JUSSX vs. SSLCX

Last updated Apr 1, 2026

Compare and contrast key facts about JPMorgan U.S. Small Company Fund (JUSSX) and DWS Small Cap Core Fund (SSLCX).

JUSSX is managed by JPMorgan. It was launched on Nov 4, 1993. SSLCX is managed by DWS. It was launched on Jul 14, 2000.

Performance

JUSSX vs. SSLCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Small Company Fund (JUSSX) and DWS Small Cap Core Fund (SSLCX). The values are adjusted to include any dividend payments, if applicable.

JUSSX vs. SSLCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JUSSX JPMorgan U.S. Small Company Fund	-2.55%	10.28%	20.26%	14.56%	-16.55%	22.08%	18.17%	22.15%	-12.00%	9.01%
SSLCX DWS Small Cap Core Fund	0.38%	4.99%	9.85%	13.09%	-13.53%	41.16%	14.65%	21.72%	-14.28%	11.63%

Returns By Period

In the year-to-date period, JUSSX achieves a -2.55% return, which is significantly lower than SSLCX's 0.38% return. Both investments have delivered pretty close results over the past 10 years, with JUSSX having a 9.78% annualized return and SSLCX not far ahead at 9.91%.

JUSSX

• 1D: -1.48%
• 1M: -8.75%
• YTD: -2.55%
• 6M: -0.08%
• 1Y: 19.92%
• 3Y*: 13.02%
• 5Y*: 5.52%
• 10Y*: 9.78%

SSLCX

• 1D: -1.07%
• 1M: -3.24%
• YTD: 0.38%
• 6M: -2.12%
• 1Y: 8.58%
• 3Y*: 8.94%
• 5Y*: 5.62%
• 10Y*: 9.91%

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

JUSSX vs. SSLCX - Expense Ratio Comparison

JUSSX has a 0.81% expense ratio, which is lower than SSLCX's 0.95% expense ratio.

SSLCX

DWS Small Cap Core Fund

JUSSX

JPMorgan U.S. Small Company Fund

Return for Risk

JUSSX vs. SSLCX — Risk / Return Rank

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

JUSSX

JUSSX Risk / Return Rank: 42
JUSSX Sharpe Ratio Rank: 39
JUSSX Sortino Ratio Rank: 42
JUSSX Omega Ratio Rank: 33
JUSSX Calmar Ratio Rank: 49
JUSSX Martin Ratio Rank: 45

SSLCX

SSLCX Risk / Return Rank: 19
SSLCX Sharpe Ratio Rank: 19
SSLCX Sortino Ratio Rank: 18
SSLCX Omega Ratio Rank: 17
SSLCX Calmar Ratio Rank: 21
SSLCX Martin Ratio Rank: 19

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.

JUSSX vs. SSLCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Small Company Fund (JUSSX) and DWS Small Cap Core Fund (SSLCX). 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.

	JUSSX	SSLCX	Difference
Sharpe ratio Return per unit of total volatility	0.85	0.50	+0.35
Sortino ratio Return per unit of downside risk	1.31	0.81	+0.50
Omega ratio Gain probability vs. loss probability	1.17	1.11	+0.06
Calmar ratio Return relative to maximum drawdown	1.22	0.62	+0.59
Martin ratio Return relative to average drawdown	4.61	2.03	+2.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JUSSX vs. SSLCX - Sharpe Ratio Comparison

The current JUSSX Sharpe Ratio is 0.85, which is higher than the SSLCX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of JUSSX and SSLCX, 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

	JUSSX	SSLCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.85	0.50	+0.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.25	0.32	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.47	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.37	+0.01

Correlation

The correlation between JUSSX and SSLCX is 0.96, 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

JUSSX vs. SSLCX - Dividend Comparison

JUSSX's dividend yield for the trailing twelve months is around 8.39%, more than SSLCX's 1.20% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JUSSX JPMorgan U.S. Small Company Fund	8.39%	8.18%	16.04%	0.52%	6.19%	27.56%	3.09%	0.70%	13.06%	6.69%	0.47%	4.93%
SSLCX DWS Small Cap Core Fund	1.20%	1.21%	1.52%	0.68%	1.07%	1.67%	0.35%	0.16%	5.99%	5.78%	0.60%	8.42%

Drawdowns

JUSSX vs. SSLCX - Drawdown Comparison

The maximum JUSSX drawdown since its inception was -60.45%, roughly equal to the maximum SSLCX drawdown of -63.14%. Use the drawdown chart below to compare losses from any high point for JUSSX and SSLCX.

Drawdown Indicators

	JUSSX	SSLCX	Difference
Max Drawdown Largest peak-to-trough decline	-60.45%	-63.14%	+2.69%
Max Drawdown (1Y) Largest decline over 1 year	-13.82%	-10.06%	-3.76%
Max Drawdown (5Y) Largest decline over 5 years	-28.44%	-22.57%	-5.87%
Max Drawdown (10Y) Largest decline over 10 years	-42.47%	-48.07%	+5.60%
Current Drawdown Current decline from peak	-11.02%	-5.55%	-5.47%
Average Drawdown Average peak-to-trough decline	-13.71%	-11.38%	-2.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.64%	3.09%	+0.55%

Volatility

JUSSX vs. SSLCX - Volatility Comparison

JPMorgan U.S. Small Company Fund (JUSSX) has a higher volatility of 6.64% compared to DWS Small Cap Core Fund (SSLCX) at 4.67%. This indicates that JUSSX's price experiences larger fluctuations and is considered to be riskier than SSLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JUSSX	SSLCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.64%	4.67%	+1.97%
Volatility (6M) Calculated over the trailing 6-month period	14.06%	11.01%	+3.05%
Volatility (1Y) Calculated over the trailing 1-year period	22.89%	17.54%	+5.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.12%	17.64%	+4.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.31%	21.06%	+2.25%