JIISX vs. DFIEX
Compare and contrast key facts about JPMorgan U.S. Sustainable Leaders Fund (JIISX) and DFA International Core Equity Portfolio I (DFIEX).
JIISX is managed by JPMorgan. It was launched on Feb 28, 2003. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
JIISX vs. DFIEX - Performance Comparison
Loading graphics...
JIISX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JIISX JPMorgan U.S. Sustainable Leaders Fund | -7.76% | 14.34% | 25.57% | 25.31% | -21.20% | 30.95% | 19.74% | 30.02% | -4.76% | 21.28% |
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, JIISX achieves a -7.76% return, which is significantly lower than DFIEX's 4.28% return. Over the past 10 years, JIISX has outperformed DFIEX with an annualized return of 12.86%, while DFIEX has yielded a comparatively lower 9.79% annualized return.
JIISX
- 1D
- 2.99%
- 1M
- -5.80%
- YTD
- -7.76%
- 6M
- -6.07%
- 1Y
- 11.22%
- 3Y*
- 15.74%
- 5Y*
- 9.18%
- 10Y*
- 12.86%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JIISX vs. DFIEX - Expense Ratio Comparison
JIISX has a 0.39% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
JIISX vs. DFIEX — Risk / Return Rank
JIISX
DFIEX
JIISX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Sustainable Leaders Fund (JIISX) 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.
| JIISX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 2.05 | -1.41 |
Sortino ratioReturn per unit of downside risk | 1.04 | 2.66 | -1.62 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.41 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 2.84 | -1.83 |
Martin ratioReturn relative to average drawdown | 3.70 | 11.17 | -7.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JIISX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 2.05 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.62 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.60 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.35 | +0.21 |
Correlation
The correlation between JIISX and DFIEX is 0.78, 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
JIISX vs. DFIEX - Dividend Comparison
JIISX's dividend yield for the trailing twelve months is around 10.70%, more than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JIISX JPMorgan U.S. Sustainable Leaders Fund | 10.70% | 9.87% | 0.75% | 0.98% | 1.21% | 3.96% | 1.76% | 7.31% | 9.03% | 6.83% | 1.22% | 1.94% |
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
JIISX vs. DFIEX - Drawdown Comparison
The maximum JIISX drawdown since its inception was -59.25%, roughly equal to the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for JIISX and DFIEX.
Loading graphics...
Drawdown Indicators
| JIISX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.25% | -62.22% | +2.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.08% | -11.01% | -1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -27.83% | -28.66% | +0.83% |
Max Drawdown (10Y)Largest decline over 10 years | -32.26% | -41.04% | +8.78% |
Current DrawdownCurrent decline from peak | -9.39% | -6.42% | -2.97% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -12.26% | +3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 2.80% | +0.50% |
Volatility
JIISX vs. DFIEX - Volatility Comparison
The current volatility for JPMorgan U.S. Sustainable Leaders Fund (JIISX) is 5.64%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that JIISX 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.
Loading graphics...
Volatility by Period
| JIISX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 6.66% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 10.52% | -0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.54% | 15.92% | +2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.49% | 15.66% | +1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 16.35% | +2.06% |