DFALX vs. DFEOX
Compare and contrast key facts about DFA Large Cap International Portfolio (DFALX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DFALX is managed by Dimensional. It was launched on Jul 17, 1991. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFALX vs. DFEOX - Performance Comparison
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DFALX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFALX DFA Large Cap International Portfolio | -0.30% | 33.60% | 4.55% | 17.88% | -13.04% | 12.79% | 8.13% | 22.05% | -14.15% | 25.35% |
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, DFALX achieves a -0.30% return, which is significantly higher than DFEOX's -4.34% return. Over the past 10 years, DFALX has underperformed DFEOX with an annualized return of 9.29%, while DFEOX has yielded a comparatively higher 12.94% annualized return.
DFALX
- 1D
- 0.22%
- 1M
- -10.08%
- YTD
- -0.30%
- 6M
- 5.08%
- 1Y
- 24.32%
- 3Y*
- 15.00%
- 5Y*
- 9.01%
- 10Y*
- 9.29%
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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DFALX vs. DFEOX - Expense Ratio Comparison
DFALX has a 0.18% 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
DFALX vs. DFEOX — Risk / Return Rank
DFALX
DFEOX
DFALX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Large Cap International Portfolio (DFALX) 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.
| DFALX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 0.93 | +0.53 |
Sortino ratioReturn per unit of downside risk | 1.98 | 1.43 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.22 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 0.98 | +0.91 |
Martin ratioReturn relative to average drawdown | 7.81 | 4.74 | +3.07 |
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
| DFALX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 0.93 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.62 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.72 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.51 | -0.15 |
Correlation
The correlation between DFALX and DFEOX is 0.81, 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
DFALX vs. DFEOX - Dividend Comparison
DFALX's dividend yield for the trailing twelve months is around 3.03%, more than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFALX DFA Large Cap International Portfolio | 3.03% | 2.89% | 3.18% | 3.24% | 2.86% | 3.00% | 1.88% | 2.88% | 3.07% | 2.55% | 2.89% | 2.94% |
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
DFALX vs. DFEOX - Drawdown Comparison
The maximum DFALX drawdown since its inception was -59.76%, which is greater than DFEOX's maximum drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DFALX and DFEOX.
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Drawdown Indicators
| DFALX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.76% | -56.77% | -2.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.70% | -12.58% | +1.88% |
Max Drawdown (5Y)Largest decline over 5 years | -27.52% | -22.86% | -4.66% |
Max Drawdown (10Y)Largest decline over 10 years | -35.58% | -36.55% | +0.97% |
Current DrawdownCurrent decline from peak | -10.08% | -8.28% | -1.80% |
Average DrawdownAverage peak-to-trough decline | -12.06% | -7.25% | -4.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.69% | +0.14% |
Volatility
DFALX vs. DFEOX - Volatility Comparison
DFA Large Cap International Portfolio (DFALX) has a higher volatility of 6.53% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 4.20%. This indicates that DFALX's price experiences larger fluctuations and is considered to be riskier 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
| DFALX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 4.20% | +2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 8.49% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 17.87% | -1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 16.88% | -1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 17.98% | -1.86% |