DAABX vs. DFIEX
Compare and contrast key facts about DFA U.S. Sustainability Targeted Value Portfolio (DAABX) and DFA International Core Equity Portfolio I (DFIEX).
DAABX is managed by Dimensional. It was launched on Oct 5, 2020. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DAABX vs. DFIEX - Performance Comparison
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DAABX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DAABX DFA U.S. Sustainability Targeted Value Portfolio | 1.59% | 9.62% | 9.07% | 18.81% | -8.37% | 31.44% | 44.33% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 24.46% |
Returns By Period
In the year-to-date period, DAABX achieves a 1.59% return, which is significantly lower than DFIEX's 2.80% return.
DAABX
- 1D
- 2.51%
- 1M
- -5.98%
- YTD
- 1.59%
- 6M
- 4.42%
- 1Y
- 20.09%
- 3Y*
- 12.49%
- 5Y*
- 7.24%
- 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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DAABX vs. DFIEX - Expense Ratio Comparison
DAABX has a 0.36% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
DAABX vs. DFIEX — Risk / Return Rank
DAABX
DFIEX
DAABX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Targeted Value Portfolio (DAABX) 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.
| DAABX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.95 | -1.05 |
Sortino ratioReturn per unit of downside risk | 1.41 | 2.55 | -1.14 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.39 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 2.57 | -1.36 |
Martin ratioReturn relative to average drawdown | 4.12 | 10.07 | -5.95 |
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
| DAABX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.95 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.60 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.35 | +0.44 |
Correlation
The correlation between DAABX and DFIEX is 0.71, 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
DAABX vs. DFIEX - Dividend Comparison
DAABX's dividend yield for the trailing twelve months is around 1.41%, less than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAABX DFA U.S. Sustainability Targeted Value Portfolio | 1.41% | 1.06% | 1.11% | 1.82% | 3.69% | 5.30% | 1.19% | 0.00% | 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
DAABX vs. DFIEX - Drawdown Comparison
The maximum DAABX drawdown since its inception was -26.11%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DAABX and DFIEX.
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Drawdown Indicators
| DAABX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.11% | -62.22% | +36.11% |
Max Drawdown (1Y)Largest decline over 1 year | -14.44% | -11.01% | -3.43% |
Max Drawdown (5Y)Largest decline over 5 years | -26.11% | -28.66% | +2.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.04% | — |
Current DrawdownCurrent decline from peak | -8.94% | -7.75% | -1.19% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -12.26% | +6.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.25% | 2.81% | +1.44% |
Volatility
DAABX vs. DFIEX - Volatility Comparison
The current volatility for DFA U.S. Sustainability Targeted Value Portfolio (DAABX) is 6.01%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that DAABX 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
| DAABX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 7.09% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 12.69% | 10.45% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.80% | 15.90% | +6.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.53% | 15.65% | +5.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.24% | 16.35% | +5.89% |