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DFEOX vs. DIPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFEOX vs. DIPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA US Core Equity 1 Portfolio I (DFEOX) and DFA Inflation-Protected Securities Portfolio (DIPSX). The values are adjusted to include any dividend payments, if applicable.

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DFEOX vs. DIPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFEOX
DFEOX Risk / Return Rank: 4949
Overall Rank
DFEOX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DFEOX Sortino Ratio Rank: 5353
Sortino Ratio Rank
DFEOX Omega Ratio Rank: 5757
Omega Ratio Rank
DFEOX Calmar Ratio Rank: 3737
Calmar Ratio Rank
DFEOX Martin Ratio Rank: 4848
Martin Ratio Rank

DIPSX
DIPSX Risk / Return Rank: 2222
Overall Rank
DIPSX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DIPSX Sortino Ratio Rank: 1616
Sortino Ratio Rank
DIPSX Omega Ratio Rank: 1515
Omega Ratio Rank
DIPSX Calmar Ratio Rank: 3434
Calmar Ratio Rank
DIPSX Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


DFEOXDIPSXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.48

+0.45

Sortino ratio

Return per unit of downside risk

1.43

0.68

+0.75

Omega ratio

Gain probability vs. loss probability

1.22

1.09

+0.13

Calmar ratio

Return relative to maximum drawdown

0.98

0.93

+0.04

Martin ratio

Return relative to average drawdown

4.74

2.70

+2.05

DFEOX vs. DIPSX - Sharpe Ratio Comparison

The current DFEOX Sharpe Ratio is 0.93, which is higher than the DIPSX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of DFEOX and DIPSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFEOXDIPSXDifference

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.


TTM20252024202320222021202020192018201720162015
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


DFEOXDIPSXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.28%

-1.92%

-6.36%

Average Drawdown

Average peak-to-trough decline

-7.25%

-4.60%

-2.65%

Ulcer Index

Depth 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


DFEOXDIPSXDifference

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%