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DFEQX vs. DFIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFEQX vs. DFIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Short-Term Extended Quality Portfolio (DFEQX) and DFA International Core Equity Portfolio I (DFIEX). The values are adjusted to include any dividend payments, if applicable.

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DFEQX vs. DFIEX - Yearly Performance Comparison


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

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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

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

DFEQX
DFEQX Risk / Return Rank: 9999
Overall Rank
DFEQX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFEQX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFEQX Omega Ratio Rank: 9999
Omega Ratio Rank
DFEQX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DFEQX Martin Ratio Rank: 9898
Martin Ratio Rank

DFIEX
DFIEX Risk / Return Rank: 9090
Overall Rank
DFIEX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DFIEX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DFIEX Omega Ratio Rank: 8989
Omega Ratio Rank
DFIEX Calmar Ratio Rank: 9090
Calmar Ratio Rank
DFIEX Martin Ratio Rank: 9090
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.

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.


DFEQXDFIEXDifference

Sharpe ratio

Return per unit of total volatility

4.12

1.95

+2.16

Sortino ratio

Return per unit of downside risk

6.61

2.55

+4.07

Omega ratio

Gain probability vs. loss probability

2.55

1.39

+1.16

Calmar ratio

Return relative to maximum drawdown

4.59

2.57

+2.02

Martin ratio

Return relative to average drawdown

20.66

10.07

+10.59

DFEQX vs. DFIEX - Sharpe Ratio Comparison

The current DFEQX Sharpe Ratio is 4.12, which is higher than the DFIEX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of DFEQX and DFIEX, 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


DFEQXDFIEXDifference

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.


TTM20252024202320222021202020192018201720162015
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.


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Drawdown Indicators


DFEQXDFIEXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.55%

-7.75%

+7.20%

Average Drawdown

Average peak-to-trough decline

-0.96%

-12.26%

+11.30%

Ulcer Index

Depth 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.


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Volatility by Period


DFEQXDFIEXDifference

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%