JUESX vs. DFIEX
Compare and contrast key facts about JPMorgan US Equity Fund Class I (JUESX) and DFA International Core Equity Portfolio I (DFIEX).
JUESX is managed by JPMorgan. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
JUESX vs. DFIEX - Performance Comparison
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JUESX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JUESX JPMorgan US Equity Fund Class I | -7.67% | 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 | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, JUESX achieves a -7.67% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, JUESX has outperformed DFIEX with an annualized return of 14.45%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
JUESX
- 1D
- 2.99%
- 1M
- -5.96%
- YTD
- -7.67%
- 6M
- -7.31%
- 1Y
- 11.28%
- 3Y*
- 17.80%
- 5Y*
- 11.35%
- 10Y*
- 14.45%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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JUESX vs. DFIEX - Expense Ratio Comparison
JUESX has a 0.69% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
JUESX vs. DFIEX — Risk / Return Rank
JUESX
DFIEX
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 ratioReturn per unit of total volatility | 0.65 | 1.95 | -1.31 |
Sortino ratioReturn per unit of downside risk | 1.06 | 2.55 | -1.49 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.39 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 2.57 | -1.52 |
Martin ratioReturn relative to average drawdown | 3.88 | 10.07 | -6.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JUESX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 1.95 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.60 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.59 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.35 | +0.04 |
Correlation
The correlation between JUESX and DFIEX is 0.78, 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.
Dividends
JUESX vs. DFIEX - Dividend Comparison
JUESX's dividend yield for the trailing twelve months is around 6.21%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JUESX JPMorgan US Equity Fund Class I | 6.21% | 5.73% | 11.92% | 1.94% | 4.97% | 10.64% | 6.38% | 9.92% | 14.45% | 8.60% | 4.64% | 5.94% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
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.
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Drawdown Indicators
| JUESX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (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 DrawdownCurrent decline from peak | -9.36% | -7.75% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -12.26% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.81% | +0.46% |
Volatility
JUESX vs. DFIEX - Volatility Comparison
The current volatility for JPMorgan US Equity Fund Class I (JUESX) is 5.55%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. 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.
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Volatility by Period
| JUESX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 7.09% | -1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 10.45% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.66% | 15.90% | +2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.44% | 15.65% | +1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.56% | 16.35% | +2.21% |