DGSIX vs. JEPQ
Compare and contrast key facts about DFA Global Allocation 60/40 Portfolio (DGSIX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
DGSIX is managed by Dimensional. It was launched on Dec 23, 2003. JEPQ is a passively managed fund by JPMorgan that tracks the performance of the Nasdaq-100 Index. It was launched on May 3, 2022.
Performance
DGSIX vs. JEPQ - Performance Comparison
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DGSIX vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DGSIX DFA Global Allocation 60/40 Portfolio | -1.70% | 14.06% | 11.31% | 14.59% | -5.17% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -2.87% | 15.18% | 24.85% | 36.28% | -12.89% |
Returns By Period
In the year-to-date period, DGSIX achieves a -1.70% return, which is significantly higher than JEPQ's -2.87% return.
DGSIX
- 1D
- -0.15%
- 1M
- -5.57%
- YTD
- -1.70%
- 6M
- 0.40%
- 1Y
- 12.68%
- 3Y*
- 11.12%
- 5Y*
- 6.47%
- 10Y*
- 7.83%
JEPQ
- 1D
- 3.25%
- 1M
- -3.50%
- YTD
- -2.87%
- 6M
- 1.65%
- 1Y
- 19.82%
- 3Y*
- 19.06%
- 5Y*
- —
- 10Y*
- —
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DGSIX vs. JEPQ - Expense Ratio Comparison
DGSIX has a 0.24% expense ratio, which is lower than JEPQ's 0.35% expense ratio.
Return for Risk
DGSIX vs. JEPQ — Risk / Return Rank
DGSIX
JEPQ
DGSIX vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 60/40 Portfolio (DGSIX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.
| DGSIX | JEPQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.07 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.88 | 1.64 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.27 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.70 | -0.13 |
Martin ratioReturn relative to average drawdown | 7.25 | 8.45 | -1.20 |
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
| DGSIX | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.07 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.82 | -0.23 |
Correlation
The correlation between DGSIX and JEPQ is 0.82, 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
DGSIX vs. JEPQ - Dividend Comparison
DGSIX's dividend yield for the trailing twelve months is around 8.77%, less than JEPQ's 11.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSIX DFA Global Allocation 60/40 Portfolio | 8.77% | 8.56% | 7.25% | 5.27% | 4.55% | 5.53% | 3.39% | 2.61% | 3.01% | 1.29% | 1.23% | 1.92% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.10% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DGSIX vs. JEPQ - Drawdown Comparison
The maximum DGSIX drawdown since its inception was -41.64%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for DGSIX and JEPQ.
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Drawdown Indicators
| DGSIX | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.64% | -20.07% | -21.57% |
Max Drawdown (1Y)Largest decline over 1 year | -7.27% | -11.58% | +4.31% |
Max Drawdown (5Y)Largest decline over 5 years | -18.36% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -23.59% | — | — |
Current DrawdownCurrent decline from peak | -5.85% | -5.85% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -3.55% | -0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 2.34% | -0.73% |
Volatility
DGSIX vs. JEPQ - Volatility Comparison
The current volatility for DFA Global Allocation 60/40 Portfolio (DGSIX) is 2.96%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.02%. This indicates that DGSIX experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSIX | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 6.02% | -3.06% |
Volatility (6M)Calculated over the trailing 6-month period | 5.51% | 10.47% | -4.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.85% | 18.52% | -8.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 16.91% | -6.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.34% | 16.91% | -6.57% |