JPSV vs. DFAI
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 Fund Advisors LP. It was launched on Nov 17, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPSV or DFAI.
Key characteristics
| JPSV | DFAI | |
|---|---|---|
| YTD Return | 9.34% | 10.26% |
| 1Y Return | 22.08% | 17.76% |
| Sharpe Ratio | 1.25 | 1.40 |
| Daily Std Dev | 17.49% | 12.78% |
| Max Drawdown | -11.02% | -27.44% |
| Current Drawdown | -2.49% | -1.47% |
Correlation
The correlation between JPSV and DFAI is 0.70, 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.
Performance
JPSV vs. DFAI - Performance Comparison
In the year-to-date period, JPSV achieves a 9.34% return, which is significantly lower than DFAI's 10.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JPSV vs. DFAI - Expense Ratio Comparison
JPSV has a 0.74% expense ratio, which is higher than DFAI's 0.18% expense ratio.
Risk-Adjusted Performance
JPSV vs. DFAI - Risk-Adjusted Performance 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.
Dividends
JPSV vs. DFAI - Dividend Comparison
JPSV's dividend yield for the trailing twelve months is around 0.99%, less than DFAI's 2.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
JPSV Jpmorgan Active Small Cap Value ETF | 0.99% | 1.09% | 0.00% | 0.00% | 0.00% |
DFAI Dimensional International Core Equity Market ETF | 2.38% | 2.64% | 2.72% | 2.06% | 0.09% |
Drawdowns
JPSV vs. DFAI - Drawdown Comparison
The maximum JPSV drawdown since its inception was -11.02%, 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. For additional features, visit the drawdowns tool.
Volatility
JPSV vs. DFAI - Volatility Comparison
Jpmorgan Active Small Cap Value ETF (JPSV) has a higher volatility of 5.08% compared to Dimensional International Core Equity Market ETF (DFAI) at 4.00%. This indicates that JPSV's price experiences larger fluctuations and is considered to be riskier than DFAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.