DFABX vs. DFEOX
Compare and contrast key facts about DFA Short-Term Selective State Municipal Bond Portfolio (DFABX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DFABX is managed by Dimensional. It was launched on Apr 11, 2022. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFABX vs. DFEOX - Performance Comparison
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DFABX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFABX DFA Short-Term Selective State Municipal Bond Portfolio | 0.58% | 2.46% | 2.90% | 2.87% | 0.55% |
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -8.94% |
Returns By Period
In the year-to-date period, DFABX achieves a 0.58% return, which is significantly higher than DFEOX's -4.34% return.
DFABX
- 1D
- 0.05%
- 1M
- -0.05%
- YTD
- 0.58%
- 6M
- 1.12%
- 1Y
- 2.73%
- 3Y*
- 2.60%
- 5Y*
- —
- 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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DFABX vs. DFEOX - Expense Ratio Comparison
DFABX has a 0.25% expense ratio, which is higher than DFEOX's 0.14% expense ratio. However, 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
DFABX vs. DFEOX — Risk / Return Rank
DFABX
DFEOX
DFABX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Short-Term Selective State Municipal Bond Portfolio (DFABX) 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.
| DFABX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.90 | 0.93 | +2.97 |
Sortino ratioReturn per unit of downside risk | 7.13 | 1.43 | +5.71 |
Omega ratioGain probability vs. loss probability | 3.50 | 1.22 | +2.29 |
Calmar ratioReturn relative to maximum drawdown | 4.84 | 0.98 | +3.86 |
Martin ratioReturn relative to average drawdown | 26.76 | 4.74 | +22.02 |
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
| DFABX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.90 | 0.93 | +2.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.62 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.44 | 0.51 | +1.94 |
Correlation
The correlation between DFABX and DFEOX is 0.08, 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
DFABX vs. DFEOX - Dividend Comparison
DFABX's dividend yield for the trailing twelve months is around 2.70%, more than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFABX DFA Short-Term Selective State Municipal Bond Portfolio | 2.70% | 2.33% | 2.86% | 2.52% | 1.25% | 0.00% | 0.00% | 0.00% | 0.00% | 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
DFABX vs. DFEOX - Drawdown Comparison
The maximum DFABX drawdown since its inception was -2.46%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DFABX and DFEOX.
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Drawdown Indicators
| DFABX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.46% | -56.77% | +54.31% |
Max Drawdown (1Y)Largest decline over 1 year | -0.50% | -12.58% | +12.08% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.86% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.55% | — |
Current DrawdownCurrent decline from peak | -0.06% | -8.28% | +8.22% |
Average DrawdownAverage peak-to-trough decline | -0.25% | -7.25% | +7.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.09% | 2.69% | -2.60% |
Volatility
DFABX vs. DFEOX - Volatility Comparison
The current volatility for DFA Short-Term Selective State Municipal Bond Portfolio (DFABX) is 0.18%, while DFA US Core Equity 1 Portfolio I (DFEOX) has a volatility of 4.20%. This indicates that DFABX experiences smaller price fluctuations and is considered to be less risky 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
| DFABX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.18% | 4.20% | -4.02% |
Volatility (6M)Calculated over the trailing 6-month period | 0.40% | 8.49% | -8.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.71% | 17.87% | -17.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.97% | 16.88% | -15.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.97% | 17.98% | -17.01% |