JNL/DFA U.S. Small Cap Fund
JNL Series Trust

Average annual returns

No trailing-return data available for this share class.

Risk statistics

72 months through March 31, 2026
Volatility (ann.)
18.06%
Sharpe
0.59
Sortino
1.05
Max drawdown
-21.72%
Best month
16.44%
Worst month
-9.50%
Beta vs VTSAX
1.21
Correlation
0.85

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

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