DFEVX vs. DFIEX
Compare and contrast key facts about DFA Emerging Markets Value Portfolio (DFEVX) and DFA International Core Equity Portfolio I (DFIEX).
DFEVX is managed by Dimensional. It was launched on Mar 31, 1998. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFEVX vs. DFIEX - Performance Comparison
Loading graphics...
DFEVX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFEVX DFA Emerging Markets Value Portfolio | 3.66% | 29.50% | 6.17% | 16.50% | -10.77% | 12.42% | 2.73% | 9.64% | -11.92% | 33.77% |
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, DFEVX achieves a 3.66% return, which is significantly higher than DFIEX's 2.80% return. Both investments have delivered pretty close results over the past 10 years, with DFEVX having a 9.34% annualized return and DFIEX not far ahead at 9.64%.
DFEVX
- 1D
- 1.64%
- 1M
- -8.36%
- YTD
- 3.66%
- 6M
- 8.12%
- 1Y
- 29.43%
- 3Y*
- 16.97%
- 5Y*
- 8.84%
- 10Y*
- 9.34%
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.
DFEVX vs. DFIEX - Expense Ratio Comparison
DFEVX has a 0.45% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
DFEVX vs. DFIEX — Risk / Return Rank
DFEVX
DFIEX
DFEVX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Value Portfolio (DFEVX) 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.
| DFEVX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.09 | 1.95 | +0.13 |
Sortino ratioReturn per unit of downside risk | 2.63 | 2.55 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.39 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 2.57 | -0.02 |
Martin ratioReturn relative to average drawdown | 9.58 | 10.07 | -0.49 |
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
| DFEVX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 1.95 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.60 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.59 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.35 | +0.14 |
Correlation
The correlation between DFEVX and DFIEX is 0.80, 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. DFIEX - Dividend Comparison
DFEVX's dividend yield for the trailing twelve months is around 3.62%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEVX DFA Emerging Markets Value Portfolio | 3.62% | 3.80% | 4.68% | 4.39% | 4.44% | 3.82% | 2.47% | 2.47% | 2.49% | 2.45% | 1.99% | 2.55% |
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
DFEVX vs. DFIEX - Drawdown Comparison
The maximum DFEVX drawdown since its inception was -67.59%, which is greater than DFIEX's maximum drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFEVX and DFIEX.
Loading graphics...
Drawdown Indicators
| DFEVX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.59% | -62.22% | -5.37% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -11.01% | -0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -23.52% | -28.66% | +5.14% |
Max Drawdown (10Y)Largest decline over 10 years | -47.53% | -41.04% | -6.49% |
Current DrawdownCurrent decline from peak | -9.90% | -7.75% | -2.15% |
Average DrawdownAverage peak-to-trough decline | -16.58% | -12.26% | -4.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.81% | +0.25% |
Volatility
DFEVX vs. DFIEX - Volatility Comparison
The current volatility for DFA Emerging Markets Value Portfolio (DFEVX) is 6.70%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that DFEVX 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
| DFEVX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.70% | 7.09% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.28% | 10.45% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 15.90% | -1.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.67% | 15.65% | -1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.48% | 16.35% | -0.87% |