JDESX vs. DFIEX
Compare and contrast key facts about JPMorgan U.S. Research Enhanced Equity Fund (JDESX) and DFA International Core Equity Portfolio I (DFIEX).
JDESX is managed by JPMorgan. It was launched on Sep 10, 2001. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
JDESX vs. DFIEX - Performance Comparison
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JDESX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JDESX JPMorgan U.S. Research Enhanced Equity Fund | -4.46% | 16.33% | 31.02% | 28.23% | -18.15% | 30.35% | 20.65% | 31.16% | -5.53% | 21.49% |
DFIEX DFA International Core Equity Portfolio I | 4.28% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, JDESX achieves a -4.46% return, which is significantly lower than DFIEX's 4.28% return. Over the past 10 years, JDESX has outperformed DFIEX with an annualized return of 14.77%, while DFIEX has yielded a comparatively lower 9.79% annualized return.
JDESX
- 1D
- 0.55%
- 1M
- -3.84%
- YTD
- -4.46%
- 6M
- -2.39%
- 1Y
- 15.69%
- 3Y*
- 20.00%
- 5Y*
- 12.98%
- 10Y*
- 14.77%
DFIEX
- 1D
- 1.44%
- 1M
- -2.09%
- YTD
- 4.28%
- 6M
- 9.56%
- 1Y
- 32.02%
- 3Y*
- 17.30%
- 5Y*
- 9.72%
- 10Y*
- 9.79%
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JDESX vs. DFIEX - Expense Ratio Comparison
JDESX has a 0.35% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
JDESX vs. DFIEX — Risk / Return Rank
JDESX
DFIEX
JDESX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Research Enhanced Equity Fund (JDESX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| JDESX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 2.05 | -1.15 |
Sortino ratioReturn per unit of downside risk | 1.39 | 2.66 | -1.27 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.41 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 2.84 | -1.46 |
Martin ratioReturn relative to average drawdown | 6.37 | 11.17 | -4.79 |
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
| JDESX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 2.05 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.62 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.60 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.35 | +0.08 |
Correlation
The correlation between JDESX and DFIEX is 0.79, 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
JDESX vs. DFIEX - Dividend Comparison
JDESX's dividend yield for the trailing twelve months is around 5.58%, more than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDESX JPMorgan U.S. Research Enhanced Equity Fund | 5.58% | 5.33% | 11.20% | 1.23% | 2.79% | 12.94% | 3.89% | 11.29% | 14.15% | 1.39% | 1.40% | 5.56% |
DFIEX DFA International Core Equity Portfolio I | 3.10% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
JDESX vs. DFIEX - Drawdown Comparison
The maximum JDESX drawdown since its inception was -54.56%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for JDESX and DFIEX.
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Drawdown Indicators
| JDESX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.56% | -62.22% | +7.66% |
Max Drawdown (1Y)Largest decline over 1 year | -9.22% | -11.01% | +1.79% |
Max Drawdown (5Y)Largest decline over 5 years | -31.30% | -28.66% | -2.64% |
Max Drawdown (10Y)Largest decline over 10 years | -34.71% | -41.04% | +6.33% |
Current DrawdownCurrent decline from peak | -6.08% | -6.42% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -11.98% | -12.26% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.80% | -0.15% |
Volatility
JDESX vs. DFIEX - Volatility Comparison
The current volatility for JPMorgan U.S. Research Enhanced Equity Fund (JDESX) is 5.38%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that JDESX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JDESX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 6.66% | -1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | 10.52% | -1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.37% | 15.92% | +2.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.81% | 15.66% | +3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.74% | 16.35% | +3.39% |