DFELX vs. DFIEX
Compare and contrast key facts about DFA Enhanced U.S. Large Company Portfolio (DFELX) and DFA International Core Equity Portfolio I (DFIEX).
DFELX is managed by Dimensional. It was launched on Jul 2, 1996. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFELX vs. DFIEX - Performance Comparison
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DFELX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFELX DFA Enhanced U.S. Large Company Portfolio | -7.31% | 16.16% | 24.57% | 26.57% | -22.41% | -10.98% | 18.48% | 32.76% | -5.48% | 20.57% |
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, DFELX achieves a -7.31% return, which is significantly lower than DFIEX's -0.21% return. Over the past 10 years, DFELX has underperformed DFIEX with an annualized return of 8.68%, while DFIEX has yielded a comparatively higher 9.31% annualized return.
DFELX
- 1D
- -0.37%
- 1M
- -7.93%
- YTD
- -7.31%
- 6M
- -5.07%
- 1Y
- 12.99%
- 3Y*
- 16.34%
- 5Y*
- 2.02%
- 10Y*
- 8.68%
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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DFELX vs. DFIEX - Expense Ratio Comparison
DFELX has a 0.15% 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%.
Return for Risk
DFELX vs. DFIEX — Risk / Return Rank
DFELX
DFIEX
DFELX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Enhanced U.S. Large Company Portfolio (DFELX) 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.
| DFELX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.66 | -0.85 |
Sortino ratioReturn per unit of downside risk | 1.26 | 2.18 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.33 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.37 | 2.16 | -1.79 |
Martin ratioReturn relative to average drawdown | 1.59 | 8.72 | -7.14 |
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
| DFELX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.66 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.58 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.57 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.34 | +0.06 |
Correlation
The correlation between DFELX 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.
Dividends
DFELX vs. DFIEX - Dividend Comparison
DFELX's dividend yield for the trailing twelve months is around 18.81%, more than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFELX DFA Enhanced U.S. Large Company Portfolio | 18.81% | 17.26% | 3.77% | 3.00% | 1.76% | 1.21% | 7.55% | 9.97% | 7.79% | 16.57% | 3.36% | 6.99% |
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
DFELX vs. DFIEX - Drawdown Comparison
The maximum DFELX drawdown since its inception was -55.54%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFELX and DFIEX.
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Drawdown Indicators
| DFELX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.54% | -62.22% | +6.68% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -11.01% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -49.14% | -28.66% | -20.48% |
Max Drawdown (10Y)Largest decline over 10 years | -49.14% | -41.04% | -8.10% |
Current DrawdownCurrent decline from peak | -9.09% | -10.45% | +1.36% |
Average DrawdownAverage peak-to-trough decline | -12.77% | -12.26% | -0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.94% | 2.84% | +1.10% |
Volatility
DFELX vs. DFIEX - Volatility Comparison
The current volatility for DFA Enhanced U.S. Large Company Portfolio (DFELX) is 4.32%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DFELX 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
| DFELX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 6.26% | -1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 8.98% | 10.04% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.85% | 15.66% | +3.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.73% | 15.60% | +6.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.32% | 16.32% | +4.00% |