JNBSX vs. DGTSX
JNBSX (JPMorgan Income Builder Fund) and DGTSX (DFA Global Allocation 25/75 Portfolio) are both Diversified Portfolio funds. Over the past 10 years, JNBSX returned 6.29%/yr vs 5.25%/yr for DGTSX. Their correlation of 0.88 suggests significant overlap in exposure. JNBSX charges 0.60%/yr vs 0.24%/yr for DGTSX.
Performance
JNBSX vs. DGTSX - Performance Comparison
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Returns By Period
In the year-to-date period, JNBSX achieves a 5.53% return, which is significantly higher than DGTSX's 3.95% return. Over the past 10 years, JNBSX has outperformed DGTSX with an annualized return of 6.29%, while DGTSX has yielded a comparatively lower 5.25% annualized return.
JNBSX
- 1D
- 0.09%
- 1M
- 0.01%
- YTD
- 5.53%
- 6M
- 5.23%
- 1Y
- 12.96%
- 3Y*
- 10.94%
- 5Y*
- 4.43%
- 10Y*
- 6.29%
DGTSX
- 1D
- 0.14%
- 1M
- 0.07%
- YTD
- 3.95%
- 6M
- 3.73%
- 1Y
- 9.01%
- 3Y*
- 8.30%
- 5Y*
- 5.16%
- 10Y*
- 5.25%
JNBSX vs. DGTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNBSX JPMorgan Income Builder Fund | 5.53% | 12.87% | 7.36% | 9.34% | -12.81% | 9.19% | 6.24% | 14.95% | -4.22% | 11.89% |
DGTSX DFA Global Allocation 25/75 Portfolio | 3.95% | 8.39% | 7.43% | 8.93% | -8.06% | 10.20% | 7.29% | 9.80% | -1.85% | 5.83% |
Correlation
The correlation between JNBSX and DGTSX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since May 31, 2007 | 0.88 |
The correlation between JNBSX and DGTSX has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
JNBSX vs. DGTSX — Risk / Return Rank
JNBSX
DGTSX
JNBSX vs. DGTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Income Builder Fund (JNBSX) and DFA Global Allocation 25/75 Portfolio (DGTSX). 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.
| JNBSX | DGTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.51 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 3.41 | -1.14 |
| Martin ratioReturn relative to average drawdown | 10.58 | 14.93 | -4.35 |
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Drawdowns
JNBSX vs. DGTSX - Drawdown Comparison
The maximum JNBSX drawdown since its inception was -37.33%, which is greater than DGTSX's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for JNBSX and DGTSX.
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Drawdown Indicators
| JNBSX | DGTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.33% | -16.71% | -20.62% |
Max Drawdown (1Y)Largest decline over 1 year | -5.72% | -2.64% | -3.08% |
Max Drawdown (3Y)Largest decline over 3 years | -7.90% | -7.46% | -0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -19.22% | -11.26% | -7.96% |
Max Drawdown (10Y)Largest decline over 10 years | -23.60% | -11.26% | -12.34% |
Current DrawdownCurrent decline from peak | -1.18% | -0.48% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -1.64% | -3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 0.60% | +0.63% |
Volatility
JNBSX vs. DGTSX - Volatility Comparison
JPMorgan Income Builder Fund (JNBSX) has a higher volatility of 3.15% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 1.45%. This indicates that JNBSX's price experiences larger fluctuations and is considered to be riskier than DGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNBSX | DGTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.15% | 1.45% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 6.04% | 3.00% | +3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.95% | 3.62% | +3.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.90% | 5.98% | +1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.89% | 5.24% | +2.65% |
JNBSX vs. DGTSX - Expense Ratio Comparison
JNBSX has a 0.60% expense ratio, which is higher than DGTSX's 0.24% expense ratio.
Dividends
JNBSX vs. DGTSX - Dividend Comparison
JNBSX's dividend yield for the trailing twelve months is around 5.15%, less than DGTSX's 5.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGTSX DFA Global Allocation 25/75 Portfolio | 5.72% | 5.54% | 7.28% | 4.75% | 2.77% | 7.62% | 2.12% | 2.57% | 2.99% | 1.25% | 1.26% | 1.50% |
JNBSX JPMorgan Income Builder Fund | 5.15% | 5.16% | 5.90% | 5.07% | 4.61% | 8.53% | 3.47% | 4.17% | 4.56% | 3.89% | 4.40% | 4.20% |
Frequently Asked Questions
With a correlation of 0.94, JNBSX and DGTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
JNBSX has higher volatility (3.15%) compared to DGTSX (1.45%). In terms of maximum drawdown, JNBSX dropped -37.33% vs DGTSX's -16.71%.
DGTSX currently has the higher Sharpe Ratio (2.50 vs 1.88), 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.
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