JIISX vs. DFIEX

Last updated Jun 26, 2026

JIISX (JPMorgan U.S. Sustainable Leaders Fund) and DFIEX (DFA International Core Equity Portfolio I) are both mutual funds - JIISX is a Large Cap Blend Equities fund managed by JPMorgan, while DFIEX is a Foreign Large Cap Equities fund managed by Dimensional. Over the past 10 years, JIISX returned 14.56%/yr vs 10.46%/yr for DFIEX. A 0.78 correlation means they provide meaningful diversification when combined. JIISX charges 0.39%/yr vs 0.24%/yr for DFIEX.

Performance

JIISX vs. DFIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Sustainable Leaders Fund (JIISX) and DFA International Core Equity Portfolio I (DFIEX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JIISX achieves a 3.71% return, which is significantly lower than DFIEX's 8.28% return. Over the past 10 years, JIISX has outperformed DFIEX with an annualized return of 14.56%, while DFIEX has yielded a comparatively lower 10.46% annualized return.

JIISX

• 1D: 0.23%
• 1M: -1.52%
• YTD: 3.71%
• 6M: 2.49%
• 1Y: 15.68%
• 3Y*: 18.43%
• 5Y*: 10.64%
• 10Y*: 14.56%

DFIEX

• 1D: -0.36%
• 1M: -2.71%
• YTD: 8.28%
• 6M: 7.80%
• 1Y: 24.05%
• 3Y*: 18.81%
• 5Y*: 9.38%
• 10Y*: 10.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JIISX vs. DFIEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JIISX JPMorgan U.S. Sustainable Leaders Fund	3.71%	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	8.28%	36.18%	3.99%	17.50%	-13.51%	13.85%	7.73%	21.70%	-17.41%	28.04%

Correlation

The correlation between JIISX and DFIEX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.67
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since Sep 16, 2005	0.78

The correlation between JIISX and DFIEX shifts across timeframes, from 0.67 (3 years) to 0.78 (all time), reflecting how their relationship changes across market environments.

Return for Risk

JIISX vs. DFIEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JIISX

JIISX Risk / Return Rank: 26
JIISX Sharpe Ratio Rank: 28
JIISX Sortino Ratio Rank: 26
JIISX Omega Ratio Rank: 28
JIISX Calmar Ratio Rank: 20
JIISX Martin Ratio Rank: 27

DFIEX

DFIEX Risk / Return Rank: 44
DFIEX Sharpe Ratio Rank: 46
DFIEX Sortino Ratio Rank: 45
DFIEX Omega Ratio Rank: 44
DFIEX Calmar Ratio Rank: 42
DFIEX Martin Ratio Rank: 46

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	JIISX	DFIEX	Difference
Sharpe ratio: Return per unit of total volatility	1.23	1.67	-0.44
Sortino ratio: Return per unit of downside risk	1.74	2.35	-0.61
Omega ratio: Gain probability vs. loss probability	1.23	1.30	-0.08
Calmar ratio: Return relative to maximum drawdown	1.31	2.17	-0.86
Martin ratio: Return relative to average drawdown	5.21	8.40	-3.19

JIISX vs. DFIEX - Sharpe Ratio Comparison

The current JIISX Sharpe Ratio is 1.23, which is comparable to the DFIEX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of JIISX and DFIEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	JIISX	DFIEX	Difference
Max Drawdown Largest peak-to-trough decline	-59.25%	-62.22%	+2.97%
Max Drawdown (1Y) Largest decline over 1 year	-12.03%	-11.01%	-1.02%
Max Drawdown (3Y) Largest decline over 3 years	-19.57%	-12.81%	-6.76%
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 Drawdown Current decline from peak	-2.99%	-2.83%	-0.16%
Average Drawdown Average peak-to-trough decline	-8.73%	-12.14%	+3.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.02%	2.83%	+0.19%

Volatility

JIISX vs. DFIEX - Volatility Comparison

JPMorgan U.S. Sustainable Leaders Fund (JIISX) has a higher volatility of 5.18% compared to DFA International Core Equity Portfolio I (DFIEX) at 4.86%. This indicates that JIISX's price experiences larger fluctuations and is considered to be riskier than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JIISX	DFIEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.18%	4.86%	+0.32%
Volatility (6M) Calculated over the trailing 6-month period	10.39%	11.89%	-1.50%
Volatility (1Y) Calculated over the trailing 1-year period	12.92%	14.36%	-1.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.60%	15.82%	+1.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.45%	16.17%	+2.28%

JIISX vs. DFIEX - Expense Ratio Comparison

JIISX has a 0.39% expense ratio, which is higher than DFIEX's 0.24% expense ratio.

Dividends

JIISX vs. DFIEX - Dividend Comparison

JIISX's dividend yield for the trailing twelve months is around 9.52%, more than DFIEX's 2.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFIEX DFA International Core Equity Portfolio I	2.98%	3.22%	3.42%	3.36%	2.88%	2.98%	1.77%	2.90%	2.95%	2.49%	2.76%	4.20%
JIISX JPMorgan U.S. Sustainable Leaders Fund	9.52%	9.87%	0.75%	0.98%	1.21%	3.96%	1.76%	7.31%	9.03%	6.83%	1.22%	1.94%

Frequently Asked Questions

Can I hold both JIISX and DFIEX in my portfolio?

JIISX and DFIEX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JIISX or DFIEX?

JIISX has higher volatility (5.18%) compared to DFIEX (4.86%). In terms of maximum drawdown, JIISX dropped -59.25% vs DFIEX's -62.22%.

Which has better risk-adjusted returns?

DFIEX currently has the higher Sharpe Ratio (1.67 vs 1.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.