DFIEX vs. DFALX
Compare and contrast key facts about DFA International Core Equity Portfolio I (DFIEX) and DFA Large Cap International Portfolio (DFALX).
DFIEX is managed by Dimensional Fund Advisors LP. It was launched on Sep 15, 2005. DFALX is managed by Dimensional Fund Advisors LP. It was launched on Jul 17, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIEX or DFALX.
Correlation
The correlation between DFIEX and DFALX is 0.79, 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.
Performance
DFIEX vs. DFALX - Performance Comparison
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Key characteristics
DFIEX:
0.70
DFALX:
0.66
DFIEX:
1.19
DFALX:
1.14
DFIEX:
1.16
DFALX:
1.16
DFIEX:
1.00
DFALX:
0.96
DFIEX:
3.01
DFALX:
2.90
DFIEX:
4.27%
DFALX:
4.25%
DFIEX:
15.87%
DFALX:
16.14%
DFIEX:
-62.64%
DFALX:
-60.14%
DFIEX:
0.00%
DFALX:
0.00%
Returns By Period
The year-to-date returns for both stocks are quite close, with DFIEX having a 14.71% return and DFALX slightly lower at 14.39%. Both investments have delivered pretty close results over the past 10 years, with DFIEX having a 6.05% annualized return and DFALX not far behind at 5.91%.
DFIEX
14.71%
8.08%
13.84%
11.04%
14.24%
6.05%
DFALX
14.39%
7.85%
13.06%
10.62%
13.58%
5.91%
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DFIEX vs. DFALX - Expense Ratio Comparison
DFIEX has a 0.24% expense ratio, which is higher than DFALX's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
DFIEX vs. DFALX — Risk-Adjusted Performance Rank
DFIEX
DFALX
DFIEX vs. DFALX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Core Equity Portfolio I (DFIEX) and DFA Large Cap International Portfolio (DFALX). 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.
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Dividends
DFIEX vs. DFALX - Dividend Comparison
DFIEX's dividend yield for the trailing twelve months is around 3.05%, more than DFALX's 2.80% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIEX DFA International Core Equity Portfolio I | 3.05% | 3.42% | 3.36% | 2.89% | 2.98% | 1.77% | 2.90% | 2.95% | 2.50% | 2.77% | 2.62% | 3.16% |
DFALX DFA Large Cap International Portfolio | 2.80% | 3.18% | 3.24% | 2.85% | 3.00% | 1.88% | 2.88% | 3.07% | 2.55% | 2.89% | 2.95% | 3.54% |
Drawdowns
DFIEX vs. DFALX - Drawdown Comparison
The maximum DFIEX drawdown since its inception was -62.64%, roughly equal to the maximum DFALX drawdown of -60.14%. Use the drawdown chart below to compare losses from any high point for DFIEX and DFALX. For additional features, visit the drawdowns tool.
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Volatility
DFIEX vs. DFALX - Volatility Comparison
The current volatility for DFA International Core Equity Portfolio I (DFIEX) is 2.62%, while DFA Large Cap International Portfolio (DFALX) has a volatility of 2.97%. This indicates that DFIEX experiences smaller price fluctuations and is considered to be less risky than DFALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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