DFFVX vs. DFIEX
Compare and contrast key facts about DFA U.S. Targeted Value Portfolio (DFFVX) and DFA International Core Equity Portfolio I (DFIEX).
DFFVX is managed by Dimensional. It was launched on Feb 23, 2000. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFFVX vs. DFIEX - Performance Comparison
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DFFVX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio | 3.27% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 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, DFFVX achieves a 3.27% return, which is significantly higher than DFIEX's -0.21% return. Over the past 10 years, DFFVX has outperformed DFIEX with an annualized return of 10.23%, while DFIEX has yielded a comparatively lower 9.31% annualized return.
DFFVX
- 1D
- -0.57%
- 1M
- -5.78%
- YTD
- 3.27%
- 6M
- 6.24%
- 1Y
- 21.73%
- 3Y*
- 13.51%
- 5Y*
- 8.15%
- 10Y*
- 10.23%
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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DFFVX vs. DFIEX - Expense Ratio Comparison
DFFVX has a 0.29% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
DFFVX vs. DFIEX — Risk / Return Rank
DFFVX
DFIEX
DFFVX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Targeted Value Portfolio (DFFVX) 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.
| DFFVX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.66 | -0.68 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.18 | -0.69 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.33 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.16 | -0.85 |
Martin ratioReturn relative to average drawdown | 4.88 | 8.72 | -3.84 |
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
| DFFVX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.66 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.58 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.57 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.34 | +0.11 |
Correlation
The correlation between DFFVX and DFIEX is 0.74, 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
DFFVX vs. DFIEX - Dividend Comparison
DFFVX's dividend yield for the trailing twelve months is around 1.66%, less than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio | 1.66% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DFFVX vs. DFIEX - Drawdown Comparison
The maximum DFFVX drawdown since its inception was -64.21%, roughly equal to the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFFVX and DFIEX.
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Drawdown Indicators
| DFFVX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.21% | -62.22% | -1.99% |
Max Drawdown (1Y)Largest decline over 1 year | -14.71% | -11.01% | -3.70% |
Max Drawdown (5Y)Largest decline over 5 years | -26.09% | -28.66% | +2.57% |
Max Drawdown (10Y)Largest decline over 10 years | -50.75% | -41.04% | -9.71% |
Current DrawdownCurrent decline from peak | -8.07% | -10.45% | +2.38% |
Average DrawdownAverage peak-to-trough decline | -9.76% | -12.26% | +2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 2.84% | +1.12% |
Volatility
DFFVX vs. DFIEX - Volatility Comparison
The current volatility for DFA U.S. Targeted Value Portfolio (DFFVX) is 4.90%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DFFVX 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
| DFFVX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 6.26% | -1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 12.20% | 10.04% | +2.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.60% | 15.66% | +6.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.69% | 15.60% | +6.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.67% | 16.32% | +7.35% |