CMEUX vs. DFIEX
Compare and contrast key facts about Six Circles Managed Equity Portfolio U.S. Unconstrained Fund (CMEUX) and DFA International Core Equity Portfolio I (DFIEX).
CMEUX is managed by BlackRock. It was launched on Apr 10, 2019. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
CMEUX vs. DFIEX - Performance Comparison
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CMEUX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CMEUX Six Circles Managed Equity Portfolio U.S. Unconstrained Fund | -5.11% | 18.38% | 24.94% | 29.09% | -20.29% | 26.65% | 29.12% | 12.13% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 6.74% |
Returns By Period
In the year-to-date period, CMEUX achieves a -5.11% return, which is significantly lower than DFIEX's 2.80% return.
CMEUX
- 1D
- 3.00%
- 1M
- -4.64%
- YTD
- -5.11%
- 6M
- -2.58%
- 1Y
- 18.45%
- 3Y*
- 18.68%
- 5Y*
- 11.52%
- 10Y*
- —
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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CMEUX vs. DFIEX - Expense Ratio Comparison
CMEUX has a 0.07% 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
CMEUX vs. DFIEX — Risk / Return Rank
CMEUX
DFIEX
CMEUX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Six Circles Managed Equity Portfolio U.S. Unconstrained Fund (CMEUX) 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.
| CMEUX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 1.95 | -0.94 |
Sortino ratioReturn per unit of downside risk | 1.56 | 2.55 | -0.99 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.39 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 2.57 | -1.17 |
Martin ratioReturn relative to average drawdown | 6.33 | 10.07 | -3.74 |
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
| CMEUX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.95 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.60 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.35 | +0.41 |
Correlation
The correlation between CMEUX and DFIEX is 0.72, 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
CMEUX vs. DFIEX - Dividend Comparison
CMEUX's dividend yield for the trailing twelve months is around 1.07%, less than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMEUX Six Circles Managed Equity Portfolio U.S. Unconstrained Fund | 1.07% | 1.01% | 1.02% | 1.16% | 1.52% | 4.12% | 3.33% | 1.72% | 0.00% | 0.00% | 0.00% | 0.00% |
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
CMEUX vs. DFIEX - Drawdown Comparison
The maximum CMEUX drawdown since its inception was -28.39%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for CMEUX and DFIEX.
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Drawdown Indicators
| CMEUX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.39% | -62.22% | +33.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.09% | -11.01% | -1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -25.61% | -28.66% | +3.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.04% | — |
Current DrawdownCurrent decline from peak | -6.80% | -7.75% | +0.95% |
Average DrawdownAverage peak-to-trough decline | -5.45% | -12.26% | +6.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 2.81% | -0.12% |
Volatility
CMEUX vs. DFIEX - Volatility Comparison
The current volatility for Six Circles Managed Equity Portfolio U.S. Unconstrained Fund (CMEUX) is 5.39%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that CMEUX 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
| CMEUX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 7.09% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 10.45% | -0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.98% | 15.90% | +3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.97% | 15.65% | +2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.12% | 16.35% | +3.77% |