VSEAX vs. DFISX
Compare and contrast key facts about JPMorgan Small Cap Equity Fund (VSEAX) and DFA International Small Company Portfolio (DFISX).
VSEAX is managed by JPMorgan. It was launched on Dec 20, 1994. DFISX is managed by Dimensional. It was launched on Sep 30, 1996.
Performance
VSEAX vs. DFISX - Performance Comparison
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VSEAX vs. DFISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSEAX JPMorgan Small Cap Equity Fund | -4.91% | -2.63% | 11.46% | 11.71% | -16.27% | 15.47% | 18.14% | 28.15% | -9.20% | 15.29% |
DFISX DFA International Small Company Portfolio | -1.97% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
Returns By Period
In the year-to-date period, VSEAX achieves a -4.91% return, which is significantly lower than DFISX's -1.97% return. Both investments have delivered pretty close results over the past 10 years, with VSEAX having a 7.55% annualized return and DFISX not far ahead at 7.66%.
VSEAX
- 1D
- -0.45%
- 1M
- -9.21%
- YTD
- -4.91%
- 6M
- -4.59%
- 1Y
- -0.42%
- 3Y*
- 4.01%
- 5Y*
- 0.82%
- 10Y*
- 7.55%
DFISX
- 1D
- -0.34%
- 1M
- -11.77%
- YTD
- -1.97%
- 6M
- 2.11%
- 1Y
- 26.89%
- 3Y*
- 14.28%
- 5Y*
- 6.58%
- 10Y*
- 7.66%
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VSEAX vs. DFISX - Expense Ratio Comparison
VSEAX has a 1.27% expense ratio, which is higher than DFISX's 0.39% expense ratio.
Return for Risk
VSEAX vs. DFISX — Risk / Return Rank
VSEAX
DFISX
VSEAX vs. DFISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Small Cap Equity Fund (VSEAX) and DFA International Small Company Portfolio (DFISX). 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.
| VSEAX | DFISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.00 | 1.66 | -1.67 |
Sortino ratioReturn per unit of downside risk | 0.16 | 2.15 | -2.00 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.33 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | -0.14 | 2.04 | -2.18 |
Martin ratioReturn relative to average drawdown | -0.41 | 7.97 | -8.39 |
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
| VSEAX | DFISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.00 | 1.66 | -1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.42 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.48 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.44 | +0.10 |
Correlation
The correlation between VSEAX and DFISX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VSEAX vs. DFISX - Dividend Comparison
VSEAX's dividend yield for the trailing twelve months is around 26.76%, more than DFISX's 3.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSEAX JPMorgan Small Cap Equity Fund | 26.76% | 25.45% | 14.31% | 4.81% | 15.49% | 22.80% | 2.89% | 4.96% | 8.25% | 5.99% | 2.98% | 8.31% |
DFISX DFA International Small Company Portfolio | 3.21% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
Drawdowns
VSEAX vs. DFISX - Drawdown Comparison
The maximum VSEAX drawdown since its inception was -48.86%, smaller than the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for VSEAX and DFISX.
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Drawdown Indicators
| VSEAX | DFISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.86% | -60.66% | +11.80% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -11.96% | -2.16% |
Max Drawdown (5Y)Largest decline over 5 years | -26.53% | -35.06% | +8.53% |
Max Drawdown (10Y)Largest decline over 10 years | -41.69% | -43.00% | +1.31% |
Current DrawdownCurrent decline from peak | -13.88% | -11.77% | -2.11% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -11.69% | +3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.83% | 3.06% | +1.77% |
Volatility
VSEAX vs. DFISX - Volatility Comparison
JPMorgan Small Cap Equity Fund (VSEAX) and DFA International Small Company Portfolio (DFISX) have volatilities of 5.86% and 5.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSEAX | DFISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 5.90% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 12.39% | 10.04% | +2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.92% | 15.38% | +6.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.55% | 15.75% | +3.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.62% | 16.11% | +4.51% |