years, DFUEX returned 12.36%/yr vs 7.05%/yr for JEPIX. A 0.73 correlation means they provide meaningful diversification when combined. DFUEX charges 0.21%/yr vs 0.59%/yr for JEPIX.

Performance

DFUEX vs. JEPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Social Core Equity 2 Portfolio (DFUEX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFUEX achieves a 12.97% return, which is significantly higher than JEPIX's 2.56% return.

DFUEX

• 1D: 0.84%
• 1M: 0.57%
• 6M: 10.59%
• YTD: 12.97%
• 1Y: 21.81%
• 3Y*: 19.33%
• 5Y*: 12.36%
• 10Y*: 14.19%
• ALL TIME*: 13.92%

JEPIX

• 1D: 0.43%
• 1M: 1.65%
• 6M: 1.28%
• YTD: 2.56%
• 1Y: 7.21%
• 3Y*: 8.47%
• 5Y*: 7.05%
• 10Y*: —
• ALL TIME*: 7.29%

*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)
DFUEX DFA U.S. Social Core Equity 2 Portfolio	$0.00	$0.00	$0.00
JEPIX JPMorgan Equity Premium Income Fund Class I	$0.00	$0.00	$0.00

DFUEX vs. JEPIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DFUEX DFA U.S. Social Core Equity 2 Portfolio	12.97%	15.65%	22.08%	25.95%	-17.95%	27.86%	15.75%	33.20%	-17.35%
JEPIX JPMorgan Equity Premium Income Fund Class I	2.56%	7.82%	12.43%	9.68%	-3.81%	19.36%	6.02%	16.44%	-9.93%

Correlation

The correlation between DFUEX and JEPIX is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (All Time) Calculated using the full available price history since Sep 4, 2018	0.73

The correlation between DFUEX and JEPIX shifts across timeframes, from 0.58 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

DFUEX vs. JEPIX — Risk / Return Rank

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

DFUEX

DFUEX Risk / Return Rank: 58
DFUEX Sharpe Ratio Rank: 58
DFUEX Sortino Ratio Rank: 57
DFUEX Omega Ratio Rank: 52
DFUEX Calmar Ratio Rank: 57
DFUEX Martin Ratio Rank: 66

JEPIX

JEPIX Risk / Return Rank: 20
JEPIX Sharpe Ratio Rank: 20
JEPIX Sortino Ratio Rank: 22
JEPIX Omega Ratio Rank: 21
JEPIX Calmar Ratio Rank: 18
JEPIX Martin Ratio Rank: 17

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.

DFUEX vs. JEPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Social Core Equity 2 Portfolio (DFUEX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). 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.

	DFUEX	JEPIX	Difference
Sharpe ratio: Return per unit of total volatility	1.62	0.89	+0.73
Sortino ratio: Return per unit of downside risk	2.30	1.39	+0.91
Omega ratio: Gain probability vs. loss probability	1.29	1.17	+0.12
Calmar ratio: Return relative to maximum drawdown	2.25	1.05	+1.21
Martin ratio: Return relative to average drawdown	9.47	3.00	+6.47

DFUEX vs. JEPIX - Sharpe Ratio Comparison

The current DFUEX Sharpe Ratio is 1.62, which is higher than the JEPIX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of DFUEX and JEPIX, 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

DFUEX vs. JEPIX - Drawdown Comparison

The maximum DFUEX drawdown since its inception was -37.99%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for DFUEX and JEPIX.

Drawdown Indicators

	DFUEX	JEPIX	Difference
Max Drawdown Largest peak-to-trough decline	-37.99%	-32.63%	-5.36%
Max Drawdown (1Y) Largest decline over 1 year	-10.04%	-7.41%	-2.63%
Max Drawdown (3Y) Largest decline over 3 years	-21.68%	-13.42%	-8.26%
Max Drawdown (5Y) Largest decline over 5 years	-25.56%	-13.67%	-11.89%
Max Drawdown (10Y) Largest decline over 10 years	-37.99%	—	—
Current Drawdown Current decline from peak	-0.67%	-2.61%	+1.94%
Average Drawdown Average peak-to-trough decline	-4.64%	-3.21%	-1.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.37%	2.58%	-0.21%

Volatility

DFUEX vs. JEPIX - Volatility Comparison

DFA U.S. Social Core Equity 2 Portfolio (DFUEX) has a higher volatility of 2.92% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 2.08%. This indicates that DFUEX's price experiences larger fluctuations and is considered to be riskier than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFUEX	JEPIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.92%	2.08%	+0.84%
Volatility (6M) Calculated over the trailing 6-month period	11.22%	7.12%	+4.10%
Volatility (1Y) Calculated over the trailing 1-year period	13.97%	8.73%	+5.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.43%	11.48%	+6.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.17%	14.66%	+4.51%

DFUEX vs. JEPIX - Expense Ratio Comparison

DFUEX has a 0.21% expense ratio, which is lower than JEPIX's 0.59% expense ratio.

Dividends

DFUEX vs. JEPIX - Dividend Comparison

DFUEX's dividend yield for the trailing twelve months is around 0.76%, less than JEPIX's 8.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFUEX DFA U.S. Social Core Equity 2 Portfolio	0.76%	0.64%	0.93%	1.78%	4.61%	4.73%	1.18%	5.79%	3.19%	2.12%	2.05%	2.95%
JEPIX JPMorgan Equity Premium Income Fund Class I	8.00%	8.12%	7.20%	8.42%	12.24%	6.15%	11.59%	3.91%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFUEX and JEPIX in my portfolio?

DFUEX and JEPIX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFUEX or JEPIX?

DFUEX has higher volatility (2.92%) compared to JEPIX (2.08%). In terms of maximum drawdown, DFUEX dropped -37.99% vs JEPIX's -32.63%.

Which has better risk-adjusted returns?

DFUEX currently has the higher Sharpe Ratio (1.62 vs 0.89), 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.