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DUSQX vs. JEPIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DUSQX vs. JEPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Large Cap Equity Portfolio (DUSQX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DUSQX achieves a 10.32% return, which is significantly higher than JEPIX's 3.44% return.


DUSQX

1D
1.51%
1M
0.05%
6M
8.32%
YTD
10.32%
1Y
21.04%
3Y*
18.77%
5Y*
11.85%
10Y*
14.51%
ALL TIME*
13.02%

JEPIX

1D
0.57%
1M
0.28%
6M
1.04%
YTD
3.44%
1Y
9.85%
3Y*
8.69%
5Y*
7.00%
10Y*
ALL TIME*
7.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

DUSQX vs. JEPIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DUSQX
DFA U.S. Large Cap Equity Portfolio
10.32%16.76%24.25%24.23%-16.85%24.31%18.89%31.52%-14.31%
JEPIX
JPMorgan Equity Premium Income Fund Class I
3.44%7.82%12.43%9.68%-3.81%19.36%6.02%16.44%-9.93%

Correlation

The correlation between DUSQX and JEPIX is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.58

Correlation (3Y)
Balances recent behavior with more history.

0.72

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.76

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2018

0.76

The correlation between DUSQX and JEPIX shifts across timeframes, from 0.58 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DUSQX vs. JEPIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DUSQX
DUSQX Risk / Return Rank: 7070
Overall Rank
DUSQX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DUSQX Sortino Ratio Rank: 6666
Sortino Ratio Rank
DUSQX Omega Ratio Rank: 6565
Omega Ratio Rank
DUSQX Calmar Ratio Rank: 7171
Calmar Ratio Rank
DUSQX Martin Ratio Rank: 8282
Martin Ratio Rank

JEPIX
JEPIX Risk / Return Rank: 3131
Overall Rank
JEPIX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
JEPIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
JEPIX Omega Ratio Rank: 3333
Omega Ratio Rank
JEPIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
JEPIX Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DUSQX vs. JEPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Equity Portfolio (DUSQX) and JPMorgan Equity Premium Income Fund Class I (JEPIX). 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.


DUSQXJEPIXDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.29

1.19

+0.10

Calmar ratioReturn relative to maximum drawdown

2.30

1.21

+1.10

Martin ratioReturn relative to average drawdown

10.13

3.43

+6.70

DUSQX vs. JEPIX - Sharpe Ratio Comparison

The current DUSQX Sharpe Ratio is 1.60, which is higher than the JEPIX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of DUSQX and JEPIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DUSQX vs. JEPIX - Drawdown Comparison

The maximum DUSQX drawdown since its inception was -34.83%, which is greater than JEPIX's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for DUSQX and JEPIX.


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Drawdown Indicators


DUSQXJEPIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.83%

-32.63%

-2.20%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-7.41%

-0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-19.00%

-13.42%

-5.58%

Max Drawdown (5Y)

Largest decline over 5 years

-24.05%

-13.67%

-10.38%

Max Drawdown (10Y)

Largest decline over 10 years

-34.83%

Current Drawdown

Current decline from peak

-1.18%

-1.78%

+0.60%

Average Drawdown

Average peak-to-trough decline

-4.10%

-3.21%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

2.60%

-0.71%

Volatility

DUSQX vs. JEPIX - Volatility Comparison

DFA U.S. Large Cap Equity Portfolio (DUSQX) has a higher volatility of 3.04% compared to JPMorgan Equity Premium Income Fund Class I (JEPIX) at 2.40%. This indicates that DUSQX's price experiences larger fluctuations and is considered to be riskier than JEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DUSQXJEPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

2.40%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

9.54%

7.08%

+2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

11.99%

8.85%

+3.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.75%

11.49%

+5.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.66%

14.65%

+3.01%

DUSQX vs. JEPIX - Expense Ratio Comparison

DUSQX has a 0.13% expense ratio, which is lower than JEPIX's 0.59% expense ratio.


Dividends

DUSQX vs. JEPIX - Dividend Comparison

DUSQX's dividend yield for the trailing twelve months is around 0.95%, less than JEPIX's 7.31% yield.


PositionTTM20252024202320222021202020192018201720162015
DUSQX
DFA U.S. Large Cap Equity Portfolio
0.95%0.98%1.11%4.95%4.84%2.45%1.42%1.65%1.79%1.62%1.80%1.75%
JEPIX
JPMorgan Equity Premium Income Fund Class I
7.31%8.12%7.20%8.42%12.24%6.15%11.59%3.91%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DUSQX and JEPIX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DUSQX has higher volatility (3.04%) compared to JEPIX (2.40%). In terms of maximum drawdown, DUSQX dropped -34.83% vs JEPIX's -32.63%.

DUSQX currently has the higher Sharpe Ratio (1.60 vs 1.01), 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.

Portfolio Optimizer

Find the right allocation for DUSQX and JEPIX

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