JPLD vs. DFIGX
Compare and contrast key facts about J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) and DFA Intermediate Government Fixed Income Portfolio (DFIGX).
JPLD is an actively managed fund by JPMorgan. It was launched on Feb 2, 1993. DFIGX is managed by Dimensional. It was launched on Oct 18, 1990.
Performance
JPLD vs. DFIGX - Performance Comparison
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JPLD vs. DFIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF | 0.38% | 6.01% | 6.49% | 3.23% |
DFIGX DFA Intermediate Government Fixed Income Portfolio | -0.02% | 6.33% | 0.47% | 2.89% |
Returns By Period
In the year-to-date period, JPLD achieves a 0.38% return, which is significantly higher than DFIGX's -0.02% return.
JPLD
- 1D
- -0.08%
- 1M
- -0.74%
- YTD
- 0.38%
- 6M
- 1.58%
- 1Y
- 4.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DFIGX
- 1D
- 0.52%
- 1M
- -1.94%
- YTD
- -0.02%
- 6M
- 0.91%
- 1Y
- 2.96%
- 3Y*
- 2.65%
- 5Y*
- -0.29%
- 10Y*
- 0.90%
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JPLD vs. DFIGX - Expense Ratio Comparison
JPLD has a 0.24% expense ratio, which is higher than DFIGX's 0.11% 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%.
Return for Risk
JPLD vs. DFIGX — Risk / Return Rank
JPLD
DFIGX
JPLD vs. DFIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) and DFA Intermediate Government Fixed Income Portfolio (DFIGX). 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.
| JPLD | DFIGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.63 | 0.74 | +1.89 |
Sortino ratioReturn per unit of downside risk | 4.05 | 1.10 | +2.95 |
Omega ratioGain probability vs. loss probability | 1.55 | 1.13 | +0.42 |
Calmar ratioReturn relative to maximum drawdown | 4.03 | 1.40 | +2.63 |
Martin ratioReturn relative to average drawdown | 19.92 | 3.34 | +16.58 |
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
| JPLD | DFIGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.63 | 0.74 | +1.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.05 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.17 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 3.28 | 0.99 | +2.29 |
Correlation
The correlation between JPLD and DFIGX is 0.71, 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
JPLD vs. DFIGX - Dividend Comparison
JPLD's dividend yield for the trailing twelve months is around 4.22%, more than DFIGX's 2.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF | 4.22% | 4.24% | 4.47% | 1.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFIGX DFA Intermediate Government Fixed Income Portfolio | 2.30% | 2.22% | 2.82% | 2.33% | 1.78% | 2.36% | 4.14% | 2.16% | 2.19% | 1.57% | 1.66% | 2.49% |
Drawdowns
JPLD vs. DFIGX - Drawdown Comparison
The maximum JPLD drawdown since its inception was -1.17%, smaller than the maximum DFIGX drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for JPLD and DFIGX.
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Drawdown Indicators
| JPLD | DFIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.17% | -19.56% | +18.39% |
Max Drawdown (1Y)Largest decline over 1 year | -1.17% | -2.58% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.62% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.56% | — |
Current DrawdownCurrent decline from peak | -0.74% | -7.39% | +6.65% |
Average DrawdownAverage peak-to-trough decline | -0.14% | -3.09% | +2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.24% | 1.08% | -0.84% |
Volatility
JPLD vs. DFIGX - Volatility Comparison
The current volatility for J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) is 0.54%, while DFA Intermediate Government Fixed Income Portfolio (DFIGX) has a volatility of 1.53%. This indicates that JPLD experiences smaller price fluctuations and is considered to be less risky than DFIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPLD | DFIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.54% | 1.53% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 0.99% | 2.60% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.79% | 4.42% | -2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.86% | 6.21% | -4.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.86% | 5.35% | -3.49% |