DFELX vs. DFIEX
DFELX (DFA Enhanced U.S. Large Company Portfolio) and DFIEX (DFA International Core Equity Portfolio I) are both mutual funds - DFELX is a Large Cap Blend Equities fund managed by Dimensional, while DFIEX is a Foreign Large Cap Equities fund managed by Dimensional. Over the past 10 years, DFELX returned 10.53%/yr vs 10.01%/yr for DFIEX. A 0.79 correlation means they provide meaningful diversification when combined. DFELX charges 0.15%/yr vs 0.24%/yr for DFIEX.
Performance
DFELX vs. DFIEX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with DFELX having a 11.60% return and DFIEX slightly lower at 11.05%. Both investments have delivered pretty close results over the past 10 years, with DFELX having a 10.53% annualized return and DFIEX not far behind at 10.01%.
DFELX
- 1D
- 0.18%
- 1M
- 5.94%
- YTD
- 11.60%
- 6M
- 11.42%
- 1Y
- 27.50%
- 3Y*
- 22.08%
- 5Y*
- 4.69%
- 10Y*
- 10.53%
DFIEX
- 1D
- 0.31%
- 1M
- 3.55%
- YTD
- 11.05%
- 6M
- 14.04%
- 1Y
- 28.12%
- 3Y*
- 19.64%
- 5Y*
- 9.78%
- 10Y*
- 10.01%
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 | 11.60% | 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 | 11.05% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Correlation
The correlation between DFELX and DFIEX is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2005 | 0.79 |
The correlation between DFELX and DFIEX shifts across timeframes, from 0.66 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.
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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 | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.36 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.45 | 2.49 | +0.95 |
| Martin ratioReturn relative to average drawdown | 15.46 | 9.74 | +5.71 |
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 | 2.63 | 1.99 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.62 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.61 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.37 | +0.06 |
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 | -9.09% | -11.01% | +1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -19.27% | -12.81% | -6.46% |
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 | 0.00% | -0.35% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -12.70% | -12.18% | -0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 2.81% | -0.85% |
Volatility
DFELX vs. DFIEX - Volatility Comparison
The current volatility for DFA Enhanced U.S. Large Company Portfolio (DFELX) is 2.86%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 4.11%. 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 | 2.86% | 4.11% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 11.15% | -2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.91% | 13.85% | -1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.76% | 15.75% | +6.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.36% | 16.39% | +3.97% |
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%.
Dividends
DFELX vs. DFIEX - Dividend Comparison
DFELX's dividend yield for the trailing twelve months is around 15.63%, more than DFIEX's 2.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFELX DFA Enhanced U.S. Large Company Portfolio | 15.63% | 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 | 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
DFELX and DFIEX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFIEX has higher volatility (4.11%) compared to DFELX (2.86%). In terms of maximum drawdown, DFELX dropped -55.54% vs DFIEX's -62.22%.
DFELX currently has the higher Sharpe Ratio (2.63 vs 1.99), 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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