DFUSX vs. JEPAX
Compare and contrast key facts about DFA U.S. Large Company Portfolio (DFUSX) and JPMorgan Equity Premium Income Fund Class A (JEPAX).
DFUSX is managed by Dimensional. It was launched on Sep 23, 1999. JEPAX is managed by JPMorgan. It was launched on Aug 31, 2018.
Performance
DFUSX vs. JEPAX - Performance Comparison
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DFUSX vs. JEPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DFUSX DFA U.S. Large Company Portfolio | -7.05% | 17.76% | 24.91% | 26.28% | -18.14% | 28.53% | 18.41% | 16.98% |
JEPAX JPMorgan Equity Premium Income Fund Class A | -2.40% | 7.55% | 12.07% | 9.42% | -4.05% | 19.13% | 5.75% | 7.45% |
Returns By Period
In the year-to-date period, DFUSX achieves a -7.05% return, which is significantly lower than JEPAX's -2.40% return.
DFUSX
- 1D
- -0.40%
- 1M
- -7.66%
- YTD
- -7.05%
- 6M
- -4.63%
- 1Y
- 14.38%
- 3Y*
- 17.12%
- 5Y*
- 11.34%
- 10Y*
- 13.60%
JEPAX
- 1D
- 0.07%
- 1M
- -7.35%
- YTD
- -2.40%
- 6M
- 0.30%
- 1Y
- 4.66%
- 3Y*
- 8.21%
- 5Y*
- 7.30%
- 10Y*
- —
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DFUSX vs. JEPAX - Expense Ratio Comparison
DFUSX has a 0.08% expense ratio, which is lower than JEPAX's 0.85% expense ratio.
Return for Risk
DFUSX vs. JEPAX — Risk / Return Rank
DFUSX
JEPAX
DFUSX vs. JEPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Company Portfolio (DFUSX) and JPMorgan Equity Premium Income Fund Class A (JEPAX). 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.
| DFUSX | JEPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.46 | +0.39 |
Sortino ratioReturn per unit of downside risk | 1.32 | 0.74 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.12 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 0.46 | +0.41 |
Martin ratioReturn relative to average drawdown | 4.25 | 2.14 | +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. | |||
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Sharpe Ratios by Period
| DFUSX | JEPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.46 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.64 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.51 | -0.09 |
Correlation
The correlation between DFUSX and JEPAX is 0.77, 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
DFUSX vs. JEPAX - Dividend Comparison
DFUSX's dividend yield for the trailing twelve months is around 1.14%, less than JEPAX's 7.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUSX DFA U.S. Large Company Portfolio | 1.14% | 1.04% | 1.24% | 4.17% | 6.24% | 6.57% | 3.82% | 2.74% | 2.64% | 1.56% | 1.95% | 2.87% |
JEPAX JPMorgan Equity Premium Income Fund Class A | 7.45% | 7.88% | 6.95% | 8.19% | 11.98% | 5.96% | 11.35% | 5.61% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFUSX vs. JEPAX - Drawdown Comparison
The maximum DFUSX drawdown since its inception was -54.96%, which is greater than JEPAX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for DFUSX and JEPAX.
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Drawdown Indicators
| DFUSX | JEPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.96% | -32.69% | -22.27% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -10.43% | -1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -13.74% | -10.84% |
Max Drawdown (10Y)Largest decline over 10 years | -33.79% | — | — |
Current DrawdownCurrent decline from peak | -8.88% | -7.35% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -10.66% | -3.05% | -7.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.23% | +0.39% |
Volatility
DFUSX vs. JEPAX - Volatility Comparison
DFA U.S. Large Company Portfolio (DFUSX) has a higher volatility of 4.25% compared to JPMorgan Equity Premium Income Fund Class A (JEPAX) at 3.45%. This indicates that DFUSX's price experiences larger fluctuations and is considered to be riskier than JEPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFUSX | JEPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 3.45% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 8.64% | 6.50% | +2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.96% | 13.68% | +4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 11.40% | +5.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 15.02% | +3.01% |