DFEOX vs. DIPSX
Compare and contrast key facts about DFA US Core Equity 1 Portfolio I (DFEOX) and DFA Inflation-Protected Securities Portfolio (DIPSX).
DFEOX is managed by Dimensional. It was launched on Sep 15, 2005. DIPSX is managed by Dimensional. It was launched on Sep 17, 2006.
Performance
DFEOX vs. DIPSX - Performance Comparison
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DFEOX vs. DIPSX - 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% |
DIPSX DFA Inflation-Protected Securities Portfolio | 0.36% | 5.77% | 2.02% | 3.93% | -12.26% | 5.55% | 11.65% | 8.54% | -1.30% | 3.28% |
Returns By Period
In the year-to-date period, DFEOX achieves a -4.34% return, which is significantly lower than DIPSX's 0.36% return. Over the past 10 years, DFEOX has outperformed DIPSX with an annualized return of 12.94%, while DIPSX has yielded a comparatively lower 2.53% 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%
DIPSX
- 1D
- 0.63%
- 1M
- -1.41%
- YTD
- 0.36%
- 6M
- 0.19%
- 1Y
- 1.69%
- 3Y*
- 2.74%
- 5Y*
- 1.18%
- 10Y*
- 2.53%
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DFEOX vs. DIPSX - Expense Ratio Comparison
DFEOX has a 0.14% expense ratio, which is higher than DIPSX's 0.11% expense ratio. However, 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. DIPSX — Risk / Return Rank
DFEOX
DIPSX
DFEOX vs. DIPSX - 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 Inflation-Protected Securities Portfolio (DIPSX). 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 | DIPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.48 | +0.45 |
Sortino ratioReturn per unit of downside risk | 1.43 | 0.68 | +0.75 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.09 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 0.93 | +0.04 |
Martin ratioReturn relative to average drawdown | 4.74 | 2.70 | +2.05 |
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
| DFEOX | DIPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.48 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.19 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.44 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.31 | +0.19 |
Correlation
The correlation between DFEOX and DIPSX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
DFEOX vs. DIPSX - Dividend Comparison
DFEOX's dividend yield for the trailing twelve months is around 1.12%, less than DIPSX's 2.05% 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% |
DIPSX DFA Inflation-Protected Securities Portfolio | 2.05% | 2.43% | 2.70% | 3.73% | 8.14% | 4.86% | 1.58% | 2.12% | 2.28% | 2.64% | 1.99% | 0.69% |
Drawdowns
DFEOX vs. DIPSX - Drawdown Comparison
The maximum DFEOX drawdown since its inception was -56.77%, which is greater than DIPSX's maximum drawdown of -14.64%. Use the drawdown chart below to compare losses from any high point for DFEOX and DIPSX.
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Drawdown Indicators
| DFEOX | DIPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.77% | -14.64% | -42.13% |
Max Drawdown (1Y)Largest decline over 1 year | -12.58% | -3.02% | -9.56% |
Max Drawdown (5Y)Largest decline over 5 years | -22.86% | -14.64% | -8.22% |
Max Drawdown (10Y)Largest decline over 10 years | -36.55% | -14.64% | -21.91% |
Current DrawdownCurrent decline from peak | -8.28% | -1.92% | -6.36% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -4.60% | -2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 1.04% | +1.65% |
Volatility
DFEOX vs. DIPSX - Volatility Comparison
DFA US Core Equity 1 Portfolio I (DFEOX) has a higher volatility of 4.20% compared to DFA Inflation-Protected Securities Portfolio (DIPSX) at 1.40%. This indicates that DFEOX's price experiences larger fluctuations and is considered to be riskier than DIPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFEOX | DIPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 1.40% | +2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 8.49% | 2.35% | +6.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.87% | 4.31% | +13.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 6.37% | +10.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.98% | 5.73% | +12.25% |