BRTNX vs. DFIEX

Last updated Apr 2, 2026

Compare and contrast key facts about Bretton Fund (BRTNX) and DFA International Core Equity Portfolio I (DFIEX).

BRTNX is managed by Bretton Fund. It was launched on Sep 30, 2010. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.

Performance

BRTNX vs. DFIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bretton Fund (BRTNX) and DFA International Core Equity Portfolio I (DFIEX). The values are adjusted to include any dividend payments, if applicable.

BRTNX vs. DFIEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BRTNX Bretton Fund	-9.06%	11.57%	20.27%	28.91%	-12.57%	27.75%	8.44%	35.39%	-1.95%	18.19%
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, BRTNX achieves a -9.06% return, which is significantly lower than DFIEX's 4.28% return. Over the past 10 years, BRTNX has outperformed DFIEX with an annualized return of 12.69%, while DFIEX has yielded a comparatively lower 9.79% annualized return.

BRTNX

• 1D: 2.45%
• 1M: -5.31%
• YTD: -9.06%
• 6M: -7.74%
• 1Y: 2.16%
• 3Y*: 14.60%
• 5Y*: 9.84%
• 10Y*: 12.69%

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BRTNX vs. DFIEX - Expense Ratio Comparison

BRTNX has a 1.35% expense ratio, which is higher than DFIEX's 0.24% expense ratio.

BRTNX

Bretton Fund

DFIEX

DFA International Core Equity Portfolio I

Return for Risk

BRTNX vs. DFIEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRTNX

BRTNX Risk / Return Rank: 7
BRTNX Sharpe Ratio Rank: 6
BRTNX Sortino Ratio Rank: 6
BRTNX Omega Ratio Rank: 6
BRTNX Calmar Ratio Rank: 8
BRTNX Martin Ratio Rank: 9

DFIEX

DFIEX Risk / Return Rank: 90
DFIEX Sharpe Ratio Rank: 91
DFIEX Sortino Ratio Rank: 90
DFIEX Omega Ratio Rank: 89
DFIEX Calmar Ratio Rank: 91
DFIEX Martin Ratio Rank: 90

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BRTNX vs. DFIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bretton Fund (BRTNX) 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.

	BRTNX	DFIEX	Difference
Sharpe ratio Return per unit of total volatility	0.16	2.05	-1.89
Sortino ratio Return per unit of downside risk	0.35	2.66	-2.31
Omega ratio Gain probability vs. loss probability	1.04	1.41	-0.36
Calmar ratio Return relative to maximum drawdown	0.25	2.84	-2.59
Martin ratio Return relative to average drawdown	0.87	11.17	-10.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRTNX vs. DFIEX - Sharpe Ratio Comparison

The current BRTNX Sharpe Ratio is 0.16, which is lower than the DFIEX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of BRTNX and DFIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BRTNX	DFIEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.16	2.05	-1.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.02	0.62	-0.60
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.04	0.60	-0.56
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	0.35	-0.31

Correlation

The correlation between BRTNX and DFIEX is 0.69, 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

BRTNX vs. DFIEX - Dividend Comparison

BRTNX's dividend yield for the trailing twelve months is around 1.68%, less than DFIEX's 3.10% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRTNX Bretton Fund	1.68%	1.52%	1.09%	0.00%	1.98%	0.62%	0.29%	0.00%	0.86%	0.00%	1.63%	0.19%
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

BRTNX vs. DFIEX - Drawdown Comparison

The maximum BRTNX drawdown since its inception was -93.26%, which is greater than DFIEX's maximum drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for BRTNX and DFIEX.

Drawdown Indicators

	BRTNX	DFIEX	Difference
Max Drawdown Largest peak-to-trough decline	-93.26%	-62.22%	-31.04%
Max Drawdown (1Y) Largest decline over 1 year	-14.53%	-11.01%	-3.52%
Max Drawdown (5Y) Largest decline over 5 years	-93.26%	-28.66%	-64.60%
Max Drawdown (10Y) Largest decline over 10 years	-93.26%	-41.04%	-52.22%
Current Drawdown Current decline from peak	-92.47%	-6.42%	-86.05%
Average Drawdown Average peak-to-trough decline	-11.00%	-12.26%	+1.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.15%	2.80%	+1.35%

Volatility

BRTNX vs. DFIEX - Volatility Comparison

The current volatility for Bretton Fund (BRTNX) is 4.77%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that BRTNX 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.

Volatility by Period

	BRTNX	DFIEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	6.66%	-1.89%
Volatility (6M) Calculated over the trailing 6-month period	9.03%	10.52%	-1.49%
Volatility (1Y) Calculated over the trailing 1-year period	16.08%	15.92%	+0.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	493.80%	15.66%	+478.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	349.41%	16.35%	+333.06%