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DFCEX vs. DFESX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFCEX vs. DFESX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Emerging Markets Core Equity Fund (DFCEX) and DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFCEX achieves a 25.19% return, which is significantly lower than DFESX's 28.96% return. Both investments have delivered pretty close results over the past 10 years, with DFCEX having a 11.09% annualized return and DFESX not far ahead at 11.15%.


DFCEX

1D
0.78%
1M
7.67%
YTD
25.19%
6M
27.73%
1Y
49.33%
3Y*
23.14%
5Y*
9.53%
10Y*
11.09%

DFESX

1D
0.85%
1M
10.14%
YTD
28.96%
6M
31.90%
1Y
54.42%
3Y*
24.24%
5Y*
9.44%
10Y*
11.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFCEX vs. DFESX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFCEX
DFA Emerging Markets Core Equity Fund
25.19%28.79%7.31%15.45%-16.44%5.82%13.86%16.03%-15.25%36.55%
DFESX
DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio
28.96%29.95%7.16%14.58%-18.49%4.16%12.99%17.12%-14.87%37.30%

Correlation

The correlation between DFCEX and DFESX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2012

1.00

The correlation between DFCEX and DFESX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

DFCEX vs. DFESX — Risk / Return Rank

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

DFCEX
DFCEX Risk / Return Rank: 8989
Overall Rank
DFCEX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DFCEX Sortino Ratio Rank: 8989
Sortino Ratio Rank
DFCEX Omega Ratio Rank: 8989
Omega Ratio Rank
DFCEX Calmar Ratio Rank: 8686
Calmar Ratio Rank
DFCEX Martin Ratio Rank: 8686
Martin Ratio Rank

DFESX
DFESX Risk / Return Rank: 9090
Overall Rank
DFESX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DFESX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DFESX Omega Ratio Rank: 9090
Omega Ratio Rank
DFESX Calmar Ratio Rank: 8888
Calmar Ratio Rank
DFESX Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFCEX vs. DFESX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Core Equity Fund (DFCEX) and DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX). 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.


DFCEXDFESXDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.62

1.64

-0.02

Calmar ratioReturn relative to maximum drawdown

4.15

4.33

-0.18

Martin ratioReturn relative to average drawdown

16.47

17.30

-0.83

DFCEX vs. DFESX - Sharpe Ratio Comparison

The current DFCEX Sharpe Ratio is 3.32, which is comparable to the DFESX Sharpe Ratio of 3.39. The chart below compares the historical Sharpe Ratios of DFCEX and DFESX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DFCEXDFESXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.32

3.39

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.63

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.70

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.50

-0.06

Drawdowns

DFCEX vs. DFESX - Drawdown Comparison

The maximum DFCEX drawdown since its inception was -64.58%, which is greater than DFESX's maximum drawdown of -41.43%. Use the drawdown chart below to compare losses from any high point for DFCEX and DFESX.


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Drawdown Indicators


DFCEXDFESXDifference

Max Drawdown

Largest peak-to-trough decline

-64.58%

-41.43%

-23.15%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-12.79%

+0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-16.74%

-16.53%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-30.05%

-32.64%

+2.59%

Max Drawdown (10Y)

Largest decline over 10 years

-42.33%

-41.43%

-0.90%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-12.61%

-10.76%

-1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

3.18%

-0.14%

Volatility

DFCEX vs. DFESX - Volatility Comparison

The current volatility for DFA Emerging Markets Core Equity Fund (DFCEX) is 6.43%, while DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX) has a volatility of 7.18%. This indicates that DFCEX experiences smaller price fluctuations and is considered to be less risky than DFESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFCEXDFESXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

7.18%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

14.26%

-1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

15.15%

16.35%

-1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.70%

15.10%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.93%

16.10%

-0.17%

DFCEX vs. DFESX - Expense Ratio Comparison

DFCEX has a 0.40% expense ratio, which is lower than DFESX's 0.45% expense ratio.


Dividends

DFCEX vs. DFESX - Dividend Comparison

DFCEX's dividend yield for the trailing twelve months is around 2.35%, more than DFESX's 2.13% yield.


PositionTTM20252024202320222021202020192018201720162015
DFCEX
DFA Emerging Markets Core Equity Fund
2.35%2.90%3.43%3.53%3.78%2.59%1.70%2.42%2.33%1.92%1.99%2.28%
DFESX
DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio
2.13%2.59%3.15%3.23%3.17%2.37%1.64%2.33%2.37%2.04%2.05%2.17%

Frequently Asked Questions


With a correlation of 0.99, DFCEX and DFESX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DFESX has higher volatility (7.18%) compared to DFCEX (6.43%). In terms of maximum drawdown, DFCEX dropped -64.58% vs DFESX's -41.43%.

DFESX currently has the higher Sharpe Ratio (3.39 vs 3.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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