DFWVX vs. JLGMX
Compare and contrast key facts about DFA World ex U.S. Value Portfolio Fund (DFWVX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX).
DFWVX is managed by Dimensional. It was launched on Aug 22, 2010. JLGMX is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 Growth Index. It was launched on Nov 30, 2010.
Performance
DFWVX vs. JLGMX - Performance Comparison
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DFWVX vs. JLGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
DFWVX
JLGMX
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.
| DFWVX | JLGMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.44 | 0.64 | +1.80 |
Sortino ratioReturn per unit of downside risk | 3.06 | 1.05 | +2.01 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.15 | +0.35 |
Calmar ratioReturn relative to maximum drawdown | 2.51 | 0.81 | +1.69 |
Martin ratioReturn relative to average drawdown | 11.03 | 2.47 | +8.56 |
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
| DFWVX | JLGMX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| DFWVX | JLGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.56% | -13.83% | +6.27% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -5.82% | -1.33% |
Ulcer IndexDepth 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
| DFWVX | JLGMX | Difference | |
|---|---|---|---|
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% |