DFEVX vs. DFEOX
Compare and contrast key facts about DFA Emerging Markets Value Portfolio (DFEVX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DFEVX is managed by Dimensional. It was launched on Mar 31, 1998. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFEVX vs. DFEOX - Performance Comparison
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DFEVX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFEVX DFA Emerging Markets Value Portfolio | 1.99% | 29.50% | 6.17% | 16.50% | -10.77% | 12.42% | 2.73% | 9.64% | -11.92% | 33.77% |
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% |
Returns By Period
In the year-to-date period, DFEVX achieves a 1.99% return, which is significantly higher than DFEOX's -4.34% return. Over the past 10 years, DFEVX has underperformed DFEOX with an annualized return of 9.16%, while DFEOX has yielded a comparatively higher 12.94% annualized return.
DFEVX
- 1D
- -0.68%
- 1M
- -10.79%
- YTD
- 1.99%
- 6M
- 7.06%
- 1Y
- 28.01%
- 3Y*
- 16.34%
- 5Y*
- 8.62%
- 10Y*
- 9.16%
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%
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DFEVX vs. DFEOX - Expense Ratio Comparison
DFEVX has a 0.45% expense ratio, which is higher than DFEOX's 0.14% expense ratio.
Return for Risk
DFEVX vs. DFEOX — Risk / Return Rank
DFEVX
DFEOX
DFEVX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Value Portfolio (DFEVX) and DFA US Core Equity 1 Portfolio I (DFEOX). 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.
| DFEVX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 0.93 | +0.96 |
Sortino ratioReturn per unit of downside risk | 2.42 | 1.43 | +0.99 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.22 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 0.98 | +1.22 |
Martin ratioReturn relative to average drawdown | 8.41 | 4.74 | +3.67 |
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
| DFEVX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 0.93 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.62 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.72 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.51 | -0.03 |
Correlation
The correlation between DFEVX and DFEOX is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DFEVX vs. DFEOX - Dividend Comparison
DFEVX's dividend yield for the trailing twelve months is around 3.68%, more than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEVX DFA Emerging Markets Value Portfolio | 3.68% | 3.80% | 4.68% | 4.39% | 4.44% | 3.82% | 2.47% | 2.47% | 2.49% | 2.45% | 1.99% | 2.55% |
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% |
Drawdowns
DFEVX vs. DFEOX - Drawdown Comparison
The maximum DFEVX drawdown since its inception was -67.59%, which is greater than DFEOX's maximum drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DFEVX and DFEOX.
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Drawdown Indicators
| DFEVX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.59% | -56.77% | -10.82% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -12.58% | +1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -23.52% | -22.86% | -0.66% |
Max Drawdown (10Y)Largest decline over 10 years | -47.53% | -36.55% | -10.98% |
Current DrawdownCurrent decline from peak | -11.35% | -8.28% | -3.07% |
Average DrawdownAverage peak-to-trough decline | -16.58% | -7.25% | -9.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.69% | +0.31% |
Volatility
DFEVX vs. DFEOX - Volatility Comparison
DFA Emerging Markets Value Portfolio (DFEVX) has a higher volatility of 6.37% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 4.20%. This indicates that DFEVX's price experiences larger fluctuations and is considered to be riskier than DFEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFEVX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 4.20% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 8.49% | +1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.46% | 17.87% | -3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.65% | 16.88% | -3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.47% | 17.98% | -2.51% |