DFAIX vs. DFIEX
Compare and contrast key facts about DFA Short-Duration Real Return Portfolio (DFAIX) and DFA International Core Equity Portfolio I (DFIEX).
DFAIX is managed by Dimensional. It was launched on Nov 5, 2013. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFAIX vs. DFIEX - Performance Comparison
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DFAIX vs. DFIEX - 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% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, DFAIX achieves a 0.86% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, DFAIX has underperformed DFIEX with an annualized return of 3.20%, while DFIEX has yielded a comparatively higher 9.64% annualized return.
DFAIX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.86%
- 6M
- 1.22%
- 1Y
- 3.68%
- 3Y*
- 5.27%
- 5Y*
- 3.80%
- 10Y*
- 3.20%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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DFAIX vs. DFIEX - Expense Ratio Comparison
DFAIX has a 0.22% expense ratio, which is lower than DFIEX's 0.24% expense ratio. Despite the difference, 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. DFIEX — Risk / Return Rank
DFAIX
DFIEX
DFAIX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Short-Duration Real Return Portfolio (DFAIX) 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.
| DFAIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.49 | 1.95 | +1.53 |
Sortino ratioReturn per unit of downside risk | 5.81 | 2.55 | +3.26 |
Omega ratioGain probability vs. loss probability | 2.05 | 1.39 | +0.66 |
Calmar ratioReturn relative to maximum drawdown | 8.23 | 2.57 | +5.65 |
Martin ratioReturn relative to average drawdown | 32.03 | 10.07 | +21.96 |
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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.49 | 1.95 | +1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.20 | 0.60 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.26 | 0.59 | +0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 0.35 | +0.74 |
Correlation
The correlation between DFAIX and DFIEX is 0.18, 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. DFIEX - Dividend Comparison
DFAIX's dividend yield for the trailing twelve months is around 4.61%, more than DFIEX's 3.14% 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% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DFAIX vs. DFIEX - Drawdown Comparison
The maximum DFAIX drawdown since its inception was -5.63%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFAIX and DFIEX.
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Drawdown Indicators
| DFAIX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.63% | -62.22% | +56.59% |
Max Drawdown (1Y)Largest decline over 1 year | -0.47% | -11.01% | +10.54% |
Max Drawdown (5Y)Largest decline over 5 years | -5.46% | -28.66% | +23.20% |
Max Drawdown (10Y)Largest decline over 10 years | -5.63% | -41.04% | +35.41% |
Current DrawdownCurrent decline from peak | -0.28% | -7.75% | +7.47% |
Average DrawdownAverage peak-to-trough decline | -0.95% | -12.26% | +11.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.12% | 2.81% | -2.69% |
Volatility
DFAIX vs. DFIEX - Volatility Comparison
The current volatility for DFA Short-Duration Real Return Portfolio (DFAIX) is 0.49%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that DFAIX 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
| DFAIX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.49% | 7.09% | -6.60% |
Volatility (6M)Calculated over the trailing 6-month period | 0.75% | 10.45% | -9.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.07% | 15.90% | -14.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.18% | 15.65% | -12.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.56% | 16.35% | -13.79% |