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JPSV vs. DFAI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JPSV and DFAI 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.


-0.50.00.51.0
Correlation: 0.7

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.

0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%December2025FebruaryMarchAprilMay
11.01%
30.53%
JPSV
DFAI

Key characteristics

Sharpe Ratio

JPSV:

0.12

DFAI:

0.90

Sortino Ratio

JPSV:

0.32

DFAI:

1.35

Omega Ratio

JPSV:

1.04

DFAI:

1.19

Calmar Ratio

JPSV:

0.11

DFAI:

1.14

Martin Ratio

JPSV:

0.32

DFAI:

3.60

Ulcer Index

JPSV:

7.80%

DFAI:

4.21%

Daily Std Dev

JPSV:

20.67%

DFAI:

16.85%

Max Drawdown

JPSV:

-22.78%

DFAI:

-27.44%

Current Drawdown

JPSV:

-14.51%

DFAI:

0.00%

Returns By Period

In the year-to-date period, JPSV achieves a -6.94% return, which is significantly lower than DFAI's 12.64% return.


JPSV

YTD

-6.94%

1M

-3.22%

6M

-5.37%

1Y

1.08%

5Y*

N/A

10Y*

N/A

DFAI

YTD

12.64%

1M

4.53%

6M

9.52%

1Y

13.87%

5Y*

N/A

10Y*

N/A

*Annualized

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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.


Expense ratio chart for JPSV: current value is 0.74%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JPSV: 0.74%
Expense ratio chart for DFAI: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFAI: 0.18%

Risk-Adjusted Performance

JPSV vs. DFAI — Risk-Adjusted Performance Rank

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

JPSV
The Risk-Adjusted Performance Rank of JPSV is 2323
Overall Rank
The Sharpe Ratio Rank of JPSV is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of JPSV is 2424
Sortino Ratio Rank
The Omega Ratio Rank of JPSV is 2323
Omega Ratio Rank
The Calmar Ratio Rank of JPSV is 2424
Calmar Ratio Rank
The Martin Ratio Rank of JPSV is 2222
Martin Ratio Rank

DFAI
The Risk-Adjusted Performance Rank of DFAI is 7878
Overall Rank
The Sharpe Ratio Rank of DFAI is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAI is 7777
Sortino Ratio Rank
The Omega Ratio Rank of DFAI is 7676
Omega Ratio Rank
The Calmar Ratio Rank of DFAI is 8484
Calmar Ratio Rank
The Martin Ratio Rank of DFAI is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for JPSV, currently valued at 0.12, compared to the broader market-1.000.001.002.003.004.00
JPSV: 0.12
DFAI: 0.90
The chart of Sortino ratio for JPSV, currently valued at 0.32, compared to the broader market-2.000.002.004.006.008.00
JPSV: 0.32
DFAI: 1.35
The chart of Omega ratio for JPSV, currently valued at 1.04, compared to the broader market0.501.001.502.002.50
JPSV: 1.04
DFAI: 1.19
The chart of Calmar ratio for JPSV, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.0012.00
JPSV: 0.11
DFAI: 1.14
The chart of Martin ratio for JPSV, currently valued at 0.32, compared to the broader market0.0020.0040.0060.00
JPSV: 0.32
DFAI: 3.60

The current JPSV Sharpe Ratio is 0.12, which is lower than the DFAI Sharpe Ratio of 0.90. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.12
0.90
JPSV
DFAI

Dividends

JPSV vs. DFAI - Dividend Comparison

JPSV's dividend yield for the trailing twelve months is around 1.30%, less than DFAI's 2.57% yield.


TTM20242023202220212020
JPSV
Jpmorgan Active Small Cap Value ETF
1.30%1.21%1.09%0.00%0.00%0.00%
DFAI
Dimensional International Core Equity Market ETF
2.57%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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-14.51%
0
JPSV
DFAI

Volatility

JPSV vs. DFAI - Volatility Comparison

Jpmorgan Active Small Cap Value ETF (JPSV) has a higher volatility of 12.14% compared to Dimensional International Core Equity Market ETF (DFAI) at 11.30%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
12.14%
11.30%
JPSV
DFAI