JUESX vs. DMB
Compare and contrast key facts about JPMorgan US Equity Fund Class I (JUESX) and Dimensional Multi-Blend Fund (DMB).
JUESX is managed by JPMorgan. DMB is managed by Dimensional Fund Advisors. It was launched on Jan 1, 2013.
Performance
JUESX vs. DMB - Performance Comparison
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JUESX vs. DMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JUESX JPMorgan US Equity Fund Class I | -10.35% | 14.39% | 31.07% | 27.06% | -18.95% | 28.33% | 26.17% | 32.02% | -6.01% | 21.40% |
DMB Dimensional Multi-Blend Fund | -2.99% | 10.69% | 3.87% | 2.42% | -23.23% | 7.04% | 0.75% | 28.84% | -3.89% | 11.52% |
Returns By Period
In the year-to-date period, JUESX achieves a -10.35% return, which is significantly lower than DMB's -2.99% return. Over the past 10 years, JUESX has outperformed DMB with an annualized return of 14.12%, while DMB has yielded a comparatively lower 2.41% annualized return.
JUESX
- 1D
- -0.25%
- 1M
- -8.59%
- YTD
- -10.35%
- 6M
- -9.90%
- 1Y
- 8.74%
- 3Y*
- 16.65%
- 5Y*
- 11.01%
- 10Y*
- 14.12%
DMB
- 1D
- 2.13%
- 1M
- -4.76%
- YTD
- -2.99%
- 6M
- 0.78%
- 1Y
- 4.25%
- 3Y*
- 0.82%
- 5Y*
- -1.75%
- 10Y*
- 2.41%
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JUESX vs. DMB - Expense Ratio Comparison
JUESX has a 0.69% expense ratio, which is higher than DMB's 0.03% expense ratio.
Return for Risk
JUESX vs. DMB — Risk / Return Rank
JUESX
DMB
JUESX vs. DMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Equity Fund Class I (JUESX) and Dimensional Multi-Blend Fund (DMB). 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 | DMB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 0.43 | +0.09 |
Sortino ratioReturn per unit of downside risk | 0.86 | 0.62 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.09 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 0.50 | +0.09 |
Martin ratioReturn relative to average drawdown | 2.21 | 1.31 | +0.90 |
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 | DMB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 0.43 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | -0.12 | +0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.16 | +0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.15 | +0.24 |
Correlation
The correlation between JUESX and DMB is 0.16, 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
JUESX vs. DMB - Dividend Comparison
JUESX's dividend yield for the trailing twelve months is around 6.40%, more than DMB's 4.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JUESX JPMorgan US Equity Fund Class I | 6.40% | 5.73% | 11.92% | 1.94% | 4.97% | 10.64% | 6.38% | 9.92% | 14.45% | 8.60% | 4.64% | 5.94% |
DMB Dimensional Multi-Blend Fund | 4.44% | 3.93% | 3.48% | 4.46% | 5.80% | 4.42% | 4.54% | 4.36% | 5.36% | 4.89% | 5.97% | 6.06% |
Drawdowns
JUESX vs. DMB - Drawdown Comparison
The maximum JUESX drawdown since its inception was -58.74%, which is greater than DMB's maximum drawdown of -40.15%. Use the drawdown chart below to compare losses from any high point for JUESX and DMB.
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Drawdown Indicators
| JUESX | DMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.74% | -40.15% | -18.59% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -9.64% | -2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -40.15% | +15.46% |
Max Drawdown (10Y)Largest decline over 10 years | -33.41% | -40.15% | +6.74% |
Current DrawdownCurrent decline from peak | -11.99% | -22.98% | +10.99% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -14.21% | +2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.70% | -0.49% |
Volatility
JUESX vs. DMB - Volatility Comparison
JPMorgan US Equity Fund Class I (JUESX) has a higher volatility of 4.42% compared to Dimensional Multi-Blend Fund (DMB) at 3.71%. This indicates that JUESX's price experiences larger fluctuations and is considered to be riskier than DMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JUESX | DMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 3.71% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.07% | 6.39% | +2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.47% | 10.06% | +8.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 14.59% | +2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.54% | 15.16% | +3.38% |