JPVRX vs. DFVIX
JPVRX (JPMorgan Developed International Value Fund Class R5) and DFVIX (DFA International Value III Portfolio) are both Foreign Large Cap Equities funds. Over the past 5 years, JPVRX returned 17.11%/yr vs 17.17%/yr for DFVIX. Their 0.97 correlation means they have historically moved very closely together. JPVRX charges 0.65%/yr vs 0.24%/yr for DFVIX.
Performance
JPVRX vs. DFVIX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with JPVRX having a 17.27% return and DFVIX slightly lower at 17.22%.
JPVRX
- 1D
- 2.29%
- 1M
- 5.29%
- 6M
- 9.82%
- YTD
- 17.27%
- 1Y
- 38.13%
- 3Y*
- 25.84%
- 5Y*
- 17.11%
- 10Y*
- —
- ALL TIME*
- 11.18%
DFVIX
- 1D
- 2.64%
- 1M
- 5.00%
- 6M
- 10.51%
- YTD
- 17.22%
- 1Y
- 38.38%
- 3Y*
- 22.79%
- 5Y*
- 17.17%
- 10Y*
- 12.83%
- ALL TIME*
- 8.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JPVRX vs. DFVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPVRX JPMorgan Developed International Value Fund Class R5 | 17.27% | 48.54% | 9.98% | 19.13% | -5.28% | 16.67% | -3.97% | 15.48% | -18.55% | 20.99% |
DFVIX DFA International Value III Portfolio | 17.22% | 44.85% | 6.86% | 17.89% | -3.41% | 23.59% | -1.96% | 15.85% | -17.29% | 26.23% |
Correlation
The correlation between JPVRX and DFVIX is 0.95, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.97 |
The correlation between JPVRX and DFVIX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
JPVRX vs. DFVIX — Risk / Return Rank
JPVRX
DFVIX
JPVRX vs. DFVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Developed International Value Fund Class R5 (JPVRX) and DFA International Value III Portfolio (DFVIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JPVRX | DFVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.48 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 3.97 | -0.50 |
| Martin ratioReturn relative to average drawdown | 12.73 | 15.53 | -2.80 |
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Drawdowns
JPVRX vs. DFVIX - Drawdown Comparison
The maximum JPVRX drawdown since its inception was -48.30%, smaller than the maximum DFVIX drawdown of -66.53%. Use the drawdown chart below to compare losses from any high point for JPVRX and DFVIX.
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Drawdown Indicators
| JPVRX | DFVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.30% | -66.53% | +18.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.02% | -9.53% | -1.49% |
Max Drawdown (3Y)Largest decline over 3 years | -13.63% | -14.68% | +1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -27.52% | -25.26% | -2.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.89% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.18% | -12.21% | +3.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.43% | +0.57% |
Volatility
JPVRX vs. DFVIX - Volatility Comparison
JPMorgan Developed International Value Fund Class R5 (JPVRX) and DFA International Value III Portfolio (DFVIX) have volatilities of 4.05% and 4.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPVRX | DFVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 4.26% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 11.71% | 11.73% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.12% | 14.17% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.07% | 16.43% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 17.76% | -0.04% |
JPVRX vs. DFVIX - Expense Ratio Comparison
JPVRX has a 0.65% expense ratio, which is higher than DFVIX's 0.24% expense ratio.
Dividends
JPVRX vs. DFVIX - Dividend Comparison
JPVRX's dividend yield for the trailing twelve months is around 2.55%, less than DFVIX's 3.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVIX DFA International Value III Portfolio | 3.69% | 4.09% | 4.16% | 4.44% | 3.82% | 7.97% | 2.25% | 3.53% | 6.16% | 3.02% | 3.43% | 5.84% |
JPVRX JPMorgan Developed International Value Fund Class R5 | 2.55% | 2.99% | 4.60% | 5.04% | 3.96% | 4.96% | 3.05% | 4.28% | 4.68% | 2.54% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, JPVRX and DFVIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DFVIX has higher volatility (4.26%) compared to JPVRX (4.05%). In terms of maximum drawdown, JPVRX dropped -48.30% vs DFVIX's -66.53%.
JPVRX currently has the higher Sharpe Ratio (2.72 vs 2.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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