JENHX vs. DFIEX
Compare and contrast key facts about Johnson Enhanced Return Fund (JENHX) and DFA International Core Equity Portfolio I (DFIEX).
JENHX is managed by Johnson Mutual Funds. It was launched on Dec 30, 2005. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
JENHX vs. DFIEX - Performance Comparison
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JENHX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JENHX Johnson Enhanced Return Fund | -6.04% | 18.37% | 22.31% | 24.92% | -23.62% | 26.54% | 19.34% | 33.79% | -6.01% | 21.40% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 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, JENHX achieves a -6.04% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, JENHX has outperformed DFIEX with an annualized return of 12.63%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
JENHX
- 1D
- 2.96%
- 1M
- -6.70%
- YTD
- -6.04%
- 6M
- -4.15%
- 1Y
- 15.31%
- 3Y*
- 16.51%
- 5Y*
- 9.03%
- 10Y*
- 12.63%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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JENHX vs. DFIEX - Expense Ratio Comparison
JENHX has a 0.35% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
JENHX vs. DFIEX — Risk / Return Rank
JENHX
DFIEX
JENHX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson Enhanced Return Fund (JENHX) 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.
| JENHX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 1.95 | -1.08 |
Sortino ratioReturn per unit of downside risk | 1.34 | 2.55 | -1.21 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.39 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 2.57 | -1.21 |
Martin ratioReturn relative to average drawdown | 6.22 | 10.07 | -3.85 |
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
| JENHX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 1.95 | -1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.60 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.59 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.35 | +0.02 |
Correlation
The correlation between JENHX 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
JENHX vs. DFIEX - Dividend Comparison
JENHX's dividend yield for the trailing twelve months is around 19.42%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JENHX Johnson Enhanced Return Fund | 19.42% | 19.20% | 7.26% | 2.10% | 7.70% | 39.01% | 5.59% | 11.85% | 7.67% | 21.41% | 5.15% | 5.70% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
JENHX vs. DFIEX - Drawdown Comparison
The maximum JENHX drawdown since its inception was -61.05%, roughly equal to the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for JENHX and DFIEX.
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Drawdown Indicators
| JENHX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.05% | -62.22% | +1.17% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -11.01% | -1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -29.66% | -28.66% | -1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -36.15% | -41.04% | +4.89% |
Current DrawdownCurrent decline from peak | -7.77% | -7.75% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -11.31% | -12.26% | +0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.81% | -0.15% |
Volatility
JENHX vs. DFIEX - Volatility Comparison
The current volatility for Johnson Enhanced Return Fund (JENHX) is 6.06%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that JENHX 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
| JENHX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 7.09% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 10.45% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.27% | 15.90% | +2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.19% | 15.65% | +1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 16.35% | +1.65% |