DESGX vs. DFIEX
Compare and contrast key facts about DWS ESG Core Equity Fund (DESGX) and DFA International Core Equity Portfolio I (DFIEX).
DESGX is managed by DWS. It was launched on Jul 31, 2005. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DESGX vs. DFIEX - Performance Comparison
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DESGX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DESGX DWS ESG Core Equity Fund | -3.89% | 18.92% | 23.55% | 26.68% | -15.56% | 28.99% | 19.13% | 28.18% | -17.30% | 13.02% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 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, DESGX achieves a -3.89% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, DESGX has outperformed DFIEX with an annualized return of 11.70%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
DESGX
- 1D
- 3.01%
- 1M
- -5.15%
- YTD
- -3.89%
- 6M
- 0.59%
- 1Y
- 21.52%
- 3Y*
- 18.19%
- 5Y*
- 12.39%
- 10Y*
- 11.70%
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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DESGX vs. DFIEX - Expense Ratio Comparison
DESGX has a 0.64% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
DESGX vs. DFIEX — Risk / Return Rank
DESGX
DFIEX
DESGX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS ESG Core Equity Fund (DESGX) 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.
| DESGX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 1.95 | -0.75 |
Sortino ratioReturn per unit of downside risk | 1.81 | 2.55 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.39 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 2.57 | -1.03 |
Martin ratioReturn relative to average drawdown | 7.36 | 10.07 | -2.72 |
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
| DESGX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 1.95 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.60 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.59 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.35 | +0.14 |
Correlation
The correlation between DESGX and DFIEX is 0.78, 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
DESGX vs. DFIEX - Dividend Comparison
DESGX's dividend yield for the trailing twelve months is around 5.99%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DESGX DWS ESG Core Equity Fund | 5.99% | 5.76% | 7.94% | 2.80% | 4.21% | 12.80% | 4.06% | 7.61% | 21.12% | 3.53% | 6.49% | 7.25% |
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
DESGX vs. DFIEX - Drawdown Comparison
The maximum DESGX drawdown since its inception was -58.26%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DESGX and DFIEX.
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Drawdown Indicators
| DESGX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.26% | -62.22% | +3.96% |
Max Drawdown (1Y)Largest decline over 1 year | -13.18% | -11.01% | -2.17% |
Max Drawdown (5Y)Largest decline over 5 years | -22.01% | -28.66% | +6.65% |
Max Drawdown (10Y)Largest decline over 10 years | -34.68% | -41.04% | +6.36% |
Current DrawdownCurrent decline from peak | -6.66% | -7.75% | +1.09% |
Average DrawdownAverage peak-to-trough decline | -8.17% | -12.26% | +4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 2.81% | -0.05% |
Volatility
DESGX vs. DFIEX - Volatility Comparison
The current volatility for DWS ESG Core Equity Fund (DESGX) is 5.33%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that DESGX 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
| DESGX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 7.09% | -1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 10.45% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.79% | 15.90% | +2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 15.65% | +1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 16.35% | +1.86% |