DSTL vs. VGRIX

Last updated Jun 4, 2026

DSTL (Distillate U.S. Fundamental Stability & Value ETF) and VGRIX (JPMorgan U.S. Value Fund) are both Large Cap Value Equities funds. Over the past 5 years, DSTL returned 9.04%/yr vs 10.13%/yr for VGRIX. Their correlation of 0.90 suggests significant overlap in exposure. DSTL charges 0.39%/yr vs 0.94%/yr for VGRIX.

Performance

DSTL vs. VGRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Distillate U.S. Fundamental Stability & Value ETF (DSTL) and JPMorgan U.S. Value Fund (VGRIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DSTL achieves a 2.53% return, which is significantly lower than VGRIX's 9.25% return.

DSTL

• 1D: -0.69%
• 1M: 1.26%
• YTD: 2.53%
• 6M: 2.90%
• 1Y: 12.73%
• 3Y*: 13.05%
• 5Y*: 9.04%
• 10Y*: —

VGRIX

• 1D: 0.64%
• 1M: 2.00%
• YTD: 9.25%
• 6M: 10.18%
• 1Y: 22.23%
• 3Y*: 16.17%
• 5Y*: 10.13%
• 10Y*: 12.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DSTL vs. VGRIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DSTL Distillate U.S. Fundamental Stability & Value ETF	2.53%	8.71%	12.78%	22.71%	-10.64%	28.87%	19.31%	35.49%	-6.66%
VGRIX JPMorgan U.S. Value Fund	9.25%	13.64%	16.17%	9.18%	-2.56%	26.83%	4.27%	27.84%	-3.85%

Correlation

The correlation between DSTL and VGRIX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018	0.90

The correlation between DSTL and VGRIX shifts across timeframes, from 0.74 (1 year) to 0.90 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

DSTL vs. VGRIX — Risk / Return Rank

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

DSTL

DSTL Risk / Return Rank: 30
DSTL Sharpe Ratio Rank: 29
DSTL Sortino Ratio Rank: 30
DSTL Omega Ratio Rank: 27
DSTL Calmar Ratio Rank: 31
DSTL Martin Ratio Rank: 31

VGRIX

VGRIX Risk / Return Rank: 57
VGRIX Sharpe Ratio Rank: 55
VGRIX Sortino Ratio Rank: 55
VGRIX Omega Ratio Rank: 51
VGRIX Calmar Ratio Rank: 64
VGRIX Martin Ratio Rank: 61

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.

DSTL vs. VGRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Distillate U.S. Fundamental Stability & Value ETF (DSTL) and JPMorgan U.S. Value Fund (VGRIX). 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.

	DSTL	VGRIX	Difference
Sharpe ratio: Return per unit of total volatility	1.08	2.19	-1.11
Sortino ratio: Return per unit of downside risk	1.65	3.14	-1.49
Omega ratio: Gain probability vs. loss probability	1.19	1.39	-0.21
Calmar ratio: Return relative to maximum drawdown	1.54	3.08	-1.54
Martin ratio: Return relative to average drawdown	4.63	12.03	-7.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DSTL vs. VGRIX - Sharpe Ratio Comparison

The current DSTL Sharpe Ratio is 1.08, which is lower than the VGRIX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of DSTL and VGRIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DSTL	VGRIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.08	2.19	-1.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	0.71	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.70	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	0.65	+0.07

Drawdowns

DSTL vs. VGRIX - Drawdown Comparison

The maximum DSTL drawdown since its inception was -33.09%, smaller than the maximum VGRIX drawdown of -58.30%. Use the drawdown chart below to compare losses from any high point for DSTL and VGRIX.

Drawdown Indicators

	DSTL	VGRIX	Difference
Max Drawdown Largest peak-to-trough decline	-33.09%	-58.30%	+25.21%
Max Drawdown (1Y) Largest decline over 1 year	-8.30%	-7.48%	-0.82%
Max Drawdown (3Y) Largest decline over 3 years	-16.92%	-14.47%	-2.45%
Max Drawdown (5Y) Largest decline over 5 years	-20.10%	-15.36%	-4.74%
Max Drawdown (10Y) Largest decline over 10 years	—	-38.59%	—
Current Drawdown Current decline from peak	-2.61%	0.00%	-2.61%
Average Drawdown Average peak-to-trough decline	-4.15%	-7.83%	+3.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.75%	1.91%	+0.84%

Volatility

DSTL vs. VGRIX - Volatility Comparison

Distillate U.S. Fundamental Stability & Value ETF (DSTL) has a higher volatility of 3.39% compared to JPMorgan U.S. Value Fund (VGRIX) at 2.44%. This indicates that DSTL's price experiences larger fluctuations and is considered to be riskier than VGRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DSTL	VGRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.39%	2.44%	+0.95%
Volatility (6M) Calculated over the trailing 6-month period	8.35%	7.99%	+0.36%
Volatility (1Y) Calculated over the trailing 1-year period	11.87%	10.50%	+1.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.75%	14.40%	+1.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.39%	17.33%	+2.06%

DSTL vs. VGRIX - Expense Ratio Comparison

DSTL has a 0.39% expense ratio, which is lower than VGRIX's 0.94% expense ratio.

Dividends

DSTL vs. VGRIX - Dividend Comparison

DSTL's dividend yield for the trailing twelve months is around 1.24%, less than VGRIX's 4.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DSTL Distillate U.S. Fundamental Stability & Value ETF	1.24%	1.31%	1.34%	1.30%	1.35%	1.01%	0.83%	0.97%	0.00%	0.00%	0.00%	0.00%
VGRIX JPMorgan U.S. Value Fund	4.76%	5.20%	4.20%	1.39%	1.49%	2.74%	2.46%	3.43%	6.70%	5.30%	6.18%	7.23%

Frequently Asked Questions

Can I hold both DSTL and VGRIX in my portfolio?

DSTL and VGRIX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DSTL or VGRIX?

DSTL has higher volatility (3.39%) compared to VGRIX (2.44%). In terms of maximum drawdown, DSTL dropped -33.09% vs VGRIX's -58.30%.

Which has better risk-adjusted returns?

VGRIX currently has the higher Sharpe Ratio (2.19 vs 1.08), 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.