IJSSX vs. DFISX
Compare and contrast key facts about VY JPMorgan Small Cap Core Equity Portfolio (IJSSX) and DFA International Small Company Portfolio (DFISX).
IJSSX is managed by Voya. It was launched on May 1, 2002. DFISX is managed by Dimensional. It was launched on Sep 30, 1996.
Performance
IJSSX vs. DFISX - Performance Comparison
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IJSSX vs. DFISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJSSX VY JPMorgan Small Cap Core Equity Portfolio | -3.90% | 3.33% | 10.74% | 12.31% | -17.82% | 18.21% | 16.30% | 54.14% | -10.86% | 15.57% |
DFISX DFA International Small Company Portfolio | -1.97% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
Returns By Period
In the year-to-date period, IJSSX achieves a -3.90% return, which is significantly lower than DFISX's -1.97% return. Over the past 10 years, IJSSX has outperformed DFISX with an annualized return of 10.41%, while DFISX has yielded a comparatively lower 7.66% annualized return.
IJSSX
- 1D
- -0.93%
- 1M
- -9.03%
- YTD
- -3.90%
- 6M
- -2.68%
- 1Y
- 8.89%
- 3Y*
- 6.57%
- 5Y*
- 1.47%
- 10Y*
- 10.41%
DFISX
- 1D
- -0.34%
- 1M
- -11.77%
- YTD
- -1.97%
- 6M
- 2.11%
- 1Y
- 26.89%
- 3Y*
- 14.28%
- 5Y*
- 6.58%
- 10Y*
- 7.66%
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IJSSX vs. DFISX - Expense Ratio Comparison
IJSSX has a 1.11% expense ratio, which is higher than DFISX's 0.39% expense ratio.
Return for Risk
IJSSX vs. DFISX — Risk / Return Rank
IJSSX
DFISX
IJSSX vs. DFISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY JPMorgan Small Cap Core Equity Portfolio (IJSSX) and DFA International Small Company Portfolio (DFISX). 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.
| IJSSX | DFISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 1.66 | -1.33 |
Sortino ratioReturn per unit of downside risk | 0.64 | 2.15 | -1.51 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.33 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.15 | 2.04 | -2.19 |
Martin ratioReturn relative to average drawdown | -0.45 | 7.97 | -8.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IJSSX | DFISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 1.66 | -1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.42 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.48 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.44 | -0.03 |
Correlation
The correlation between IJSSX and DFISX is 0.64, 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
IJSSX vs. DFISX - Dividend Comparison
IJSSX's dividend yield for the trailing twelve months is around 15.23%, more than DFISX's 3.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJSSX VY JPMorgan Small Cap Core Equity Portfolio | 15.23% | 14.64% | 0.28% | 6.70% | 23.23% | 5.05% | 0.00% | 48.41% | 15.74% | 5.67% | 8.73% | 14.18% |
DFISX DFA International Small Company Portfolio | 3.21% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
Drawdowns
IJSSX vs. DFISX - Drawdown Comparison
The maximum IJSSX drawdown since its inception was -55.02%, smaller than the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for IJSSX and DFISX.
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Drawdown Indicators
| IJSSX | DFISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.02% | -60.66% | +5.64% |
Max Drawdown (1Y)Largest decline over 1 year | -14.07% | -11.96% | -2.11% |
Max Drawdown (5Y)Largest decline over 5 years | -28.04% | -35.06% | +7.02% |
Max Drawdown (10Y)Largest decline over 10 years | -42.85% | -43.00% | +0.15% |
Current DrawdownCurrent decline from peak | -11.31% | -11.77% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -9.40% | -11.69% | +2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.53% | 3.06% | +4.47% |
Volatility
IJSSX vs. DFISX - Volatility Comparison
VY JPMorgan Small Cap Core Equity Portfolio (IJSSX) and DFA International Small Company Portfolio (DFISX) have volatilities of 6.10% and 5.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJSSX | DFISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 5.90% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 12.74% | 10.04% | +2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.36% | 15.38% | +8.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.29% | 15.75% | +5.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.38% | 16.11% | +7.27% |