DFEQX vs. DFIEX
Compare and contrast key facts about DFA Short-Term Extended Quality Portfolio (DFEQX) and DFA International Core Equity Portfolio I (DFIEX).
DFEQX is managed by Dimensional. It was launched on Mar 4, 2009. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFEQX vs. DFIEX - Performance Comparison
Loading graphics...
DFEQX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFEQX DFA Short-Term Extended Quality Portfolio | 0.38% | 4.27% | 5.50% | 5.44% | -5.18% | -0.60% | 2.24% | 4.51% | 1.34% | 1.51% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, DFEQX achieves a 0.38% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, DFEQX has underperformed DFIEX with an annualized return of 1.91%, while DFIEX has yielded a comparatively higher 9.64% annualized return.
DFEQX
- 1D
- 0.10%
- 1M
- -0.46%
- YTD
- 0.38%
- 6M
- 1.41%
- 1Y
- 3.59%
- 3Y*
- 4.68%
- 5Y*
- 1.91%
- 10Y*
- 1.91%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFEQX vs. DFIEX - Expense Ratio Comparison
DFEQX has a 0.19% 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%.
Return for Risk
DFEQX vs. DFIEX — Risk / Return Rank
DFEQX
DFIEX
DFEQX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Short-Term Extended Quality Portfolio (DFEQX) 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.
| DFEQX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.12 | 1.95 | +2.16 |
Sortino ratioReturn per unit of downside risk | 6.61 | 2.55 | +4.07 |
Omega ratioGain probability vs. loss probability | 2.55 | 1.39 | +1.16 |
Calmar ratioReturn relative to maximum drawdown | 4.59 | 2.57 | +2.02 |
Martin ratioReturn relative to average drawdown | 20.66 | 10.07 | +10.59 |
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
| DFEQX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.12 | 1.95 | +2.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.60 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.13 | 0.59 | +0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 0.35 | +0.76 |
Correlation
The correlation between DFEQX and DFIEX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DFEQX vs. DFIEX - Dividend Comparison
DFEQX's dividend yield for the trailing twelve months is around 3.94%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEQX DFA Short-Term Extended Quality Portfolio | 3.94% | 3.62% | 4.40% | 3.34% | 1.78% | 1.05% | 0.47% | 2.18% | 3.14% | 1.51% | 1.59% | 1.72% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DFEQX vs. DFIEX - Drawdown Comparison
The maximum DFEQX drawdown since its inception was -8.40%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFEQX and DFIEX.
Loading graphics...
Drawdown Indicators
| DFEQX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.40% | -62.22% | +53.82% |
Max Drawdown (1Y)Largest decline over 1 year | -0.76% | -11.01% | +10.25% |
Max Drawdown (5Y)Largest decline over 5 years | -8.40% | -28.66% | +20.26% |
Max Drawdown (10Y)Largest decline over 10 years | -8.40% | -41.04% | +32.64% |
Current DrawdownCurrent decline from peak | -0.55% | -7.75% | +7.20% |
Average DrawdownAverage peak-to-trough decline | -0.96% | -12.26% | +11.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.17% | 2.81% | -2.64% |
Volatility
DFEQX vs. DFIEX - Volatility Comparison
The current volatility for DFA Short-Term Extended Quality Portfolio (DFEQX) is 0.46%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that DFEQX 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.
Loading graphics...
Volatility by Period
| DFEQX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.46% | 7.09% | -6.63% |
Volatility (6M)Calculated over the trailing 6-month period | 0.66% | 10.45% | -9.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.91% | 15.90% | -14.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.06% | 15.65% | -13.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.70% | 16.35% | -14.65% |