VEUAX vs. DFCSX
Compare and contrast key facts about JPMorgan Europe Dynamic Fund (VEUAX) and DFA Continental Small Company Portfolio (DFCSX).
VEUAX is managed by JPMorgan. It was launched on Nov 1, 1995. DFCSX is managed by Dimensional. It was launched on Apr 14, 1988.
Performance
VEUAX vs. DFCSX - Performance Comparison
Loading graphics...
VEUAX vs. DFCSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEUAX JPMorgan Europe Dynamic Fund | -3.96% | 41.51% | 3.48% | 18.19% | -15.39% | 17.68% | 8.45% | 21.51% | -18.69% | 22.26% |
DFCSX DFA Continental Small Company Portfolio | -4.71% | 37.58% | 0.20% | 16.93% | -20.12% | 14.66% | 15.07% | 25.90% | -19.67% | 34.77% |
Returns By Period
In the year-to-date period, VEUAX achieves a -3.96% return, which is significantly higher than DFCSX's -4.71% return. Over the past 10 years, VEUAX has underperformed DFCSX with an annualized return of 8.28%, while DFCSX has yielded a comparatively higher 8.75% annualized return.
VEUAX
- 1D
- 0.28%
- 1M
- -11.21%
- YTD
- -3.96%
- 6M
- 2.31%
- 1Y
- 19.43%
- 3Y*
- 14.85%
- 5Y*
- 9.18%
- 10Y*
- 8.28%
DFCSX
- 1D
- 0.25%
- 1M
- -10.72%
- YTD
- -4.71%
- 6M
- -1.03%
- 1Y
- 19.36%
- 3Y*
- 12.22%
- 5Y*
- 5.94%
- 10Y*
- 8.75%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VEUAX vs. DFCSX - Expense Ratio Comparison
VEUAX has a 1.25% expense ratio, which is higher than DFCSX's 0.42% expense ratio.
Return for Risk
VEUAX vs. DFCSX — Risk / Return Rank
VEUAX
DFCSX
VEUAX vs. DFCSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Europe Dynamic Fund (VEUAX) and DFA Continental Small Company Portfolio (DFCSX). 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.
| VEUAX | DFCSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.13 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.53 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.39 | +0.06 |
Martin ratioReturn relative to average drawdown | 5.71 | 4.82 | +0.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VEUAX | DFCSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.13 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.34 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.49 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.55 | -0.12 |
Correlation
The correlation between VEUAX and DFCSX is 0.84, 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
VEUAX vs. DFCSX - Dividend Comparison
VEUAX's dividend yield for the trailing twelve months is around 3.59%, more than DFCSX's 3.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEUAX JPMorgan Europe Dynamic Fund | 3.59% | 3.45% | 3.81% | 3.02% | 0.77% | 2.03% | 1.01% | 2.82% | 2.60% | 1.38% | 1.93% | 1.25% |
DFCSX DFA Continental Small Company Portfolio | 3.17% | 3.02% | 4.94% | 2.84% | 2.45% | 1.19% | 1.55% | 2.24% | 6.28% | 1.98% | 1.97% | 1.97% |
Drawdowns
VEUAX vs. DFCSX - Drawdown Comparison
The maximum VEUAX drawdown since its inception was -63.73%, roughly equal to the maximum DFCSX drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for VEUAX and DFCSX.
Loading graphics...
Drawdown Indicators
| VEUAX | DFCSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.73% | -65.47% | +1.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -11.82% | -0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -30.94% | -39.25% | +8.31% |
Max Drawdown (10Y)Largest decline over 10 years | -44.64% | -43.16% | -1.48% |
Current DrawdownCurrent decline from peak | -11.76% | -11.39% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -15.51% | -13.68% | -1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 3.42% | -0.34% |
Volatility
VEUAX vs. DFCSX - Volatility Comparison
JPMorgan Europe Dynamic Fund (VEUAX) has a higher volatility of 7.17% compared to DFA Continental Small Company Portfolio (DFCSX) at 6.19%. This indicates that VEUAX's price experiences larger fluctuations and is considered to be riskier than DFCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VEUAX | DFCSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 6.19% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 11.10% | 9.78% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.23% | 15.62% | +1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 17.80% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 17.80% | +0.90% |