JUESX vs. DFIEX

Last updated Jun 4, 2026

JUESX (JPMorgan US Equity Fund Class I) and DFIEX (DFA International Core Equity Portfolio I) are both mutual funds - JUESX is a Large Cap Blend Equities fund managed by JPMorgan, while DFIEX is a Foreign Large Cap Equities fund managed by Dimensional. Over the past 10 years, JUESX returned 15.78%/yr vs 10.01%/yr for DFIEX. A 0.78 correlation means they provide meaningful diversification when combined. JUESX charges 0.69%/yr vs 0.24%/yr for DFIEX.

Performance

JUESX vs. DFIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan US Equity Fund Class I (JUESX) and DFA International Core Equity Portfolio I (DFIEX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JUESX achieves a 6.36% return, which is significantly lower than DFIEX's 11.05% return. Over the past 10 years, JUESX has outperformed DFIEX with an annualized return of 15.78%, while DFIEX has yielded a comparatively lower 10.01% annualized return.

JUESX

• 1D: 0.04%
• 1M: 4.16%
• YTD: 6.36%
• 6M: 5.77%
• 1Y: 21.05%
• 3Y*: 21.54%
• 5Y*: 13.66%
• 10Y*: 15.78%

DFIEX

• 1D: 0.31%
• 1M: 3.55%
• YTD: 11.05%
• 6M: 14.04%
• 1Y: 28.12%
• 3Y*: 19.64%
• 5Y*: 9.78%
• 10Y*: 10.01%

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

JUESX vs. DFIEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JUESX JPMorgan US Equity Fund Class I	6.36%	14.39%	31.07%	27.06%	-18.95%	28.33%	26.17%	32.02%	-6.01%	21.40%
DFIEX DFA International Core Equity Portfolio I	11.05%	36.18%	3.99%	17.50%	-13.51%	13.85%	7.73%	21.70%	-17.41%	28.04%

Correlation

The correlation between JUESX and DFIEX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.67
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since Sep 19, 2005	0.78

The correlation between JUESX and DFIEX shifts across timeframes, from 0.67 (3 years) to 0.78 (all time), reflecting how their relationship changes across market environments.

Return for Risk

JUESX vs. DFIEX — Risk / Return Rank

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

JUESX

JUESX Risk / Return Rank: 34
JUESX Sharpe Ratio Rank: 38
JUESX Sortino Ratio Rank: 36
JUESX Omega Ratio Rank: 38
JUESX Calmar Ratio Rank: 25
JUESX Martin Ratio Rank: 32

DFIEX

DFIEX Risk / Return Rank: 45
DFIEX Sharpe Ratio Rank: 46
DFIEX Sortino Ratio Rank: 44
DFIEX Omega Ratio Rank: 44
DFIEX Calmar Ratio Rank: 43
DFIEX Martin Ratio Rank: 47

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.

JUESX vs. DFIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Equity Fund Class I (JUESX) and DFA International Core Equity Portfolio I (DFIEX). 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.

	JUESX	DFIEX	Difference
Sharpe ratio: Return per unit of total volatility	1.80	1.99	-0.19
Sortino ratio: Return per unit of downside risk	2.49	2.76	-0.27
Omega ratio: Gain probability vs. loss probability	1.33	1.36	-0.03
Calmar ratio: Return relative to maximum drawdown	1.83	2.49	-0.66
Martin ratio: Return relative to average drawdown	7.35	9.74	-2.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JUESX vs. DFIEX - Sharpe Ratio Comparison

The current JUESX Sharpe Ratio is 1.80, which is comparable to the DFIEX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of JUESX and DFIEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JUESX	DFIEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.80	1.99	-0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	0.62	+0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.85	0.61	+0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.37	+0.04

Drawdowns

JUESX vs. DFIEX - Drawdown Comparison

The maximum JUESX drawdown since its inception was -58.74%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for JUESX and DFIEX.

Drawdown Indicators

	JUESX	DFIEX	Difference
Max Drawdown Largest peak-to-trough decline	-58.74%	-62.22%	+3.48%
Max Drawdown (1Y) Largest decline over 1 year	-11.99%	-11.01%	-0.98%
Max Drawdown (3Y) Largest decline over 3 years	-19.16%	-12.81%	-6.35%
Max Drawdown (5Y) Largest decline over 5 years	-24.69%	-28.66%	+3.97%
Max Drawdown (10Y) Largest decline over 10 years	-33.41%	-41.04%	+7.63%
Current Drawdown Current decline from peak	0.00%	-0.35%	+0.35%
Average Drawdown Average peak-to-trough decline	-12.07%	-12.18%	+0.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	2.81%	+0.17%

Volatility

JUESX vs. DFIEX - Volatility Comparison

The current volatility for JPMorgan US Equity Fund Class I (JUESX) is 3.21%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 4.11%. This indicates that JUESX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JUESX	DFIEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.21%	4.11%	-0.90%
Volatility (6M) Calculated over the trailing 6-month period	9.43%	11.15%	-1.72%
Volatility (1Y) Calculated over the trailing 1-year period	12.24%	13.85%	-1.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.43%	15.75%	+1.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.57%	16.39%	+2.18%

JUESX vs. DFIEX - Expense Ratio Comparison

JUESX has a 0.69% expense ratio, which is higher than DFIEX's 0.24% expense ratio.

Dividends

JUESX vs. DFIEX - Dividend Comparison

JUESX's dividend yield for the trailing twelve months is around 5.39%, more than DFIEX's 2.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFIEX DFA International Core Equity Portfolio I	2.91%	3.22%	3.42%	3.36%	2.88%	2.98%	1.77%	2.90%	2.95%	2.49%	2.76%	4.20%
JUESX JPMorgan US Equity Fund Class I	5.39%	5.73%	11.92%	1.94%	4.97%	10.64%	6.38%	9.92%	14.45%	8.60%	4.64%	5.94%

Frequently Asked Questions

Can I hold both JUESX and DFIEX in my portfolio?

JUESX and DFIEX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JUESX or DFIEX?

DFIEX has higher volatility (4.11%) compared to JUESX (3.21%). In terms of maximum drawdown, JUESX dropped -58.74% vs DFIEX's -62.22%.

Which has better risk-adjusted returns?

DFIEX currently has the higher Sharpe Ratio (1.99 vs 1.80), 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.