DFAAX vs. DFIEX
Compare and contrast key facts about DFA Global Core Plus Real Return Portfolio (DFAAX) and DFA International Core Equity Portfolio I (DFIEX).
DFAAX is managed by Dimensional. It was launched on May 5, 2021. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFAAX vs. DFIEX - Performance Comparison
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DFAAX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFAAX DFA Global Core Plus Real Return Portfolio | -0.28% | 5.18% | 4.41% | 9.49% | -13.40% | 20.47% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 2.79% |
Returns By Period
In the year-to-date period, DFAAX achieves a -0.28% return, which is significantly lower than DFIEX's -0.21% return.
DFAAX
- 1D
- 0.45%
- 1M
- -2.10%
- YTD
- -0.28%
- 6M
- -0.90%
- 1Y
- 1.97%
- 3Y*
- 4.78%
- 5Y*
- —
- 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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DFAAX vs. DFIEX - Expense Ratio Comparison
DFAAX has a 0.29% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
DFAAX vs. DFIEX — Risk / Return Rank
DFAAX
DFIEX
DFAAX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Core Plus Real Return Portfolio (DFAAX) 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.
| DFAAX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 1.66 | -1.00 |
Sortino ratioReturn per unit of downside risk | 0.92 | 2.18 | -1.25 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.33 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 2.16 | -1.18 |
Martin ratioReturn relative to average drawdown | 3.60 | 8.72 | -5.12 |
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
| DFAAX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 1.66 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.58 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.34 | +0.22 |
Correlation
The correlation between DFAAX and DFIEX is 0.33, 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
DFAAX vs. DFIEX - Dividend Comparison
DFAAX's dividend yield for the trailing twelve months is around 3.48%, more than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAAX DFA Global Core Plus Real Return Portfolio | 3.48% | 2.90% | 4.09% | 3.96% | 2.06% | 13.05% | 0.00% | 0.00% | 0.00% | 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
DFAAX vs. DFIEX - Drawdown Comparison
The maximum DFAAX drawdown since its inception was -16.64%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFAAX and DFIEX.
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Drawdown Indicators
| DFAAX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.64% | -62.22% | +45.58% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -11.01% | +8.02% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.66% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.04% | — |
Current DrawdownCurrent decline from peak | -2.10% | -10.45% | +8.35% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -12.26% | +7.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.81% | 2.84% | -2.03% |
Volatility
DFAAX vs. DFIEX - Volatility Comparison
The current volatility for DFA Global Core Plus Real Return Portfolio (DFAAX) is 1.37%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DFAAX 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
| DFAAX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 6.26% | -4.89% |
Volatility (6M)Calculated over the trailing 6-month period | 1.98% | 10.04% | -8.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.70% | 15.66% | -11.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.45% | 15.60% | -7.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.45% | 16.32% | -7.87% |