OGLVX vs. DFEQX
OGLVX (JPMorgan Short Duration Bond A) and DFEQX (DFA Short-Term Extended Quality Portfolio) are both Short-Term Bond funds. Over the past 10 years, OGLVX returned 2.02%/yr vs 1.91%/yr for DFEQX. A 0.59 correlation means they provide meaningful diversification when combined. OGLVX charges 0.59%/yr vs 0.19%/yr for DFEQX.
Performance
OGLVX vs. DFEQX - Performance Comparison
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Returns By Period
In the year-to-date period, OGLVX achieves a 0.28% return, which is significantly lower than DFEQX's 1.50% return. Over the past 10 years, OGLVX has outperformed DFEQX with an annualized return of 2.02%, while DFEQX has yielded a comparatively lower 1.91% annualized return.
OGLVX
- 1D
- -0.09%
- 1M
- 0.23%
- YTD
- 0.28%
- 6M
- 0.42%
- 1Y
- 2.91%
- 3Y*
- 4.64%
- 5Y*
- 2.16%
- 10Y*
- 2.02%
DFEQX
- 1D
- -0.10%
- 1M
- 0.33%
- YTD
- 1.50%
- 6M
- 1.60%
- 1Y
- 3.60%
- 3Y*
- 4.87%
- 5Y*
- 2.10%
- 10Y*
- 1.91%
OGLVX vs. DFEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OGLVX JPMorgan Short Duration Bond A | 0.28% | 5.32% | 4.80% | 5.24% | -3.95% | -0.31% | 4.26% | 4.00% | 0.92% | 0.52% |
DFEQX DFA Short-Term Extended Quality Portfolio | 1.50% | 4.27% | 5.50% | 5.44% | -5.18% | -0.60% | 2.24% | 4.51% | 1.34% | 1.51% |
Correlation
The correlation between OGLVX and DFEQX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.59 |
The correlation between OGLVX and DFEQX shifts across timeframes, from 0.39 (3 years) to 0.61 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
OGLVX vs. DFEQX — Risk / Return Rank
OGLVX
DFEQX
OGLVX vs. DFEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Bond A (OGLVX) and DFA Short-Term Extended Quality Portfolio (DFEQX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OGLVX | DFEQX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.97 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 4.92 | -2.17 |
| Martin ratioReturn relative to average drawdown | 8.76 | 20.46 | -11.71 |
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Drawdowns
OGLVX vs. DFEQX - Drawdown Comparison
The maximum OGLVX drawdown since its inception was -6.08%, smaller than the maximum DFEQX drawdown of -8.40%. Use the drawdown chart below to compare losses from any high point for OGLVX and DFEQX.
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Drawdown Indicators
| OGLVX | DFEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.08% | -8.40% | +2.32% |
Max Drawdown (1Y)Largest decline over 1 year | -1.10% | -0.76% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -1.10% | -1.16% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -6.03% | -8.40% | +2.37% |
Max Drawdown (10Y)Largest decline over 10 years | -6.08% | -8.40% | +2.32% |
Current DrawdownCurrent decline from peak | -0.52% | -0.19% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -0.49% | -0.95% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 0.18% | +0.16% |
Volatility
OGLVX vs. DFEQX - Volatility Comparison
JPMorgan Short Duration Bond A (OGLVX) has a higher volatility of 0.58% compared to DFA Short-Term Extended Quality Portfolio (DFEQX) at 0.43%. This indicates that OGLVX's price experiences larger fluctuations and is considered to be riskier than DFEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OGLVX | DFEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.58% | 0.43% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 1.07% | 0.94% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.50% | 1.13% | +0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.00% | 2.08% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.67% | 1.69% | -0.02% |
OGLVX vs. DFEQX - Expense Ratio Comparison
OGLVX has a 0.59% expense ratio, which is higher than DFEQX's 0.19% expense ratio.
Dividends
OGLVX vs. DFEQX - Dividend Comparison
OGLVX's dividend yield for the trailing twelve months is around 3.64%, less than DFEQX's 4.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEQX DFA Short-Term Extended Quality Portfolio | 4.12% | 3.62% | 4.40% | 3.34% | 1.78% | 1.05% | 0.47% | 2.18% | 3.14% | 1.51% | 1.59% | 1.72% |
OGLVX JPMorgan Short Duration Bond A | 3.64% | 3.97% | 3.74% | 2.70% | 1.20% | 0.96% | 1.79% | 2.15% | 1.47% | 0.99% | 0.70% | 0.73% |
Frequently Asked Questions
OGLVX and DFEQX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OGLVX has higher volatility (0.58%) compared to DFEQX (0.43%). In terms of maximum drawdown, OGLVX dropped -6.08% vs DFEQX's -8.40%.
DFEQX currently has the higher Sharpe Ratio (3.34 vs 2.01), 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.
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