DFEOX vs. DFAC
DFEOX (DFA US Core Equity 1 Portfolio I) and DFAC (Dimensional U.S. Core Equity 2 ETF) are both Large Cap Blend Equities funds from Dimensional. Over the past 5 years, DFEOX returned 12.12%/yr vs 11.79%/yr for DFAC. Their 0.99 correlation means they have historically moved very closely together. DFEOX charges 0.14%/yr vs 0.17%/yr for DFAC.
Performance
DFEOX vs. DFAC - Performance Comparison
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Returns By Period
In the year-to-date period, DFEOX achieves a 11.80% return, which is significantly lower than DFAC's 12.94% return.
DFEOX
- 1D
- 1.21%
- 1M
- 0.00%
- 6M
- 9.03%
- YTD
- 11.80%
- 1Y
- 22.86%
- 3Y*
- 18.05%
- 5Y*
- 12.12%
- 10Y*
- 14.11%
- ALL TIME*
- 10.69%
DFAC
- 1D
- 0.36%
- 1M
- 0.54%
- 6M
- 9.91%
- YTD
- 12.94%
- 1Y
- 24.65%
- 3Y*
- 17.80%
- 5Y*
- 11.79%
- 10Y*
- —
- ALL TIME*
- 11.85%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $101.45M | $95.42M | $89.67M | |
| $0.00 | $0.00 | $0.00 |
DFEOX vs. DFAC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFEOX DFA US Core Equity 1 Portfolio I | 11.80% | 16.00% | 21.35% | 22.97% | -14.99% | 9.55% |
DFAC Dimensional U.S. Core Equity 2 ETF | 12.94% | 15.66% | 19.61% | 21.96% | -14.93% | 9.55% |
Correlation
The correlation between DFEOX and DFAC is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.98 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2021 | 0.99 |
The correlation between DFEOX and DFAC has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.
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Return for Risk
DFEOX vs. DFAC — Risk / Return Rank
DFEOX
DFAC
DFEOX vs. DFAC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 1 Portfolio I (DFEOX) and Dimensional U.S. Core Equity 2 ETF (DFAC). 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.
| DFEOX | DFAC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 2.68 | -0.17 |
| Martin ratioReturn relative to average drawdown | 11.08 | 11.71 | -0.63 |
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Drawdowns
DFEOX vs. DFAC - Drawdown Comparison
The maximum DFEOX drawdown since its inception was -56.77%, which is greater than DFAC's maximum drawdown of -23.12%. Use the drawdown chart below to compare losses from any high point for DFEOX and DFAC.
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Drawdown Indicators
| DFEOX | DFAC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.77% | -23.12% | -33.65% |
Max Drawdown (1Y)Largest decline over 1 year | -8.28% | -8.49% | +0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -19.24% | -20.02% | +0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -22.86% | -23.12% | +0.26% |
Max Drawdown (10Y)Largest decline over 10 years | -36.55% | — | — |
Current DrawdownCurrent decline from peak | -0.95% | -0.27% | -0.68% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -5.30% | -1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 1.94% | -0.07% |
Volatility
DFEOX vs. DFAC - Volatility Comparison
DFA US Core Equity 1 Portfolio I (DFEOX) and Dimensional U.S. Core Equity 2 ETF (DFAC) have volatilities of 2.92% and 2.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFEOX | DFAC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 2.99% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 9.65% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.03% | 12.66% | -0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 17.09% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 17.01% | +0.95% |
DFEOX vs. DFAC - Expense Ratio Comparison
DFEOX has a 0.14% expense ratio, which is lower than DFAC's 0.17% 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
DFEOX vs. DFAC - Dividend Comparison
DFEOX's dividend yield for the trailing twelve months is around 0.98%, more than DFAC's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAC Dimensional U.S. Core Equity 2 ETF | 0.91% | 0.97% | 1.03% | 1.20% | 1.50% | 0.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFEOX DFA US Core Equity 1 Portfolio I | 0.98% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Frequently Asked Questions
With a correlation of 0.97, DFEOX and DFAC 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.
DFAC has higher volatility (2.99%) compared to DFEOX (2.92%). In terms of maximum drawdown, DFEOX dropped -56.77% vs DFAC's -23.12%.
DFAC currently has the higher Sharpe Ratio (1.80 vs 1.73), 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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