DFALX vs. TCIEX
Compare and contrast key facts about DFA Large Cap International Portfolio (DFALX) and TIAA-CREF International Equity Index Fund Institutional Class (TCIEX).
DFALX is managed by Dimensional. It was launched on Jul 17, 1991. TCIEX is a passively managed fund by TIAA Investments that tracks the performance of the MSCI EAFE Index. It was launched on Oct 1, 2002.
Performance
DFALX vs. TCIEX - Performance Comparison
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DFALX vs. TCIEX - 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% |
TCIEX TIAA-CREF International Equity Index Fund Institutional Class | -1.90% | 31.55% | 3.69% | 18.21% | -14.19% | 11.30% | 8.13% | 21.82% | -13.27% | 25.34% |
Returns By Period
In the year-to-date period, DFALX achieves a -0.30% return, which is significantly higher than TCIEX's -1.90% return. Over the past 10 years, DFALX has outperformed TCIEX with an annualized return of 9.29%, while TCIEX has yielded a comparatively lower 8.58% 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%
TCIEX
- 1D
- 0.37%
- 1M
- -10.84%
- YTD
- -1.90%
- 6M
- 2.34%
- 1Y
- 19.49%
- 3Y*
- 13.36%
- 5Y*
- 7.86%
- 10Y*
- 8.58%
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DFALX vs. TCIEX - Expense Ratio Comparison
DFALX has a 0.18% expense ratio, which is higher than TCIEX's 0.05% 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. TCIEX — Risk / Return Rank
DFALX
TCIEX
DFALX vs. TCIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Large Cap International Portfolio (DFALX) and TIAA-CREF International Equity Index Fund Institutional Class (TCIEX). 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 | TCIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 1.09 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.98 | 1.53 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.22 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 1.48 | +0.40 |
Martin ratioReturn relative to average drawdown | 7.81 | 5.82 | +1.99 |
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 | TCIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 1.09 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.50 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.52 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.38 | -0.02 |
Correlation
The correlation between DFALX and TCIEX is 0.96, 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. TCIEX - Dividend Comparison
DFALX's dividend yield for the trailing twelve months is around 3.03%, less than TCIEX's 3.97% 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% |
TCIEX TIAA-CREF International Equity Index Fund Institutional Class | 3.97% | 3.89% | 3.17% | 3.14% | 2.82% | 3.02% | 1.96% | 3.08% | 3.42% | 2.78% | 2.95% | 3.06% |
Drawdowns
DFALX vs. TCIEX - Drawdown Comparison
The maximum DFALX drawdown since its inception was -59.76%, roughly equal to the maximum TCIEX drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for DFALX and TCIEX.
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Drawdown Indicators
| DFALX | TCIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.76% | -59.27% | -0.49% |
Max Drawdown (1Y)Largest decline over 1 year | -10.70% | -11.35% | +0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -27.52% | -29.25% | +1.73% |
Max Drawdown (10Y)Largest decline over 10 years | -35.58% | -33.58% | -2.00% |
Current DrawdownCurrent decline from peak | -10.08% | -10.86% | +0.78% |
Average DrawdownAverage peak-to-trough decline | -12.06% | -10.64% | -1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 3.03% | -0.20% |
Volatility
DFALX vs. TCIEX - Volatility Comparison
The current volatility for DFA Large Cap International Portfolio (DFALX) is 6.53%, while TIAA-CREF International Equity Index Fund Institutional Class (TCIEX) has a volatility of 7.10%. This indicates that DFALX experiences smaller price fluctuations and is considered to be less risky than TCIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFALX | TCIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 7.10% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 10.83% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 16.97% | -0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 15.89% | -0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 16.56% | -0.44% |