JLPSX vs. DFUSX
Compare and contrast key facts about JPMorgan U.S. Large Cap Core Plus Fund (JLPSX) and DFA U.S. Large Company Portfolio (DFUSX).
JLPSX is managed by JPMorgan. It was launched on Nov 1, 2005. DFUSX is managed by Dimensional. It was launched on Sep 23, 1999.
Performance
JLPSX vs. DFUSX - Performance Comparison
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JLPSX vs. DFUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JLPSX JPMorgan U.S. Large Cap Core Plus Fund | -9.43% | 14.83% | 37.27% | 29.98% | -18.34% | 28.75% | 26.10% | 29.96% | -7.15% | 21.43% |
DFUSX DFA U.S. Large Company Portfolio | -7.05% | 17.76% | 24.91% | 26.28% | -18.14% | 28.53% | 18.41% | 32.08% | -4.45% | 21.04% |
Returns By Period
In the year-to-date period, JLPSX achieves a -9.43% return, which is significantly lower than DFUSX's -7.05% return. Over the past 10 years, JLPSX has outperformed DFUSX with an annualized return of 14.91%, while DFUSX has yielded a comparatively lower 13.60% annualized return.
JLPSX
- 1D
- -0.23%
- 1M
- -8.19%
- YTD
- -9.43%
- 6M
- -7.14%
- 1Y
- 10.10%
- 3Y*
- 19.91%
- 5Y*
- 12.99%
- 10Y*
- 14.91%
DFUSX
- 1D
- -0.40%
- 1M
- -7.66%
- YTD
- -7.05%
- 6M
- -4.63%
- 1Y
- 14.38%
- 3Y*
- 17.12%
- 5Y*
- 11.34%
- 10Y*
- 13.60%
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JLPSX vs. DFUSX - Expense Ratio Comparison
JLPSX has a 1.45% expense ratio, which is higher than DFUSX's 0.08% expense ratio.
Return for Risk
JLPSX vs. DFUSX — Risk / Return Rank
JLPSX
DFUSX
JLPSX vs. DFUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Large Cap Core Plus Fund (JLPSX) 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.
| JLPSX | DFUSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.85 | -0.27 |
Sortino ratioReturn per unit of downside risk | 0.94 | 1.32 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 0.87 | -0.18 |
Martin ratioReturn relative to average drawdown | 2.73 | 4.25 | -1.52 |
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
| JLPSX | DFUSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.85 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.68 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.76 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.42 | +0.13 |
Correlation
The correlation between JLPSX and DFUSX is 0.97, 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
JLPSX vs. DFUSX - Dividend Comparison
JLPSX's dividend yield for the trailing twelve months is around 3.29%, more than DFUSX's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JLPSX JPMorgan U.S. Large Cap Core Plus Fund | 3.29% | 2.98% | 12.87% | 11.67% | 32.43% | 28.14% | 28.69% | 22.82% | 17.84% | 13.85% | 4.73% | 9.24% |
DFUSX DFA U.S. Large Company Portfolio | 1.14% | 1.04% | 1.24% | 4.17% | 6.24% | 6.57% | 3.82% | 2.74% | 2.64% | 1.56% | 1.95% | 2.87% |
Drawdowns
JLPSX vs. DFUSX - Drawdown Comparison
The maximum JLPSX drawdown since its inception was -51.33%, smaller than the maximum DFUSX drawdown of -54.96%. Use the drawdown chart below to compare losses from any high point for JLPSX and DFUSX.
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Drawdown Indicators
| JLPSX | DFUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.33% | -54.96% | +3.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -12.10% | +0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -25.68% | -24.58% | -1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -35.09% | -33.79% | -1.30% |
Current DrawdownCurrent decline from peak | -11.06% | -8.88% | -2.18% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -10.66% | +3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.62% | +0.37% |
Volatility
JLPSX vs. DFUSX - Volatility Comparison
JPMorgan U.S. Large Cap Core Plus Fund (JLPSX) has a higher volatility of 4.72% compared to DFA U.S. Large Company Portfolio (DFUSX) at 4.25%. This indicates that JLPSX's price experiences larger fluctuations and is considered to be riskier than DFUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JLPSX | DFUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 4.25% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 8.64% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 17.96% | +0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 16.83% | +0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.38% | 18.03% | +4.35% |