BITSX vs. DFIEX
Compare and contrast key facts about iShares Total U.S. Stock Market Index Fund (BITSX) and DFA International Core Equity Portfolio I (DFIEX).
BITSX is managed by BlackRock. It was launched on Aug 13, 2015. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
BITSX vs. DFIEX - Performance Comparison
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BITSX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BITSX iShares Total U.S. Stock Market Index Fund | -3.29% | 17.10% | 23.79% | 25.97% | -19.10% | 25.50% | 20.76% | 31.06% | -5.42% | 20.99% |
DFIEX DFA International Core Equity Portfolio I | 4.28% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, BITSX achieves a -3.29% return, which is significantly lower than DFIEX's 4.28% return. Over the past 10 years, BITSX has outperformed DFIEX with an annualized return of 13.67%, while DFIEX has yielded a comparatively lower 9.79% annualized return.
BITSX
- 1D
- 0.70%
- 1M
- -3.47%
- YTD
- -3.29%
- 6M
- -1.45%
- 1Y
- 17.46%
- 3Y*
- 18.11%
- 5Y*
- 10.73%
- 10Y*
- 13.67%
DFIEX
- 1D
- 1.44%
- 1M
- -2.09%
- YTD
- 4.28%
- 6M
- 9.56%
- 1Y
- 32.02%
- 3Y*
- 17.30%
- 5Y*
- 9.72%
- 10Y*
- 9.79%
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BITSX vs. DFIEX - Expense Ratio Comparison
BITSX has a 0.08% expense ratio, which is lower than DFIEX's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
BITSX vs. DFIEX — Risk / Return Rank
BITSX
DFIEX
BITSX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Total U.S. Stock Market Index Fund (BITSX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| BITSX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 2.05 | -1.06 |
Sortino ratioReturn per unit of downside risk | 1.52 | 2.66 | -1.14 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.41 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 2.84 | -1.32 |
Martin ratioReturn relative to average drawdown | 7.26 | 11.17 | -3.91 |
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
| BITSX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 2.05 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.62 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.60 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.35 | +0.40 |
Correlation
The correlation between BITSX and DFIEX is 0.77, 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
BITSX vs. DFIEX - Dividend Comparison
BITSX's dividend yield for the trailing twelve months is around 1.14%, less than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BITSX iShares Total U.S. Stock Market Index Fund | 1.14% | 1.10% | 1.24% | 1.42% | 1.59% | 1.53% | 1.47% | 2.11% | 2.44% | 2.14% | 1.51% | 0.00% |
DFIEX DFA International Core Equity Portfolio I | 3.10% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
BITSX vs. DFIEX - Drawdown Comparison
The maximum BITSX drawdown since its inception was -34.97%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for BITSX and DFIEX.
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Drawdown Indicators
| BITSX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.97% | -62.22% | +27.25% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -11.01% | +2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -28.66% | +3.66% |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | -41.04% | +6.07% |
Current DrawdownCurrent decline from peak | -5.54% | -6.42% | +0.88% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -12.26% | +7.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.80% | -0.20% |
Volatility
BITSX vs. DFIEX - Volatility Comparison
The current volatility for iShares Total U.S. Stock Market Index Fund (BITSX) is 5.46%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that BITSX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BITSX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 6.66% | -1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 10.52% | -0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.58% | 15.92% | +2.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 15.66% | +1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 16.35% | +2.05% |