DFAIX vs. DFEOX
Compare and contrast key facts about DFA Short-Duration Real Return Portfolio (DFAIX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DFAIX is managed by Dimensional. It was launched on Nov 5, 2013. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFAIX vs. DFEOX - Performance Comparison
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DFAIX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFAIX DFA Short-Duration Real Return Portfolio | 0.86% | 4.86% | 6.38% | 5.64% | -2.77% | 5.40% | 2.75% | 5.63% | 0.11% | 1.71% |
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Returns By Period
In the year-to-date period, DFAIX achieves a 0.86% return, which is significantly higher than DFEOX's -4.34% return. Over the past 10 years, DFAIX has underperformed DFEOX with an annualized return of 3.20%, while DFEOX has yielded a comparatively higher 12.94% annualized return.
DFAIX
- 1D
- 0.19%
- 1M
- -0.09%
- YTD
- 0.86%
- 6M
- 1.22%
- 1Y
- 3.68%
- 3Y*
- 5.27%
- 5Y*
- 3.82%
- 10Y*
- 3.20%
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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DFAIX vs. DFEOX - Expense Ratio Comparison
DFAIX has a 0.22% 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
DFAIX vs. DFEOX — Risk / Return Rank
DFAIX
DFEOX
DFAIX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Short-Duration Real Return Portfolio (DFAIX) 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.
| DFAIX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.57 | 0.93 | +2.64 |
Sortino ratioReturn per unit of downside risk | 5.96 | 1.43 | +4.53 |
Omega ratioGain probability vs. loss probability | 2.07 | 1.22 | +0.86 |
Calmar ratioReturn relative to maximum drawdown | 8.64 | 0.98 | +7.67 |
Martin ratioReturn relative to average drawdown | 34.01 | 4.74 | +29.27 |
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
| DFAIX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.57 | 0.93 | +2.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.21 | 0.62 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.26 | 0.72 | +0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 0.51 | +0.58 |
Correlation
The correlation between DFAIX 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
DFAIX vs. DFEOX - Dividend Comparison
DFAIX's dividend yield for the trailing twelve months is around 4.61%, more than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAIX DFA Short-Duration Real Return Portfolio | 4.61% | 4.65% | 4.14% | 3.66% | 1.68% | 0.98% | 0.82% | 2.53% | 2.72% | 1.71% | 1.41% | 1.29% |
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
DFAIX vs. DFEOX - Drawdown Comparison
The maximum DFAIX drawdown since its inception was -5.63%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DFAIX and DFEOX.
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Drawdown Indicators
| DFAIX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.63% | -56.77% | +51.14% |
Max Drawdown (1Y)Largest decline over 1 year | -0.47% | -12.58% | +12.11% |
Max Drawdown (5Y)Largest decline over 5 years | -5.46% | -22.86% | +17.40% |
Max Drawdown (10Y)Largest decline over 10 years | -5.63% | -36.55% | +30.92% |
Current DrawdownCurrent decline from peak | -0.28% | -8.28% | +8.00% |
Average DrawdownAverage peak-to-trough decline | -0.95% | -7.25% | +6.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.12% | 2.69% | -2.57% |
Volatility
DFAIX vs. DFEOX - Volatility Comparison
The current volatility for DFA Short-Duration Real Return Portfolio (DFAIX) is 0.50%, while DFA US Core Equity 1 Portfolio I (DFEOX) has a volatility of 4.20%. This indicates that DFAIX 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
| DFAIX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.50% | 4.20% | -3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 0.75% | 8.49% | -7.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.07% | 17.87% | -16.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.18% | 16.88% | -13.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.56% | 17.98% | -15.42% |