DESIX vs. DFEOX
Compare and contrast key facts about DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DESIX is managed by Dimensional. It was launched on Mar 26, 2018. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DESIX vs. DFEOX - Performance Comparison
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DESIX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DESIX DFA Emerging Markets Sustainability Core 1 Portfolio | -1.30% | 27.87% | 6.66% | 14.24% | -18.07% | 24.59% | 14.05% | 16.69% | -6.48% |
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -9.98% |
Returns By Period
In the year-to-date period, DESIX achieves a -1.30% return, which is significantly higher than DFEOX's -4.34% return.
DESIX
- 1D
- -1.13%
- 1M
- -11.90%
- YTD
- -1.30%
- 6M
- 0.35%
- 1Y
- 24.39%
- 3Y*
- 13.31%
- 5Y*
- 8.46%
- 10Y*
- —
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
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DESIX vs. DFEOX - Expense Ratio Comparison
DESIX has a 0.46% expense ratio, which is higher than DFEOX's 0.14% expense ratio.
Return for Risk
DESIX vs. DFEOX — Risk / Return Rank
DESIX
DFEOX
DESIX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) 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.
| DESIX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 0.93 | +0.60 |
Sortino ratioReturn per unit of downside risk | 2.03 | 1.43 | +0.61 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.22 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 0.98 | +0.70 |
Martin ratioReturn relative to average drawdown | 6.42 | 4.74 | +1.67 |
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
| DESIX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 0.93 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.62 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.51 | -0.02 |
Correlation
The correlation between DESIX and DFEOX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DESIX vs. DFEOX - Dividend Comparison
DESIX's dividend yield for the trailing twelve months is around 2.67%, more than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DESIX DFA Emerging Markets Sustainability Core 1 Portfolio | 2.67% | 2.63% | 2.79% | 2.85% | 2.51% | 22.49% | 1.38% | 1.99% | 1.21% | 0.00% | 0.00% | 0.00% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DESIX vs. DFEOX - Drawdown Comparison
The maximum DESIX drawdown since its inception was -36.03%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DESIX and DFEOX.
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Drawdown Indicators
| DESIX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.03% | -56.77% | +20.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -12.58% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -29.09% | -22.86% | -6.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.55% | — |
Current DrawdownCurrent decline from peak | -12.70% | -8.28% | -4.42% |
Average DrawdownAverage peak-to-trough decline | -7.86% | -7.25% | -0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.69% | +0.63% |
Volatility
DESIX vs. DFEOX - Volatility Comparison
DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) has a higher volatility of 7.33% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 4.20%. This indicates that DESIX's price experiences larger fluctuations and is considered to be riskier 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
| DESIX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.33% | 4.20% | +3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 8.49% | +2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 17.87% | -2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.17% | 16.88% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.51% | 17.98% | +0.53% |