JSDSX vs. DFCFX

Last updated Apr 1, 2026

Compare and contrast key facts about JPMorgan Short Duration Core Plus Fund (JSDSX) and DFA Two-Year Fixed Income Portfolio (DFCFX).

JSDSX is managed by JPMorgan. It was launched on Mar 1, 2013. DFCFX is managed by Dimensional. It was launched on Jun 6, 1996.

Performance

JSDSX vs. DFCFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Short Duration Core Plus Fund (JSDSX) and DFA Two-Year Fixed Income Portfolio (DFCFX). The values are adjusted to include any dividend payments, if applicable.

JSDSX vs. DFCFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JSDSX JPMorgan Short Duration Core Plus Fund	-0.30%	6.57%	5.26%	6.12%	-5.95%	0.21%	5.13%	6.03%	0.87%	4.09%
DFCFX DFA Two-Year Fixed Income Portfolio	0.89%	2.28%	5.33%	4.92%	-3.28%	8.60%	0.57%	2.65%	1.78%	0.92%

Returns By Period

In the year-to-date period, JSDSX achieves a -0.30% return, which is significantly lower than DFCFX's 0.89% return. Over the past 10 years, JSDSX has outperformed DFCFX with an annualized return of 3.59%, while DFCFX has yielded a comparatively lower 2.44% annualized return.

JSDSX

• 1D: 0.21%
• 1M: -1.37%
• YTD: -0.30%
• 6M: 0.99%
• 1Y: 4.42%
• 3Y*: 5.18%
• 5Y*: 2.27%
• 10Y*: 3.59%

DFCFX

• 1D: 0.06%
• 1M: 0.26%
• YTD: 0.89%
• 6M: 1.87%
• 1Y: 3.08%
• 3Y*: 4.06%
• 5Y*: 3.68%
• 10Y*: 2.44%

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

JSDSX vs. DFCFX - Expense Ratio Comparison

JSDSX has a 0.60% expense ratio, which is higher than DFCFX's 0.21% expense ratio.

JSDSX

JPMorgan Short Duration Core Plus Fund

DFCFX

DFA Two-Year Fixed Income Portfolio

Return for Risk

JSDSX vs. DFCFX — Risk / Return Rank

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

JSDSX

JSDSX Risk / Return Rank: 95
JSDSX Sharpe Ratio Rank: 95
JSDSX Sortino Ratio Rank: 96
JSDSX Omega Ratio Rank: 94
JSDSX Calmar Ratio Rank: 93
JSDSX Martin Ratio Rank: 96

DFCFX

DFCFX Risk / Return Rank: 86
DFCFX Sharpe Ratio Rank: 97
DFCFX Sortino Ratio Rank: 94
DFCFX Omega Ratio Rank: 100
DFCFX Calmar Ratio Rank: 84
DFCFX Martin Ratio Rank: 58

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.

JSDSX vs. DFCFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Core Plus Fund (JSDSX) and DFA Two-Year Fixed Income Portfolio (DFCFX). 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.

	JSDSX	DFCFX	Difference
Sharpe ratio Return per unit of total volatility	2.22	2.59	-0.37
Sortino ratio Return per unit of downside risk	3.38	2.98	+0.40
Omega ratio Gain probability vs. loss probability	1.47	3.80	-2.32
Calmar ratio Return relative to maximum drawdown	2.95	2.07	+0.88
Martin ratio Return relative to average drawdown	14.36	5.56	+8.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JSDSX vs. DFCFX - Sharpe Ratio Comparison

The current JSDSX Sharpe Ratio is 2.22, which is comparable to the DFCFX Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of JSDSX and DFCFX, 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

	JSDSX	DFCFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.22	2.59	-0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.87	0.84	+0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.52	0.78	+0.74
Sharpe Ratio (All Time) Calculated using the full available price history	1.22	1.34	-0.12

Correlation

The correlation between JSDSX and DFCFX is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

JSDSX vs. DFCFX - Dividend Comparison

JSDSX's dividend yield for the trailing twelve months is around 3.92%, more than DFCFX's 2.94% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JSDSX JPMorgan Short Duration Core Plus Fund	3.92%	3.88%	3.91%	3.33%	2.51%	1.86%	2.39%	2.66%	2.68%	3.93%	4.72%	4.81%
DFCFX DFA Two-Year Fixed Income Portfolio	2.94%	2.16%	4.90%	3.43%	1.32%	8.29%	0.67%	2.22%	1.87%	1.22%	0.79%	0.53%

Drawdowns

JSDSX vs. DFCFX - Drawdown Comparison

The maximum JSDSX drawdown since its inception was -8.93%, which is greater than DFCFX's maximum drawdown of -4.27%. Use the drawdown chart below to compare losses from any high point for JSDSX and DFCFX.

Drawdown Indicators

	JSDSX	DFCFX	Difference
Max Drawdown Largest peak-to-trough decline	-8.93%	-4.27%	-4.66%
Max Drawdown (1Y) Largest decline over 1 year	-1.58%	-1.03%	-0.55%
Max Drawdown (5Y) Largest decline over 5 years	-8.93%	-4.27%	-4.66%
Max Drawdown (10Y) Largest decline over 10 years	-8.93%	-4.27%	-4.66%
Current Drawdown Current decline from peak	-1.37%	0.00%	-1.37%
Average Drawdown Average peak-to-trough decline	-1.29%	-0.26%	-1.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.32%	0.38%	-0.06%

Volatility

JSDSX vs. DFCFX - Volatility Comparison

JPMorgan Short Duration Core Plus Fund (JSDSX) has a higher volatility of 0.66% compared to DFA Two-Year Fixed Income Portfolio (DFCFX) at 0.15%. This indicates that JSDSX's price experiences larger fluctuations and is considered to be riskier than DFCFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JSDSX	DFCFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.66%	0.15%	+0.51%
Volatility (6M) Calculated over the trailing 6-month period	1.16%	0.43%	+0.73%
Volatility (1Y) Calculated over the trailing 1-year period	2.01%	1.21%	+0.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.61%	4.39%	-1.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.37%	3.13%	-0.76%