CFIMX vs. DFIEX
Compare and contrast key facts about Clipper Fund (CFIMX) and DFA International Core Equity Portfolio I (DFIEX).
CFIMX is managed by Clipper Fund. It was launched on Feb 29, 1984. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
CFIMX vs. DFIEX - Performance Comparison
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CFIMX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CFIMX Clipper Fund | -1.64% | 27.39% | 19.40% | 31.59% | -18.80% | 17.76% | 9.96% | 29.66% | -12.90% | 17.69% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 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, CFIMX achieves a -1.64% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, CFIMX has outperformed DFIEX with an annualized return of 12.62%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
CFIMX
- 1D
- 2.29%
- 1M
- -4.17%
- YTD
- -1.64%
- 6M
- 6.57%
- 1Y
- 23.21%
- 3Y*
- 23.57%
- 5Y*
- 10.61%
- 10Y*
- 12.62%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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CFIMX vs. DFIEX - Expense Ratio Comparison
CFIMX has a 0.71% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
CFIMX vs. DFIEX — Risk / Return Rank
CFIMX
DFIEX
CFIMX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Clipper Fund (CFIMX) 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.
| CFIMX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.95 | -0.64 |
Sortino ratioReturn per unit of downside risk | 1.95 | 2.55 | -0.60 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.39 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 2.57 | -0.67 |
Martin ratioReturn relative to average drawdown | 8.12 | 10.07 | -1.96 |
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
| CFIMX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.95 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.60 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.59 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.35 | +0.26 |
Correlation
The correlation between CFIMX 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
CFIMX vs. DFIEX - Dividend Comparison
CFIMX's dividend yield for the trailing twelve months is around 8.45%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFIMX Clipper Fund | 8.45% | 8.31% | 13.43% | 6.10% | 5.67% | 13.79% | 2.45% | 1.46% | 10.12% | 5.95% | 10.43% | 0.71% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
CFIMX vs. DFIEX - Drawdown Comparison
The maximum CFIMX drawdown since its inception was -66.07%, which is greater than DFIEX's maximum drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for CFIMX and DFIEX.
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Drawdown Indicators
| CFIMX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.07% | -62.22% | -3.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.19% | -11.01% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -30.80% | -28.66% | -2.14% |
Max Drawdown (10Y)Largest decline over 10 years | -37.24% | -41.04% | +3.80% |
Current DrawdownCurrent decline from peak | -5.90% | -7.75% | +1.85% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -12.26% | +4.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.81% | -0.18% |
Volatility
CFIMX vs. DFIEX - Volatility Comparison
The current volatility for Clipper Fund (CFIMX) is 4.78%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that CFIMX 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
| CFIMX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.78% | 7.09% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 10.45% | -0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.17% | 15.90% | +2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.94% | 15.65% | +3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.64% | 16.35% | +3.29% |