JPSV vs. DFAI

Last updated Apr 1, 2026

Compare and contrast key facts about Jpmorgan Active Small Cap Value ETF (JPSV) and Dimensional International Core Equity Market ETF (DFAI).

JPSV and DFAI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPSV is an actively managed fund by JPMorgan. It was launched on Mar 7, 2023. DFAI is an actively managed fund by Dimensional. It was launched on Nov 17, 2020.

Performance

JPSV vs. DFAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan Active Small Cap Value ETF (JPSV) and Dimensional International Core Equity Market ETF (DFAI). The values are adjusted to include any dividend payments, if applicable.

JPSV vs. DFAI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JPSV Jpmorgan Active Small Cap Value ETF	1.38%	0.63%	8.73%	9.72%
DFAI Dimensional International Core Equity Market ETF	2.50%	34.04%	4.68%	10.70%

Returns By Period

In the year-to-date period, JPSV achieves a 1.38% return, which is significantly lower than DFAI's 2.50% return.

JPSV

• 1D: 1.20%
• 1M: -4.02%
• YTD: 1.38%
• 6M: 1.63%
• 1Y: 7.65%
• 3Y*: 8.20%
• 5Y*: —
• 10Y*: —

DFAI

• 1D: 2.96%
• 1M: -7.52%
• YTD: 2.50%
• 6M: 8.18%
• 1Y: 28.07%
• 3Y*: 16.13%
• 5Y*: 9.44%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JPSV vs. DFAI - Expense Ratio Comparison

JPSV has a 0.74% expense ratio, which is higher than DFAI's 0.18% expense ratio.

JPSV

Jpmorgan Active Small Cap Value ETF

DFAI

Dimensional International Core Equity Market ETF

Return for Risk

JPSV vs. DFAI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JPSV

JPSV Risk / Return Rank: 25
JPSV Sharpe Ratio Rank: 23
JPSV Sortino Ratio Rank: 25
JPSV Omega Ratio Rank: 23
JPSV Calmar Ratio Rank: 27
JPSV Martin Ratio Rank: 25

DFAI

DFAI Risk / Return Rank: 87
DFAI Sharpe Ratio Rank: 86
DFAI Sortino Ratio Rank: 87
DFAI Omega Ratio Rank: 88
DFAI Calmar Ratio Rank: 86
DFAI Martin Ratio Rank: 86

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JPSV vs. DFAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Active Small Cap Value ETF (JPSV) 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.

	JPSV	DFAI	Difference
Sharpe ratio Return per unit of total volatility	0.39	1.69	-1.30
Sortino ratio Return per unit of downside risk	0.71	2.32	-1.61
Omega ratio Gain probability vs. loss probability	1.09	1.35	-0.26
Calmar ratio Return relative to maximum drawdown	0.63	2.46	-1.84
Martin ratio Return relative to average drawdown	1.96	9.75	-7.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JPSV vs. DFAI - Sharpe Ratio Comparison

The current JPSV Sharpe Ratio is 0.39, which is lower than the DFAI Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of JPSV 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.

Sharpe Ratios by Period

	JPSV	DFAI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.39	1.69	-1.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.60	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.73	-0.36

Correlation

The correlation between JPSV and DFAI is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

JPSV vs. DFAI - Dividend Comparison

JPSV's dividend yield for the trailing twelve months is around 1.40%, less than DFAI's 2.41% yield.

	TTM	2025	2024	2023	2022	2021	2020
JPSV Jpmorgan Active Small Cap Value ETF	1.40%	1.42%	1.21%	1.09%	0.00%	0.00%	0.00%
DFAI Dimensional International Core Equity Market ETF	2.41%	2.45%	2.72%	2.64%	2.72%	2.06%	0.09%

Drawdowns

JPSV vs. DFAI - Drawdown Comparison

The maximum JPSV drawdown since its inception was -22.78%, smaller than the maximum DFAI drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for JPSV and DFAI.

Drawdown Indicators

	JPSV	DFAI	Difference
Max Drawdown Largest peak-to-trough decline	-22.78%	-27.44%	+4.66%
Max Drawdown (1Y) Largest decline over 1 year	-12.58%	-10.95%	-1.63%
Max Drawdown (5Y) Largest decline over 5 years	—	-27.44%	—
Current Drawdown Current decline from peak	-6.44%	-7.61%	+1.17%
Average Drawdown Average peak-to-trough decline	-5.88%	-5.21%	-0.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.02%	2.76%	+1.26%

Volatility

JPSV vs. DFAI - Volatility Comparison

The current volatility for Jpmorgan Active Small Cap Value ETF (JPSV) is 4.43%, while Dimensional International Core Equity Market ETF (DFAI) has a volatility of 7.35%. This indicates that JPSV experiences smaller price fluctuations and is considered to be less risky than DFAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JPSV	DFAI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.43%	7.35%	-2.92%
Volatility (6M) Calculated over the trailing 6-month period	10.75%	10.56%	+0.19%
Volatility (1Y) Calculated over the trailing 1-year period	19.61%	16.70%	+2.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.14%	15.81%	+2.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.14%	15.66%	+2.48%