DMB vs. AGRDX
DMB (Dimensional Multi-Blend Fund) and AGRDX (JPMorgan Research Enhanced Equity Fund Class R6) are both Large Cap Blend Equities funds. Over the past 10 years, DMB returned 1.59%/yr vs 15.89%/yr for AGRDX. Their 0.16 correlation means their historical movements had little consistent relationship. DMB charges 0.03%/yr vs 0.25%/yr for AGRDX.
Performance
DMB vs. AGRDX - Performance Comparison
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Returns By Period
In the year-to-date period, DMB achieves a -1.46% return, which is significantly lower than AGRDX's 1.10% return. Over the past 10 years, DMB has underperformed AGRDX with an annualized return of 1.59%, while AGRDX has yielded a comparatively higher 15.89% annualized return.
DMB
- 1D
- -0.47%
- 1M
- -4.45%
- 6M
- -3.07%
- YTD
- -1.46%
- 1Y
- 10.24%
- 3Y*
- 0.71%
- 5Y*
- -3.00%
- 10Y*
- 1.59%
- ALL TIME*
- 2.28%
AGRDX
- 1D
- 2.83%
- 1M
- -2.77%
- 6M
- 2.79%
- YTD
- 1.10%
- 1Y
- 11.24%
- 3Y*
- 16.84%
- 5Y*
- 9.79%
- 10Y*
- 15.89%
- ALL TIME*
- 14.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $551.04K | $643.10K | $567.43K |
DMB vs. AGRDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DMB Dimensional Multi-Blend Fund | -1.46% | 10.69% | 3.87% | 2.42% | -23.23% | 7.04% | 0.75% | 28.84% | -3.89% | 11.52% |
AGRDX JPMorgan Research Enhanced Equity Fund Class R6 | 1.10% | 15.66% | 26.66% | 43.81% | -31.15% | 28.29% | 35.69% | 35.89% | -1.22% | 29.85% |
Correlation
The correlation between DMB and AGRDX is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.25 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.16 |
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Return for Risk
DMB vs. AGRDX — Risk / Return Rank
DMB
AGRDX
DMB vs. AGRDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Multi-Blend Fund (DMB) and JPMorgan Research Enhanced Equity Fund Class R6 (AGRDX). 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.
| DMB | AGRDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.10 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 0.56 | +0.77 |
| Martin ratioReturn relative to average drawdown | 4.82 | 1.69 | +3.13 |
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Drawdowns
DMB vs. AGRDX - Drawdown Comparison
The maximum DMB drawdown since its inception was -40.15%, which is greater than AGRDX's maximum drawdown of -34.73%. Use the drawdown chart below to compare losses from any high point for DMB and AGRDX.
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Drawdown Indicators
| DMB | AGRDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.15% | -34.73% | -5.42% |
Max Drawdown (1Y)Largest decline over 1 year | -8.00% | -16.55% | +8.55% |
Max Drawdown (3Y)Largest decline over 3 years | -18.13% | -24.12% | +5.99% |
Max Drawdown (5Y)Largest decline over 5 years | -40.15% | -34.73% | -5.42% |
Max Drawdown (10Y)Largest decline over 10 years | -40.15% | -34.73% | -5.42% |
Current DrawdownCurrent decline from peak | -21.76% | -7.49% | -14.27% |
Average DrawdownAverage peak-to-trough decline | -14.34% | -5.89% | -8.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 5.45% | -3.25% |
Volatility
DMB vs. AGRDX - Volatility Comparison
The current volatility for Dimensional Multi-Blend Fund (DMB) is 2.27%, while JPMorgan Research Enhanced Equity Fund Class R6 (AGRDX) has a volatility of 5.54%. This indicates that DMB experiences smaller price fluctuations and is considered to be less risky than AGRDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DMB | AGRDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.27% | 5.54% | -3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 6.97% | 13.84% | -6.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.16% | 17.43% | -8.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 21.83% | -7.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.12% | 21.41% | -6.29% |
DMB vs. AGRDX - Expense Ratio Comparison
DMB has a 0.03% expense ratio, which is lower than AGRDX's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DMB vs. AGRDX - Dividend Comparison
DMB's dividend yield for the trailing twelve months is around 4.90%, less than AGRDX's 16.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGRDX JPMorgan Research Enhanced Equity Fund Class R6 | 16.08% | 16.25% | 5.72% | 4.64% | 5.01% | 9.55% | 5.24% | 5.86% | 13.94% | 9.95% | 4.58% | 6.71% |
DMB Dimensional Multi-Blend Fund | 4.90% | 3.93% | 3.48% | 4.46% | 5.80% | 4.42% | 4.54% | 4.36% | 5.36% | 4.89% | 5.97% | 6.06% |
Frequently Asked Questions
DMB and AGRDX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGRDX has higher volatility (5.54%) compared to DMB (2.27%). In terms of maximum drawdown, DMB dropped -40.15% vs AGRDX's -34.73%.
DMB currently has the higher Sharpe Ratio (1.16 vs 0.53), 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.
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