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DFALX vs. DFIEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFALX and DFIEX is 0.79, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

DFALX vs. DFIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Large Cap International Portfolio (DFALX) and DFA International Core Equity Portfolio I (DFIEX). The values are adjusted to include any dividend payments, if applicable.

150.00%160.00%170.00%180.00%190.00%200.00%NovemberDecember2025FebruaryMarchApril
186.01%
203.59%
DFALX
DFIEX

Key characteristics

Sharpe Ratio

DFALX:

0.71

DFIEX:

0.73

Sortino Ratio

DFALX:

1.07

DFIEX:

1.09

Omega Ratio

DFALX:

1.15

DFIEX:

1.15

Calmar Ratio

DFALX:

0.89

DFIEX:

0.91

Martin Ratio

DFALX:

2.69

DFIEX:

2.73

Ulcer Index

DFALX:

4.25%

DFIEX:

4.27%

Daily Std Dev

DFALX:

16.17%

DFIEX:

15.94%

Max Drawdown

DFALX:

-60.14%

DFIEX:

-62.64%

Current Drawdown

DFALX:

-0.56%

DFIEX:

-0.37%

Returns By Period

The year-to-date returns for both stocks are quite close, with DFALX having a 10.38% return and DFIEX slightly lower at 10.35%. Both investments have delivered pretty close results over the past 10 years, with DFALX having a 5.57% annualized return and DFIEX not far ahead at 5.76%.


DFALX

YTD

10.38%

1M

1.22%

6M

6.44%

1Y

12.14%

5Y*

12.86%

10Y*

5.57%

DFIEX

YTD

10.35%

1M

1.35%

6M

6.87%

1Y

12.44%

5Y*

13.54%

10Y*

5.76%

*Annualized

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DFALX vs. DFIEX - Expense Ratio Comparison

DFALX has a 0.18% 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%.


Expense ratio chart for DFIEX: current value is 0.24%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFIEX: 0.24%
Expense ratio chart for DFALX: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFALX: 0.18%

Risk-Adjusted Performance

DFALX vs. DFIEX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFALX
The Risk-Adjusted Performance Rank of DFALX is 7070
Overall Rank
The Sharpe Ratio Rank of DFALX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of DFALX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of DFALX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of DFALX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of DFALX is 6767
Martin Ratio Rank

DFIEX
The Risk-Adjusted Performance Rank of DFIEX is 7171
Overall Rank
The Sharpe Ratio Rank of DFIEX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIEX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of DFIEX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of DFIEX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of DFIEX is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFALX vs. DFIEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Large Cap International Portfolio (DFALX) 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.


The chart of Sharpe ratio for DFALX, currently valued at 0.71, compared to the broader market-1.000.001.002.003.00
DFALX: 0.71
DFIEX: 0.73
The chart of Sortino ratio for DFALX, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.00
DFALX: 1.07
DFIEX: 1.09
The chart of Omega ratio for DFALX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.00
DFALX: 1.15
DFIEX: 1.15
The chart of Calmar ratio for DFALX, currently valued at 0.89, compared to the broader market0.002.004.006.008.0010.00
DFALX: 0.89
DFIEX: 0.91
The chart of Martin ratio for DFALX, currently valued at 2.69, compared to the broader market0.0010.0020.0030.0040.0050.00
DFALX: 2.69
DFIEX: 2.73

The current DFALX Sharpe Ratio is 0.71, which is comparable to the DFIEX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of DFALX and DFIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.71
0.73
DFALX
DFIEX

Dividends

DFALX vs. DFIEX - Dividend Comparison

DFALX's dividend yield for the trailing twelve months is around 2.91%, less than DFIEX's 3.17% yield.


TTM20242023202220212020201920182017201620152014
DFALX
DFA Large Cap International Portfolio
2.91%3.18%3.24%2.85%3.00%1.88%2.88%3.07%2.55%2.89%2.95%3.54%
DFIEX
DFA International Core Equity Portfolio I
3.17%3.42%3.36%2.89%2.98%1.77%2.90%2.95%2.50%2.77%2.62%3.16%

Drawdowns

DFALX vs. DFIEX - Drawdown Comparison

The maximum DFALX drawdown since its inception was -60.14%, roughly equal to the maximum DFIEX drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for DFALX and DFIEX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.56%
-0.37%
DFALX
DFIEX

Volatility

DFALX vs. DFIEX - Volatility Comparison

DFA Large Cap International Portfolio (DFALX) and DFA International Core Equity Portfolio I (DFIEX) have volatilities of 10.37% and 10.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.37%
10.09%
DFALX
DFIEX