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HLLVX vs. DFCFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HLLVX vs. DFCFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Short Duration Bond Fund (HLLVX) and DFA Two-Year Fixed Income Portfolio (DFCFX). The values are adjusted to include any dividend payments, if applicable.

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HLLVX vs. DFCFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HLLVX
JPMorgan Short Duration Bond Fund
-0.18%5.57%5.15%5.40%-3.71%-0.07%4.51%4.26%1.16%0.85%
DFCFX
DFA Two-Year Fixed Income Portfolio
0.89%2.28%5.33%4.92%-3.28%8.60%0.57%2.65%1.78%0.92%

Returns By Period

In the year-to-date period, HLLVX achieves a -0.18% return, which is significantly lower than DFCFX's 0.89% return. Over the past 10 years, HLLVX has underperformed DFCFX with an annualized return of 2.26%, while DFCFX has yielded a comparatively higher 2.44% annualized return.


HLLVX

1D
0.09%
1M
-1.00%
YTD
-0.18%
6M
1.04%
1Y
3.74%
3Y*
4.70%
5Y*
2.32%
10Y*
2.26%

DFCFX

1D
0.06%
1M
0.26%
YTD
0.89%
6M
1.87%
1Y
3.08%
3Y*
4.06%
5Y*
3.68%
10Y*
2.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HLLVX vs. DFCFX - Expense Ratio Comparison

HLLVX has a 0.34% expense ratio, which is higher than DFCFX's 0.21% expense ratio.


Return for Risk

HLLVX vs. DFCFX — Risk / Return Rank

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

HLLVX
HLLVX Risk / Return Rank: 9797
Overall Rank
HLLVX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
HLLVX Sortino Ratio Rank: 9797
Sortino Ratio Rank
HLLVX Omega Ratio Rank: 9696
Omega Ratio Rank
HLLVX Calmar Ratio Rank: 9696
Calmar Ratio Rank
HLLVX Martin Ratio Rank: 9797
Martin Ratio Rank

DFCFX
DFCFX Risk / Return Rank: 8686
Overall Rank
DFCFX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DFCFX Sortino Ratio Rank: 9494
Sortino Ratio Rank
DFCFX Omega Ratio Rank: 100100
Omega Ratio Rank
DFCFX Calmar Ratio Rank: 8484
Calmar Ratio Rank
DFCFX Martin Ratio Rank: 5858
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.

HLLVX vs. DFCFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Bond Fund (HLLVX) and DFA Two-Year Fixed Income Portfolio (DFCFX). 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.


HLLVXDFCFXDifference

Sharpe ratio

Return per unit of total volatility

2.44

2.59

-0.15

Sortino ratio

Return per unit of downside risk

3.94

2.98

+0.96

Omega ratio

Gain probability vs. loss probability

1.57

3.80

-2.23

Calmar ratio

Return relative to maximum drawdown

3.59

2.07

+1.52

Martin ratio

Return relative to average drawdown

17.24

5.56

+11.68

HLLVX vs. DFCFX - Sharpe Ratio Comparison

The current HLLVX Sharpe Ratio is 2.44, which is comparable to the DFCFX Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of HLLVX and DFCFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HLLVXDFCFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

2.59

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

0.84

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.37

0.78

+0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

2.03

1.34

+0.69

Correlation

The correlation between HLLVX and DFCFX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HLLVX vs. DFCFX - Dividend Comparison

HLLVX's dividend yield for the trailing twelve months is around 3.88%, more than DFCFX's 2.94% yield.


TTM20252024202320222021202020192018201720162015
HLLVX
JPMorgan Short Duration Bond Fund
3.88%4.21%3.98%2.95%1.45%1.21%2.03%2.40%1.71%1.23%0.95%0.99%
DFCFX
DFA Two-Year Fixed Income Portfolio
2.94%2.16%4.90%3.43%1.32%8.29%0.67%2.22%1.87%1.22%0.79%0.53%

Drawdowns

HLLVX vs. DFCFX - Drawdown Comparison

The maximum HLLVX drawdown since its inception was -5.77%, which is greater than DFCFX's maximum drawdown of -4.27%. Use the drawdown chart below to compare losses from any high point for HLLVX and DFCFX.


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Drawdown Indicators


HLLVXDFCFXDifference

Max Drawdown

Largest peak-to-trough decline

-5.77%

-4.27%

-1.50%

Max Drawdown (1Y)

Largest decline over 1 year

-1.09%

-1.03%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-5.77%

-4.27%

-1.50%

Max Drawdown (10Y)

Largest decline over 10 years

-5.77%

-4.27%

-1.50%

Current Drawdown

Current decline from peak

-1.00%

0.00%

-1.00%

Average Drawdown

Average peak-to-trough decline

-0.42%

-0.26%

-0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

0.38%

-0.15%

Volatility

HLLVX vs. DFCFX - Volatility Comparison

JPMorgan Short Duration Bond Fund (HLLVX) has a higher volatility of 0.51% compared to DFA Two-Year Fixed Income Portfolio (DFCFX) at 0.15%. This indicates that HLLVX's price experiences larger fluctuations and is considered to be riskier than DFCFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HLLVXDFCFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.51%

0.15%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

0.95%

0.43%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

1.54%

1.21%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.98%

4.39%

-2.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.66%

3.13%

-1.47%