C000004672 Performance — JNL/DFA U.S. Core Equity Fund, Class A
Data updated: 2026-08-26
C000004672 returned +11.78% year to date and +23.17% over one year to Jun 2026. Annualised returns are +18.75% over 3 years and +11.65% over 5 years. The fund beat its US Large Value category average: $100 invested three years ago grew to $167, against $158 for the category, and to $123 over one year, against $121. Volatility over the past three years was 13.13% a year. In the 12 months to Jun 2026 the fund took in a net $171.8M, and assets reached $1.76B.
C000004672 Growth of $100
What $100 invested in JNL/DFA U.S. Core Equity Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Value category average over the same months.
| Period | C000004672 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $123 | $121 |
| 3 years (Jul 2023 – Jun 2026) | $167 | $158 |
| 5 years (Jul 2021 – Jun 2026) | $174 | $165 |
| Since data start (Jul 2019 – Jun 2026) | $258 | $223 |
C000004672 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +11.78% |
| 1 year | +23.17% |
| 3 years (annualised) | +18.75% |
| 5 years (annualised) | +11.65% |
C000004672 Annual Returns
Calendar-year total returns of JNL/DFA U.S. Core Equity Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +11.78% |
| 2025 | +15.11% |
| 2024 | +20.40% |
| 2023 | +22.29% |
| 2022 | −15.58% |
| 2021 | +26.89% |
| 2020 | +15.87% |
| 2019 (Jul–Dec) | +9.84% |
C000004672 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.5% | +0.5% | −4.8% | +9.4% | +4.0% | +0.3% | — | — | — | — | — | — |
| 2025 | +3.0% | −1.7% | −5.5% | −1.7% | +5.9% | +4.9% | +2.0% | +2.9% | +2.6% | +1.1% | +0.9% | +0.3% |
| 2024 | +0.7% | +5.2% | +3.9% | −4.7% | +4.7% | +1.7% | +3.0% | +1.4% | +1.7% | −0.8% | +6.8% | −4.4% |
| 2023 | +7.1% | −2.4% | +1.0% | +0.6% | −0.9% | +7.5% | +3.8% | −2.0% | −4.5% | −3.1% | +8.6% | +5.9% |
| 2022 | −5.2% | −1.6% | +2.6% | −7.9% | +1.0% | −9.0% | +9.0% | −3.4% | −9.2% | +9.5% | +5.5% | −5.7% |
| 2021 | +0.2% | +4.6% | +4.4% | +4.5% | +1.0% | +1.2% | +1.2% | +2.5% | −4.2% | +6.0% | −1.5% | +4.6% |
| 2020 | −1.5% | −8.8% | −16.0% | +13.3% | +5.3% | +2.1% | +5.0% | +6.6% | −3.6% | −1.3% | +12.8% | +4.9% |
| 2019 | — | — | — | — | — | — | +1.5% | −3.0% | +2.5% | +2.1% | +3.6% | +3.0% |
C000004672 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 13.13%
- 3-year Sharpe ratio: 1.09 (vs 4.5% risk-free rate)
- Best month: +9.40% (Apr 2026)
- Worst month: −5.49% (Mar 2025)
C000004672 Fund Flows
Monthly money in and out of JNL/DFA U.S. Core Equity Fund, from SEC Form N-PORT.
- 12-month net flow: $171.8M
- 12-month gross sales (incl. reinvestments): $583.5M
- Sales ÷ redemptions: 1.42×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $26.5M | $55.2M | −$28.7M |
| May 2026 | $20.9M | $37.9M | −$17.0M |
| Apr 2026 | $413.1M | $30.6M | $382.5M |
| Mar 2026 | $21.6M | $30.4M | −$8.8M |
| Feb 2026 | $10.2M | $23.7M | −$13.5M |
| Jan 2026 | $17.1M | $28.4M | −$11.3M |
| Dec 2025 | $8.8M | $28.7M | −$19.9M |
| Nov 2025 | $11.5M | $27.2M | −$15.6M |
| Oct 2025 | $11.4M | $33.9M | −$22.5M |
| Sep 2025 | $10.4M | $43.6M | −$33.2M |
| Aug 2025 | $11.3M | $30.3M | −$19.0M |
| Jul 2025 | $20.6M | $41.9M | −$21.3M |
C000004672 Assets Under Management
Net assets of JNL/DFA U.S. Core Equity Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.76B |
| 2026-03-31 | $1.23B |
| 2025-12-31 | $1.29B |
| 2025-09-30 | $1.32B |
| 2025-06-30 | $1.30B |
| 2025-03-31 | $1.22B |
| 2024-12-31 | $1.35B |
| 2024-09-30 | $1.45B |
| 2024-06-30 | $1.40B |
| 2024-03-31 | $1.44B |
| 2023-12-31 | $1.36B |
| 2023-09-30 | $1.26B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.