JIRE vs. DFAI

In the year-to-date period, JIRE achieves a 18.12% return, which is significantly higher than DFAI's 16.90% return.

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JIRE has a 0.24% expense ratio, which is higher than DFAI's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Research Enhanced Equity ETF (JIRE) and Dimensional International Core Equity Market ETF (DFAI). 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.

The current JIRE Sharpe Ratio is 0.71, which is comparable to the DFAI Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of JIRE and DFAI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JIRE's dividend yield for the trailing twelve months is around 2.56%, more than DFAI's 2.48% yield.

The maximum JIRE drawdown since its inception was -16.11%, smaller than the maximum DFAI drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for JIRE and DFAI.

JPMorgan International Research Enhanced Equity ETF (JIRE) has a higher volatility of 3.37% compared to Dimensional International Core Equity Market ETF (DFAI) at 2.91%. This indicates that JIRE's price experiences larger fluctuations and is considered to be riskier than DFAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.