DUSQX vs. JEPIX
DUSQX (DFA U.S. Large Cap Equity Portfolio) and JEPIX (JPMorgan Equity Premium Income Fund Class I) are both mutual funds - DUSQX is a Large Cap Blend Equities fund managed by Dimensional, while JEPIX is a Derivative Income fund actively managed by JPMorgan. Over the past 5 years, DUSQX returned 11.85%/yr vs 7.00%/yr for JEPIX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. DUSQX charges 0.13%/yr vs 0.59%/yr for JEPIX.
Performance
DUSQX vs. JEPIX - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
DUSQX
JEPIX
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.
| DUSQX | JEPIX | Difference | |
|---|---|---|---|
| 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 |
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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
| DUSQX | JEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.18% | -1.78% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -3.21% | -0.89% |
Ulcer IndexDepth 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
| DUSQX | JEPIX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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