DFCEX vs. DFIEX
Compare and contrast key facts about DFA Emerging Markets Core Equity Fund (DFCEX) and DFA International Core Equity Portfolio I (DFIEX).
DFCEX is managed by Dimensional. It was launched on Apr 4, 2005. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFCEX vs. DFIEX - Performance Comparison
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DFCEX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFCEX DFA Emerging Markets Core Equity Fund | 0.90% | 28.79% | 7.31% | 15.45% | -16.44% | 5.82% | 13.86% | 16.03% | -15.25% | 36.55% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 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, DFCEX achieves a 0.90% return, which is significantly higher than DFIEX's -0.21% return. Over the past 10 years, DFCEX has underperformed DFIEX with an annualized return of 8.62%, while DFIEX has yielded a comparatively higher 9.31% annualized return.
DFCEX
- 1D
- -0.97%
- 1M
- -11.43%
- YTD
- 0.90%
- 6M
- 4.73%
- 1Y
- 28.56%
- 3Y*
- 15.10%
- 5Y*
- 6.21%
- 10Y*
- 8.62%
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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DFCEX vs. DFIEX - Expense Ratio Comparison
DFCEX has a 0.40% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
DFCEX vs. DFIEX — Risk / Return Rank
DFCEX
DFIEX
DFCEX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Core Equity Fund (DFCEX) 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.
| DFCEX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.87 | 1.66 | +0.21 |
Sortino ratioReturn per unit of downside risk | 2.43 | 2.18 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.33 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 2.16 | -0.05 |
Martin ratioReturn relative to average drawdown | 8.20 | 8.72 | -0.53 |
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
| DFCEX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 1.66 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.58 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.57 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.34 | +0.05 |
Correlation
The correlation between DFCEX and DFIEX is 0.80, 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
DFCEX vs. DFIEX - Dividend Comparison
DFCEX's dividend yield for the trailing twelve months is around 2.91%, less than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFCEX DFA Emerging Markets Core Equity Fund | 2.91% | 2.90% | 3.43% | 3.53% | 3.78% | 2.59% | 1.70% | 2.42% | 2.33% | 1.92% | 1.99% | 2.28% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DFCEX vs. DFIEX - Drawdown Comparison
The maximum DFCEX drawdown since its inception was -64.58%, roughly equal to the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFCEX and DFIEX.
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Drawdown Indicators
| DFCEX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.58% | -62.22% | -2.36% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -11.01% | -1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -30.05% | -28.66% | -1.39% |
Max Drawdown (10Y)Largest decline over 10 years | -42.33% | -41.04% | -1.29% |
Current DrawdownCurrent decline from peak | -12.12% | -10.45% | -1.67% |
Average DrawdownAverage peak-to-trough decline | -12.70% | -12.26% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.84% | +0.30% |
Volatility
DFCEX vs. DFIEX - Volatility Comparison
DFA Emerging Markets Core Equity Fund (DFCEX) has a higher volatility of 7.12% compared to DFA International Core Equity Portfolio I (DFIEX) at 6.26%. This indicates that DFCEX's price experiences larger fluctuations and is considered to be riskier 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
| DFCEX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.12% | 6.26% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 10.75% | 10.04% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.12% | 15.66% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.32% | 15.60% | -1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 16.32% | -0.56% |