JEPAX vs. DFUSX
Compare and contrast key facts about JPMorgan Equity Premium Income Fund Class A (JEPAX) and DFA U.S. Large Company Portfolio (DFUSX).
JEPAX is managed by JPMorgan. It was launched on Aug 31, 2018. DFUSX is managed by Dimensional Fund Advisors LP. It was launched on Sep 23, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JEPAX or DFUSX.
Key characteristics
| JEPAX | DFUSX | |
|---|---|---|
| YTD Return | 15.95% | 26.83% |
| 1Y Return | 19.65% | 37.46% |
| 3Y Return (Ann) | 7.83% | 10.18% |
| 5Y Return (Ann) | 9.67% | 15.91% |
| Sharpe Ratio | 2.75 | 3.04 |
| Sortino Ratio | 3.97 | 4.04 |
| Omega Ratio | 1.56 | 1.57 |
| Calmar Ratio | 5.00 | 4.42 |
| Martin Ratio | 18.20 | 20.02 |
| Ulcer Index | 1.08% | 1.87% |
| Daily Std Dev | 7.16% | 12.30% |
| Max Drawdown | -32.68% | -54.96% |
| Current Drawdown | -0.13% | -0.28% |
Correlation
The correlation between JEPAX and DFUSX is 0.77, 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.
Performance
JEPAX vs. DFUSX - Performance Comparison
In the year-to-date period, JEPAX achieves a 15.95% return, which is significantly lower than DFUSX's 26.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JEPAX vs. DFUSX - Expense Ratio Comparison
JEPAX has a 0.85% expense ratio, which is higher than DFUSX's 0.08% expense ratio.
Risk-Adjusted Performance
JEPAX vs. DFUSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income Fund Class A (JEPAX) and DFA U.S. Large Company Portfolio (DFUSX). 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.
Dividends
JEPAX vs. DFUSX - Dividend Comparison
JEPAX's dividend yield for the trailing twelve months is around 6.66%, more than DFUSX's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPAX JPMorgan Equity Premium Income Fund Class A | 6.66% | 8.19% | 11.97% | 7.36% | 11.35% | 7.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFUSX DFA U.S. Large Company Portfolio | 1.09% | 1.34% | 1.58% | 1.14% | 1.60% | 1.76% | 1.95% | 1.86% | 2.08% | 2.02% | 1.81% | 1.79% |
Drawdowns
JEPAX vs. DFUSX - Drawdown Comparison
The maximum JEPAX drawdown since its inception was -32.68%, smaller than the maximum DFUSX drawdown of -54.96%. Use the drawdown chart below to compare losses from any high point for JEPAX and DFUSX. For additional features, visit the drawdowns tool.
Volatility
JEPAX vs. DFUSX - Volatility Comparison
The current volatility for JPMorgan Equity Premium Income Fund Class A (JEPAX) is 1.80%, while DFA U.S. Large Company Portfolio (DFUSX) has a volatility of 3.87%. This indicates that JEPAX experiences smaller price fluctuations and is considered to be less risky than DFUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.