DAADX vs. DFIEX
Compare and contrast key facts about DFA Emerging Markets ex China Core Equity Portfolio (DAADX) and DFA International Core Equity Portfolio I (DFIEX).
DAADX is managed by Dimensional. It was launched on Nov 14, 2021. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DAADX vs. DFIEX - Performance Comparison
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DAADX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 3.12% | 27.59% | 3.44% | 24.58% | -15.81% | 0.20% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | -1.05% |
Returns By Period
In the year-to-date period, DAADX achieves a 3.12% return, which is significantly higher than DFIEX's -0.21% return.
DAADX
- 1D
- -1.26%
- 1M
- -12.78%
- YTD
- 3.12%
- 6M
- 10.78%
- 1Y
- 34.55%
- 3Y*
- 17.39%
- 5Y*
- —
- 10Y*
- —
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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DAADX vs. DFIEX - Expense Ratio Comparison
DAADX has a 0.43% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
DAADX vs. DFIEX — Risk / Return Rank
DAADX
DFIEX
DAADX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets ex China Core Equity Portfolio (DAADX) 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.
| DAADX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.15 | 1.66 | +0.50 |
Sortino ratioReturn per unit of downside risk | 2.71 | 2.18 | +0.53 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.33 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.34 | 2.16 | +0.18 |
Martin ratioReturn relative to average drawdown | 9.52 | 8.72 | +0.80 |
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
| DAADX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 1.66 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.58 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.34 | +0.28 |
Correlation
The correlation between DAADX and DFIEX is 0.74, 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
DAADX vs. DFIEX - Dividend Comparison
DAADX's dividend yield for the trailing twelve months is around 2.43%, less than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 2.43% | 2.28% | 2.64% | 2.82% | 3.02% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DAADX vs. DFIEX - Drawdown Comparison
The maximum DAADX drawdown since its inception was -24.98%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DAADX and DFIEX.
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Drawdown Indicators
| DAADX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.98% | -62.22% | +37.24% |
Max Drawdown (1Y)Largest decline over 1 year | -13.14% | -11.01% | -2.13% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.66% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.04% | — |
Current DrawdownCurrent decline from peak | -13.14% | -10.45% | -2.69% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -12.26% | +5.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.84% | +0.39% |
Volatility
DAADX vs. DFIEX - Volatility Comparison
DFA Emerging Markets ex China Core Equity Portfolio (DAADX) has a higher volatility of 8.67% compared to DFA International Core Equity Portfolio I (DFIEX) at 6.26%. This indicates that DAADX's price experiences larger fluctuations and is considered to be riskier 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
| DAADX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.67% | 6.26% | +2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 12.25% | 10.04% | +2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.92% | 15.66% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.88% | 15.60% | -1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.88% | 16.32% | -2.44% |