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DFWVX vs. JLGMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFWVX vs. JLGMX - Performance Comparison

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

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DFWVX vs. JLGMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFWVX
DFA World ex U.S. Value Portfolio Fund
4.87%40.30%6.66%17.37%-6.41%32.65%-0.40%344.89%-16.69%28.21%
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, DFWVX achieves a 4.87% return, which is significantly higher than JLGMX's -8.48% return. Over the past 10 years, DFWVX has outperformed JLGMX with an annualized return of 28.45%, while JLGMX has yielded a comparatively lower 18.24% annualized return.


DFWVX

1D
2.38%
1M
-6.17%
YTD
4.87%
6M
11.99%
1Y
35.48%
3Y*
20.44%
5Y*
15.52%
10Y*
28.45%

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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DFWVX vs. JLGMX - Expense Ratio Comparison

DFWVX has a 0.40% expense ratio, which is lower than JLGMX's 0.44% expense ratio.


Return for Risk

DFWVX vs. JLGMX — Risk / Return Rank

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

DFWVX
DFWVX Risk / Return Rank: 9393
Overall Rank
DFWVX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DFWVX Sortino Ratio Rank: 9494
Sortino Ratio Rank
DFWVX Omega Ratio Rank: 9494
Omega Ratio Rank
DFWVX Calmar Ratio Rank: 8989
Calmar Ratio Rank
DFWVX Martin Ratio Rank: 9191
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.

DFWVX vs. JLGMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Value Portfolio Fund (DFWVX) 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.


DFWVXJLGMXDifference

Sharpe ratio

Return per unit of total volatility

2.44

0.64

+1.80

Sortino ratio

Return per unit of downside risk

3.06

1.05

+2.01

Omega ratio

Gain probability vs. loss probability

1.49

1.15

+0.35

Calmar ratio

Return relative to maximum drawdown

2.51

0.81

+1.69

Martin ratio

Return relative to average drawdown

11.03

2.47

+8.56

DFWVX vs. JLGMX - Sharpe Ratio Comparison

The current DFWVX Sharpe Ratio is 2.44, which is higher than the JLGMX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of DFWVX 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


DFWVXJLGMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

0.64

+1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.53

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.85

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.80

-0.10

Correlation

The correlation between DFWVX and JLGMX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DFWVX vs. JLGMX - Dividend Comparison

DFWVX's dividend yield for the trailing twelve months is around 3.77%, less than JLGMX's 12.06% yield.


TTM20252024202320222021202020192018201720162015
DFWVX
DFA World ex U.S. Value Portfolio Fund
3.77%3.66%4.28%4.30%3.75%15.97%2.43%110.54%5.26%2.70%2.92%2.77%
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

DFWVX vs. JLGMX - Drawdown Comparison

The maximum DFWVX drawdown since its inception was -41.32%, which is greater than JLGMX's maximum drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for DFWVX and JLGMX.


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Drawdown Indicators


DFWVXJLGMXDifference

Max Drawdown

Largest peak-to-trough decline

-41.32%

-31.82%

-9.50%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-16.73%

+5.03%

Max Drawdown (5Y)

Largest decline over 5 years

-24.59%

-31.13%

+6.54%

Max Drawdown (10Y)

Largest decline over 10 years

-41.32%

-31.82%

-9.50%

Current Drawdown

Current decline from peak

-7.56%

-13.83%

+6.27%

Average Drawdown

Average peak-to-trough decline

-7.15%

-5.82%

-1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

5.51%

-2.51%

Volatility

DFWVX vs. JLGMX - Volatility Comparison

DFA World ex U.S. Value Portfolio Fund (DFWVX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX) have volatilities of 6.56% and 6.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFWVXJLGMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.56%

6.48%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

9.69%

12.54%

-2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

14.91%

21.14%

-6.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

20.25%

-4.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.91%

21.54%

+13.37%