DSFIX vs. JLGMX
Compare and contrast key facts about DFA Social Fixed Income Portfolio (DSFIX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX).
DSFIX is managed by Dimensional. It was launched on Apr 5, 2016. 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
DSFIX vs. JLGMX - Performance Comparison
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DSFIX vs. JLGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSFIX DFA Social Fixed Income Portfolio | -0.12% | 6.80% | 1.81% | 7.18% | -13.07% | -2.19% | 9.26% | 9.83% | -0.32% | 3.24% |
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% | 37.26% |
Returns By Period
In the year-to-date period, DSFIX achieves a -0.12% return, which is significantly higher than JLGMX's -8.48% return.
DSFIX
- 1D
- 0.22%
- 1M
- -1.53%
- YTD
- -0.12%
- 6M
- 0.44%
- 1Y
- 3.96%
- 3Y*
- 4.10%
- 5Y*
- 0.48%
- 10Y*
- —
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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DSFIX vs. JLGMX - Expense Ratio Comparison
DSFIX has a 0.21% expense ratio, which is lower than JLGMX's 0.44% expense ratio.
Return for Risk
DSFIX vs. JLGMX — Risk / Return Rank
DSFIX
JLGMX
DSFIX vs. JLGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Social Fixed Income Portfolio (DSFIX) 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.
| DSFIX | JLGMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.64 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.05 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.15 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 0.81 | +0.97 |
Martin ratioReturn relative to average drawdown | 5.39 | 2.47 | +2.91 |
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
| DSFIX | JLGMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.64 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.53 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.80 | -0.35 |
Correlation
The correlation between DSFIX and JLGMX is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
DSFIX vs. JLGMX - Dividend Comparison
DSFIX's dividend yield for the trailing twelve months is around 4.02%, less than JLGMX's 12.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSFIX DFA Social Fixed Income Portfolio | 4.02% | 3.61% | 3.95% | 3.28% | 2.54% | 2.70% | 2.22% | 2.58% | 2.56% | 1.87% | 0.00% | 0.00% |
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
DSFIX vs. JLGMX - Drawdown Comparison
The maximum DSFIX drawdown since its inception was -18.94%, smaller than the maximum JLGMX drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for DSFIX and JLGMX.
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Drawdown Indicators
| DSFIX | JLGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.94% | -31.82% | +12.88% |
Max Drawdown (1Y)Largest decline over 1 year | -2.66% | -16.73% | +14.07% |
Max Drawdown (5Y)Largest decline over 5 years | -18.87% | -31.13% | +12.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.82% | — |
Current DrawdownCurrent decline from peak | -1.95% | -13.83% | +11.88% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -5.82% | +1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 5.51% | -4.63% |
Volatility
DSFIX vs. JLGMX - Volatility Comparison
The current volatility for DFA Social Fixed Income Portfolio (DSFIX) is 1.59%, while JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a volatility of 6.48%. This indicates that DSFIX experiences smaller price fluctuations and is considered to be less risky than JLGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSFIX | JLGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.59% | 6.48% | -4.89% |
Volatility (6M)Calculated over the trailing 6-month period | 2.59% | 12.54% | -9.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.39% | 21.14% | -16.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.77% | 20.25% | -14.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.97% | 21.54% | -16.57% |