DCARX vs. DFEOX
Compare and contrast key facts about DFA California Municipal Real Return Portfolio (DCARX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DCARX is managed by Dimensional. It was launched on Oct 31, 2017. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DCARX vs. DFEOX - Performance Comparison
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DCARX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCARX DFA California Municipal Real Return Portfolio | 1.09% | 2.64% | 3.16% | 2.63% | -1.06% | 6.21% | 2.35% | 5.08% | -0.46% | 1.16% |
DFEOX DFA US Core Equity 1 Portfolio I | -1.72% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 1.31% |
Returns By Period
In the year-to-date period, DCARX achieves a 1.09% return, which is significantly higher than DFEOX's -1.72% return.
DCARX
- 1D
- 0.00%
- 1M
- 0.32%
- YTD
- 1.09%
- 6M
- 1.13%
- 1Y
- 2.59%
- 3Y*
- 2.55%
- 5Y*
- 2.68%
- 10Y*
- —
DFEOX
- 1D
- 2.75%
- 1M
- -4.90%
- YTD
- -1.72%
- 6M
- 0.66%
- 1Y
- 18.51%
- 3Y*
- 17.18%
- 5Y*
- 10.79%
- 10Y*
- 13.25%
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DCARX vs. DFEOX - Expense Ratio Comparison
DCARX has a 0.26% expense ratio, which is higher than DFEOX's 0.14% expense ratio. However, 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
DCARX vs. DFEOX — Risk / Return Rank
DCARX
DFEOX
DCARX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA California Municipal Real Return Portfolio (DCARX) and DFA US Core Equity 1 Portfolio I (DFEOX). 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.
| DCARX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.06 | 1.07 | +0.99 |
Sortino ratioReturn per unit of downside risk | 2.97 | 1.61 | +1.36 |
Omega ratioGain probability vs. loss probability | 1.57 | 1.24 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 2.99 | 1.33 | +1.67 |
Martin ratioReturn relative to average drawdown | 12.16 | 6.41 | +5.75 |
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
| DCARX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 1.07 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.20 | 0.64 | +0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.51 | +0.42 |
Correlation
The correlation between DCARX and DFEOX is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DCARX vs. DFEOX - Dividend Comparison
DCARX's dividend yield for the trailing twelve months is around 3.41%, more than DFEOX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCARX DFA California Municipal Real Return Portfolio | 3.41% | 3.11% | 3.52% | 1.84% | 0.90% | 0.78% | 1.12% | 1.43% | 1.27% | 0.09% | 0.00% | 0.00% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.09% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DCARX vs. DFEOX - Drawdown Comparison
The maximum DCARX drawdown since its inception was -12.27%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DCARX and DFEOX.
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Drawdown Indicators
| DCARX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.27% | -56.77% | +44.50% |
Max Drawdown (1Y)Largest decline over 1 year | -0.93% | -12.58% | +11.65% |
Max Drawdown (5Y)Largest decline over 5 years | -4.79% | -22.86% | +18.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.55% | — |
Current DrawdownCurrent decline from peak | -0.24% | -5.76% | +5.52% |
Average DrawdownAverage peak-to-trough decline | -0.76% | -7.24% | +6.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.23% | 2.63% | -2.40% |
Volatility
DCARX vs. DFEOX - Volatility Comparison
The current volatility for DFA California Municipal Real Return Portfolio (DCARX) is 0.51%, while DFA US Core Equity 1 Portfolio I (DFEOX) has a volatility of 5.19%. This indicates that DCARX experiences smaller price fluctuations and is considered to be less risky than DFEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCARX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.51% | 5.19% | -4.68% |
Volatility (6M)Calculated over the trailing 6-month period | 0.71% | 8.89% | -8.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.28% | 18.03% | -16.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.25% | 16.92% | -14.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.93% | 18.00% | -15.07% |