DCIBX vs. DFIEX
Compare and contrast key facts about DFA California Intermediate-Term Municipal Bond Portfolio (DCIBX) and DFA International Core Equity Portfolio I (DFIEX).
DCIBX is managed by Dimensional. It was launched on Nov 28, 2011. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DCIBX vs. DFIEX - Performance Comparison
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DCIBX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCIBX DFA California Intermediate-Term Municipal Bond Portfolio | 0.10% | 3.70% | 1.19% | 3.73% | -3.75% | -0.53% | 2.78% | 4.09% | 1.36% | 2.30% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 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, DCIBX achieves a 0.10% return, which is significantly higher than DFIEX's -0.21% return. Over the past 10 years, DCIBX has underperformed DFIEX with an annualized return of 1.32%, while DFIEX has yielded a comparatively higher 9.31% annualized return.
DCIBX
- 1D
- 0.07%
- 1M
- -1.73%
- YTD
- 0.10%
- 6M
- 1.44%
- 1Y
- 3.79%
- 3Y*
- 2.41%
- 5Y*
- 0.97%
- 10Y*
- 1.32%
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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DCIBX vs. DFIEX - Expense Ratio Comparison
DCIBX has a 0.20% 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
DCIBX vs. DFIEX — Risk / Return Rank
DCIBX
DFIEX
DCIBX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA California Intermediate-Term Municipal Bond Portfolio (DCIBX) 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.
| DCIBX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 1.66 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.99 | 2.18 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.33 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 2.16 | -0.72 |
Martin ratioReturn relative to average drawdown | 5.73 | 8.72 | -3.00 |
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
| DCIBX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.66 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.58 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.57 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.34 | +0.40 |
Correlation
The correlation between DCIBX and DFIEX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
DCIBX vs. DFIEX - Dividend Comparison
DCIBX's dividend yield for the trailing twelve months is around 2.75%, less than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCIBX DFA California Intermediate-Term Municipal Bond Portfolio | 2.75% | 2.44% | 2.06% | 1.69% | 1.15% | 1.05% | 1.34% | 1.46% | 1.44% | 1.32% | 1.44% | 1.61% |
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
DCIBX vs. DFIEX - Drawdown Comparison
The maximum DCIBX drawdown since its inception was -7.97%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DCIBX and DFIEX.
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Drawdown Indicators
| DCIBX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.97% | -62.22% | +54.25% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -11.01% | +8.30% |
Max Drawdown (5Y)Largest decline over 5 years | -7.22% | -28.66% | +21.44% |
Max Drawdown (10Y)Largest decline over 10 years | -7.97% | -41.04% | +33.07% |
Current DrawdownCurrent decline from peak | -1.73% | -10.45% | +8.72% |
Average DrawdownAverage peak-to-trough decline | -1.29% | -12.26% | +10.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.68% | 2.84% | -2.16% |
Volatility
DCIBX vs. DFIEX - Volatility Comparison
The current volatility for DFA California Intermediate-Term Municipal Bond Portfolio (DCIBX) is 0.73%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DCIBX 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
| DCIBX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.73% | 6.26% | -5.53% |
Volatility (6M)Calculated over the trailing 6-month period | 1.10% | 10.04% | -8.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.72% | 15.66% | -12.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.17% | 15.60% | -13.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.35% | 16.32% | -13.97% |