DFCSX vs. DFIEX
DFCSX (DFA Continental Small Company Portfolio) and DFIEX (DFA International Core Equity 2 Portfolio Institutional Class) are both mutual funds - DFCSX is a Europe Equities fund managed by Dimensional, while DFIEX is a Foreign Large Cap Equities fund managed by Dimensional. Over the past 10 years, DFCSX returned 9.89%/yr vs 10.28%/yr for DFIEX. Their correlation of 0.91 means they have usually moved in the same direction. DFCSX charges 0.42%/yr vs 0.24%/yr for DFIEX.
Performance
DFCSX vs. DFIEX - Performance Comparison
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Returns By Period
In the year-to-date period, DFCSX achieves a 8.09% return, which is significantly lower than DFIEX's 13.95% return. Both investments have delivered pretty close results over the past 10 years, with DFCSX having a 9.89% annualized return and DFIEX not far ahead at 10.28%.
DFCSX
- 1D
- 0.76%
- 1M
- 1.66%
- 6M
- 2.90%
- YTD
- 8.09%
- 1Y
- 14.41%
- 3Y*
- 16.01%
- 5Y*
- 6.07%
- 10Y*
- 9.89%
- ALL TIME*
- 9.46%
DFIEX
- 1D
- 1.06%
- 1M
- 2.19%
- 6M
- 6.84%
- YTD
- 13.95%
- 1Y
- 27.27%
- 3Y*
- 19.50%
- 5Y*
- 10.34%
- 10Y*
- 10.28%
- ALL TIME*
- 7.10%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFCSX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFCSX DFA Continental Small Company Portfolio | 8.09% | 37.58% | 0.20% | 16.93% | -20.12% | 14.66% | 15.07% | 25.90% | -19.67% | 34.77% |
DFIEX DFA International Core Equity 2 Portfolio Institutional Class | 13.95% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Correlation
The correlation between DFCSX and DFIEX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2005 | 0.91 |
The correlation between DFCSX and DFIEX has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.
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Return for Risk
DFCSX vs. DFIEX — Risk / Return Rank
DFCSX
DFIEX
DFCSX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Continental Small Company Portfolio (DFCSX) and DFA International Core Equity 2 Portfolio Institutional Class (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFCSX | DFIEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.34 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 2.52 | -1.25 |
| Martin ratioReturn relative to average drawdown | 4.19 | 9.81 | -5.61 |
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Drawdowns
DFCSX vs. DFIEX - Drawdown Comparison
The maximum DFCSX drawdown since its inception was -65.47%, which is greater than DFIEX's maximum drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFCSX and DFIEX.
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Drawdown Indicators
| DFCSX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.47% | -62.22% | -3.25% |
Max Drawdown (1Y)Largest decline over 1 year | -11.82% | -11.01% | -0.81% |
Max Drawdown (3Y)Largest decline over 3 years | -13.95% | -12.81% | -1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -39.25% | -28.66% | -10.59% |
Max Drawdown (10Y)Largest decline over 10 years | -43.16% | -41.04% | -2.12% |
Current DrawdownCurrent decline from peak | -0.21% | 0.00% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -13.58% | -12.08% | -1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 2.82% | +0.73% |
Volatility
DFCSX vs. DFIEX - Volatility Comparison
The current volatility for DFA Continental Small Company Portfolio (DFCSX) is 3.77%, while DFA International Core Equity 2 Portfolio Institutional Class (DFIEX) has a volatility of 4.03%. This indicates that DFCSX experiences smaller price fluctuations and is considered to be less risky 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
| DFCSX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 4.03% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 12.14% | 12.20% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.67% | 14.49% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.97% | 15.83% | +2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 16.13% | +1.45% |
DFCSX vs. DFIEX - Expense Ratio Comparison
DFCSX has a 0.42% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Dividends
DFCSX vs. DFIEX - Dividend Comparison
DFCSX's dividend yield for the trailing twelve months is around 2.81%, less than DFIEX's 2.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFCSX DFA Continental Small Company Portfolio | 2.81% | 3.02% | 4.94% | 2.84% | 2.45% | 1.19% | 1.55% | 2.24% | 6.28% | 1.98% | 1.97% | 1.97% |
DFIEX DFA International Core Equity 2 Portfolio Institutional Class | 2.91% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Frequently Asked Questions
With a correlation of 0.92, DFCSX and DFIEX 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.
DFIEX has higher volatility (4.03%) compared to DFCSX (3.77%). In terms of maximum drawdown, DFCSX dropped -65.47% vs DFIEX's -62.22%.
DFIEX currently has the higher Sharpe Ratio (1.92 vs 1.02), 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.
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