JCBUX vs. DFAPX
Compare and contrast key facts about JPMorgan Core Bond Fund Class R6 (JCBUX) and DFA Investment Grade Portfolio (DFAPX).
JCBUX is a passively managed fund by JPMorgan that tracks the performance of the Bloomberg U.S. Aggregate Index. It was launched on Feb 22, 2005. DFAPX is managed by Dimensional. It was launched on Mar 7, 2011.
Performance
JCBUX vs. DFAPX - Performance Comparison
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JCBUX vs. DFAPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JCBUX JPMorgan Core Bond Fund Class R6 | 0.15% | 7.55% | 2.25% | 5.85% | -12.18% | -0.95% | 8.28% | 8.59% | 0.35% | 3.88% |
DFAPX DFA Investment Grade Portfolio | -0.05% | 7.22% | 1.81% | 6.84% | -12.92% | -1.57% | 9.19% | 9.97% | -0.24% | 3.37% |
Returns By Period
In the year-to-date period, JCBUX achieves a 0.15% return, which is significantly higher than DFAPX's -0.05% return. Both investments have delivered pretty close results over the past 10 years, with JCBUX having a 2.17% annualized return and DFAPX not far behind at 2.07%.
JCBUX
- 1D
- 0.19%
- 1M
- -1.36%
- YTD
- 0.15%
- 6M
- 0.91%
- 1Y
- 4.37%
- 3Y*
- 4.04%
- 5Y*
- 0.78%
- 10Y*
- 2.17%
DFAPX
- 1D
- 0.30%
- 1M
- -1.50%
- YTD
- -0.05%
- 6M
- 0.51%
- 1Y
- 4.12%
- 3Y*
- 4.18%
- 5Y*
- 0.66%
- 10Y*
- 2.07%
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JCBUX vs. DFAPX - Expense Ratio Comparison
JCBUX has a 0.33% expense ratio, which is higher than DFAPX's 0.20% expense ratio.
Return for Risk
JCBUX vs. DFAPX — Risk / Return Rank
JCBUX
DFAPX
JCBUX vs. DFAPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Bond Fund Class R6 (JCBUX) and DFA Investment Grade Portfolio (DFAPX). 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.
| JCBUX | DFAPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 1.01 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.45 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.18 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.97 | -0.19 |
Martin ratioReturn relative to average drawdown | 5.07 | 5.75 | -0.68 |
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
| JCBUX | DFAPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 1.01 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.12 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.43 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.48 | +0.35 |
Correlation
The correlation between JCBUX and DFAPX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JCBUX vs. DFAPX - Dividend Comparison
JCBUX's dividend yield for the trailing twelve months is around 4.20%, more than DFAPX's 3.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JCBUX JPMorgan Core Bond Fund Class R6 | 4.20% | 4.12% | 4.12% | 3.66% | 2.85% | 2.98% | 4.15% | 3.37% | 3.06% | 3.03% | 3.07% | 2.77% |
DFAPX DFA Investment Grade Portfolio | 3.77% | 3.78% | 3.79% | 3.31% | 2.62% | 3.31% | 2.14% | 2.59% | 2.67% | 2.21% | 2.12% | 2.45% |
Drawdowns
JCBUX vs. DFAPX - Drawdown Comparison
The maximum JCBUX drawdown since its inception was -16.46%, smaller than the maximum DFAPX drawdown of -18.30%. Use the drawdown chart below to compare losses from any high point for JCBUX and DFAPX.
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Drawdown Indicators
| JCBUX | DFAPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.46% | -18.30% | +1.84% |
Max Drawdown (1Y)Largest decline over 1 year | -2.67% | -2.61% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -16.46% | -18.22% | +1.76% |
Max Drawdown (10Y)Largest decline over 10 years | -16.46% | -18.30% | +1.84% |
Current DrawdownCurrent decline from peak | -1.92% | -1.88% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -2.29% | -3.50% | +1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 0.89% | +0.05% |
Volatility
JCBUX vs. DFAPX - Volatility Comparison
JPMorgan Core Bond Fund Class R6 (JCBUX) and DFA Investment Grade Portfolio (DFAPX) have volatilities of 1.61% and 1.59%, 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
| JCBUX | DFAPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 1.59% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.61% | 2.53% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.38% | 4.34% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.65% | 5.80% | -0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.67% | 4.88% | -0.21% |