JMUEX vs. DFIEX
Compare and contrast key facts about JPMorgan U.S. Equity Fund (JMUEX) and DFA International Core Equity Portfolio I (DFIEX).
JMUEX is managed by JPMorgan. It was launched on Sep 17, 1993. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
JMUEX vs. DFIEX - Performance Comparison
Loading graphics...
JMUEX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMUEX JPMorgan U.S. Equity Fund | -7.68% | 14.60% | 31.22% | 27.28% | -18.84% | 28.55% | 26.51% | 32.26% | -5.90% | 21.52% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 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, JMUEX achieves a -7.68% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, JMUEX has outperformed DFIEX with an annualized return of 14.64%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
JMUEX
- 1D
- 2.98%
- 1M
- -5.97%
- YTD
- -7.68%
- 6M
- -7.28%
- 1Y
- 11.42%
- 3Y*
- 17.96%
- 5Y*
- 11.50%
- 10Y*
- 14.64%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JMUEX vs. DFIEX - Expense Ratio Comparison
JMUEX has a 0.57% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
JMUEX vs. DFIEX — Risk / Return Rank
JMUEX
DFIEX
JMUEX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Equity Fund (JMUEX) 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.
| JMUEX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 1.95 | -1.30 |
Sortino ratioReturn per unit of downside risk | 1.07 | 2.55 | -1.48 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.39 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 2.57 | -1.50 |
Martin ratioReturn relative to average drawdown | 3.95 | 10.07 | -6.12 |
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
| JMUEX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 1.95 | -1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.60 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.59 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.35 | +0.21 |
Correlation
The correlation between JMUEX 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
JMUEX vs. DFIEX - Dividend Comparison
JMUEX's dividend yield for the trailing twelve months is around 6.36%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMUEX JPMorgan U.S. Equity Fund | 6.36% | 5.85% | 12.03% | 2.06% | 5.11% | 10.74% | 6.63% | 10.06% | 14.56% | 8.71% | 4.77% | 6.17% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
JMUEX vs. DFIEX - Drawdown Comparison
The maximum JMUEX drawdown since its inception was -52.11%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for JMUEX and DFIEX.
Loading graphics...
Drawdown Indicators
| JMUEX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.11% | -62.22% | +10.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -11.01% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -28.66% | +4.06% |
Max Drawdown (10Y)Largest decline over 10 years | -33.35% | -41.04% | +7.69% |
Current DrawdownCurrent decline from peak | -9.30% | -7.75% | -1.55% |
Average DrawdownAverage peak-to-trough decline | -8.82% | -12.26% | +3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.81% | +0.43% |
Volatility
JMUEX vs. DFIEX - Volatility Comparison
The current volatility for JPMorgan U.S. Equity Fund (JMUEX) is 5.57%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that JMUEX 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
| JMUEX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 7.09% | -1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 10.45% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.57% | 15.90% | +2.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 15.65% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.55% | 16.35% | +2.20% |