DFEOX vs. DFITX
Compare and contrast key facts about DFA US Core Equity 1 Portfolio I (DFEOX) and DFA International Real Estate Securities (DFITX).
DFEOX is managed by Dimensional. It was launched on Sep 15, 2005. DFITX is managed by Dimensional. It was launched on Feb 28, 2007.
Performance
DFEOX vs. DFITX - Performance Comparison
Loading graphics...
DFEOX vs. DFITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
DFITX DFA International Real Estate Securities | -7.92% | 24.65% | -7.70% | 5.96% | -21.73% | 12.81% | -9.02% | 23.61% | -6.93% | 15.38% |
Returns By Period
In the year-to-date period, DFEOX achieves a -4.34% return, which is significantly higher than DFITX's -7.92% return. Over the past 10 years, DFEOX has outperformed DFITX with an annualized return of 12.94%, while DFITX has yielded a comparatively lower 1.34% annualized return.
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
DFITX
- 1D
- -0.29%
- 1M
- -12.31%
- YTD
- -7.92%
- 6M
- -6.97%
- 1Y
- 10.05%
- 3Y*
- 4.12%
- 5Y*
- -0.61%
- 10Y*
- 1.34%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFEOX vs. DFITX - Expense Ratio Comparison
DFEOX has a 0.14% expense ratio, which is lower than DFITX's 0.27% 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
DFEOX vs. DFITX — Risk / Return Rank
DFEOX
DFITX
DFEOX vs. DFITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 1 Portfolio I (DFEOX) and DFA International Real Estate Securities (DFITX). 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.
| DFEOX | DFITX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.73 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.03 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.14 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 0.71 | +0.26 |
Martin ratioReturn relative to average drawdown | 4.74 | 2.98 | +1.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFEOX | DFITX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.73 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | -0.04 | +0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.08 | +0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.08 | +0.42 |
Correlation
The correlation between DFEOX and DFITX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DFEOX vs. DFITX - Dividend Comparison
DFEOX's dividend yield for the trailing twelve months is around 1.12%, less than DFITX's 7.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
DFITX DFA International Real Estate Securities | 7.24% | 6.67% | 6.24% | 5.05% | 0.00% | 7.86% | 0.00% | 12.86% | 5.99% | 4.21% | 8.62% | 1.79% |
Drawdowns
DFEOX vs. DFITX - Drawdown Comparison
The maximum DFEOX drawdown since its inception was -56.77%, smaller than the maximum DFITX drawdown of -73.49%. Use the drawdown chart below to compare losses from any high point for DFEOX and DFITX.
Loading graphics...
Drawdown Indicators
| DFEOX | DFITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.77% | -73.49% | +16.72% |
Max Drawdown (1Y)Largest decline over 1 year | -12.58% | -12.31% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -22.86% | -34.84% | +11.98% |
Max Drawdown (10Y)Largest decline over 10 years | -36.55% | -45.26% | +8.71% |
Current DrawdownCurrent decline from peak | -8.28% | -14.12% | +5.84% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -18.19% | +10.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 2.94% | -0.25% |
Volatility
DFEOX vs. DFITX - Volatility Comparison
The current volatility for DFA US Core Equity 1 Portfolio I (DFEOX) is 4.20%, while DFA International Real Estate Securities (DFITX) has a volatility of 4.58%. This indicates that DFEOX experiences smaller price fluctuations and is considered to be less risky than DFITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DFEOX | DFITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 4.58% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 8.49% | 8.25% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.87% | 12.98% | +4.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 14.90% | +1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.98% | 16.41% | +1.57% |