JPSV vs. DFAI

In the year-to-date period, JPSV achieves a -6.44% return, which is significantly lower than DFAI's 15.83% return.

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

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.

The current JPSV Sharpe Ratio is 0.04, which is lower than the DFAI Sharpe Ratio of 0.86. 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.

JPSV's dividend yield for the trailing twelve months is around 1.30%, less than DFAI's 2.50% yield.

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.

Jpmorgan Active Small Cap Value ETF (JPSV) has a higher volatility of 5.12% compared to Dimensional International Core Equity Market ETF (DFAI) at 2.49%. 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.