BTEFX vs. DFIEX
Compare and contrast key facts about Boston Trust Equity Fund (BTEFX) and DFA International Core Equity Portfolio I (DFIEX).
BTEFX is managed by Boston Trust Walden. It was launched on Oct 1, 2003. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
BTEFX vs. DFIEX - Performance Comparison
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BTEFX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTEFX Boston Trust Equity Fund | -3.40% | 8.85% | 13.70% | 17.29% | -14.15% | 29.74% | 14.66% | 31.87% | -2.55% | 18.76% |
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, BTEFX achieves a -3.40% return, which is significantly lower than DFIEX's 4.28% return. Over the past 10 years, BTEFX has outperformed DFIEX with an annualized return of 11.45%, while DFIEX has yielded a comparatively lower 9.79% annualized return.
BTEFX
- 1D
- 0.25%
- 1M
- -4.19%
- YTD
- -3.40%
- 6M
- -2.27%
- 1Y
- 7.87%
- 3Y*
- 10.19%
- 5Y*
- 7.99%
- 10Y*
- 11.45%
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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BTEFX vs. DFIEX - Expense Ratio Comparison
BTEFX has a 0.85% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
BTEFX vs. DFIEX — Risk / Return Rank
BTEFX
DFIEX
BTEFX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Equity Fund (BTEFX) 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.
| BTEFX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.55 | 2.05 | -1.50 |
Sortino ratioReturn per unit of downside risk | 0.92 | 2.66 | -1.74 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.41 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 2.84 | -2.04 |
Martin ratioReturn relative to average drawdown | 3.43 | 11.17 | -7.74 |
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
| BTEFX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 2.05 | -1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.62 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.60 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.35 | +0.17 |
Correlation
The correlation between BTEFX 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
BTEFX vs. DFIEX - Dividend Comparison
BTEFX's dividend yield for the trailing twelve months is around 7.58%, more than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTEFX Boston Trust Equity Fund | 7.58% | 7.33% | 2.50% | 1.54% | 3.16% | 2.65% | 2.91% | 1.01% | 1.80% | 0.98% | 6.71% | 7.63% |
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
BTEFX vs. DFIEX - Drawdown Comparison
The maximum BTEFX drawdown since its inception was -47.71%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for BTEFX and DFIEX.
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Drawdown Indicators
| BTEFX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.71% | -62.22% | +14.51% |
Max Drawdown (1Y)Largest decline over 1 year | -8.42% | -11.01% | +2.59% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -28.66% | +5.63% |
Max Drawdown (10Y)Largest decline over 10 years | -32.83% | -41.04% | +8.21% |
Current DrawdownCurrent decline from peak | -6.15% | -6.42% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -5.60% | -12.26% | +6.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.80% | -0.32% |
Volatility
BTEFX vs. DFIEX - Volatility Comparison
The current volatility for Boston Trust Equity Fund (BTEFX) is 3.95%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that BTEFX 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
| BTEFX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 6.66% | -2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 10.52% | -3.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.31% | 15.92% | -0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.23% | 15.66% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.99% | 16.35% | +0.64% |