PortfoliosLab logoPortfoliosLab logo
DSMFX vs. JCMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSMFX vs. JCMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Destinations Small-Mid Cap Equity Fund (DSMFX) and JPMorgan Mid Cap Equity Fund Class A (JCMAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DSMFX vs. JCMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSMFX
Destinations Small-Mid Cap Equity Fund
0.28%13.94%14.72%11.61%-19.89%26.65%23.63%30.82%-7.68%12.35%
JCMAX
JPMorgan Mid Cap Equity Fund Class A
-2.67%5.82%18.44%15.87%-16.24%19.67%22.33%32.37%-8.43%13.77%

Returns By Period

In the year-to-date period, DSMFX achieves a 0.28% return, which is significantly higher than JCMAX's -2.67% return.


DSMFX

1D
-1.71%
1M
-8.77%
YTD
0.28%
6M
3.91%
1Y
26.70%
3Y*
13.32%
5Y*
5.56%
10Y*

JCMAX

1D
-0.50%
1M
-7.88%
YTD
-2.67%
6M
-3.02%
1Y
7.87%
3Y*
11.07%
5Y*
5.58%
10Y*
10.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DSMFX vs. JCMAX - Expense Ratio Comparison

DSMFX has a 1.10% expense ratio, which is lower than JCMAX's 1.14% expense ratio.


Return for Risk

DSMFX vs. JCMAX — Risk / Return Rank

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

DSMFX
DSMFX Risk / Return Rank: 6464
Overall Rank
DSMFX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DSMFX Sortino Ratio Rank: 6363
Sortino Ratio Rank
DSMFX Omega Ratio Rank: 5858
Omega Ratio Rank
DSMFX Calmar Ratio Rank: 6767
Calmar Ratio Rank
DSMFX Martin Ratio Rank: 7373
Martin Ratio Rank

JCMAX
JCMAX Risk / Return Rank: 1919
Overall Rank
JCMAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
JCMAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
JCMAX Omega Ratio Rank: 1818
Omega Ratio Rank
JCMAX Calmar Ratio Rank: 1818
Calmar Ratio Rank
JCMAX 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.

DSMFX vs. JCMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Destinations Small-Mid Cap Equity Fund (DSMFX) and JPMorgan Mid Cap Equity Fund Class A (JCMAX). 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.


DSMFXJCMAXDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.47

+0.59

Sortino ratio

Return per unit of downside risk

1.62

0.79

+0.82

Omega ratio

Gain probability vs. loss probability

1.23

1.11

+0.12

Calmar ratio

Return relative to maximum drawdown

1.55

0.53

+1.02

Martin ratio

Return relative to average drawdown

6.93

2.38

+4.54

DSMFX vs. JCMAX - Sharpe Ratio Comparison

The current DSMFX Sharpe Ratio is 1.06, which is higher than the JCMAX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of DSMFX and JCMAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DSMFXJCMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.47

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.32

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.64

-0.15

Correlation

The correlation between DSMFX and JCMAX is 0.93, 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

DSMFX vs. JCMAX - Dividend Comparison

DSMFX's dividend yield for the trailing twelve months is around 7.11%, more than JCMAX's 6.33% yield.


TTM20252024202320222021202020192018201720162015
DSMFX
Destinations Small-Mid Cap Equity Fund
7.11%7.13%7.71%0.26%3.57%27.39%2.06%4.05%5.96%0.92%0.00%0.00%
JCMAX
JPMorgan Mid Cap Equity Fund Class A
6.33%6.16%8.60%0.31%2.63%7.65%11.63%8.54%12.89%5.69%3.23%5.06%

Drawdowns

DSMFX vs. JCMAX - Drawdown Comparison

The maximum DSMFX drawdown since its inception was -42.52%, which is greater than JCMAX's maximum drawdown of -38.33%. Use the drawdown chart below to compare losses from any high point for DSMFX and JCMAX.


Loading graphics...

Drawdown Indicators


DSMFXJCMAXDifference

Max Drawdown

Largest peak-to-trough decline

-42.52%

-38.33%

-4.19%

Max Drawdown (1Y)

Largest decline over 1 year

-13.93%

-12.34%

-1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-30.72%

-25.26%

-5.46%

Max Drawdown (10Y)

Largest decline over 10 years

-38.33%

Current Drawdown

Current decline from peak

-9.75%

-8.26%

-1.49%

Average Drawdown

Average peak-to-trough decline

-8.91%

-5.19%

-3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

2.77%

+0.87%

Volatility

DSMFX vs. JCMAX - Volatility Comparison

Destinations Small-Mid Cap Equity Fund (DSMFX) has a higher volatility of 6.40% compared to JPMorgan Mid Cap Equity Fund Class A (JCMAX) at 4.42%. This indicates that DSMFX's price experiences larger fluctuations and is considered to be riskier than JCMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DSMFXJCMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

4.42%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

13.28%

9.17%

+4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

23.85%

17.55%

+6.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.89%

17.41%

+3.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.90%

19.59%

+2.31%