DESIX vs. DFIEX
Compare and contrast key facts about DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) and DFA International Core Equity Portfolio I (DFIEX).
DESIX is managed by Dimensional. It was launched on Mar 26, 2018. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DESIX vs. DFIEX - Performance Comparison
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DESIX vs. DFIEX - 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% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -14.29% |
Returns By Period
In the year-to-date period, DESIX achieves a -1.30% return, which is significantly lower than DFIEX's -0.21% return.
DESIX
- 1D
- -1.13%
- 1M
- -11.90%
- YTD
- -1.30%
- 6M
- 0.35%
- 1Y
- 24.39%
- 3Y*
- 13.31%
- 5Y*
- 8.46%
- 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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DESIX vs. DFIEX - Expense Ratio Comparison
DESIX has a 0.46% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
DESIX vs. DFIEX — Risk / Return Rank
DESIX
DFIEX
DESIX vs. DFIEX - 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 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.
| DESIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 1.66 | -0.12 |
Sortino ratioReturn per unit of downside risk | 2.03 | 2.18 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.33 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 2.16 | -0.49 |
Martin ratioReturn relative to average drawdown | 6.42 | 8.72 | -2.30 |
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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.66 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.58 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.34 | +0.15 |
Correlation
The correlation between DESIX 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
DESIX vs. DFIEX - Dividend Comparison
DESIX's dividend yield for the trailing twelve months is around 2.67%, less than DFIEX's 3.24% 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% |
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
DESIX vs. DFIEX - Drawdown Comparison
The maximum DESIX drawdown since its inception was -36.03%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DESIX and DFIEX.
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Drawdown Indicators
| DESIX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.03% | -62.22% | +26.19% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -11.01% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -29.09% | -28.66% | -0.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.04% | — |
Current DrawdownCurrent decline from peak | -12.70% | -10.45% | -2.25% |
Average DrawdownAverage peak-to-trough decline | -7.86% | -12.26% | +4.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.84% | +0.48% |
Volatility
DESIX vs. DFIEX - Volatility Comparison
DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) has a higher volatility of 7.33% compared to DFA International Core Equity Portfolio I (DFIEX) at 6.26%. This indicates that DESIX'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
| DESIX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.33% | 6.26% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 10.04% | +0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 15.66% | -0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.17% | 15.60% | +2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.51% | 16.32% | +2.19% |