DFIEX vs. DFEOX
Compare and contrast key facts about DFA International Core Equity Portfolio I (DFIEX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DFIEX is managed by Dimensional Fund Advisors LP. It was launched on Sep 15, 2005. DFEOX is managed by Dimensional Fund Advisors LP. It was launched on Sep 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIEX or DFEOX.
Key characteristics
| DFIEX | DFEOX | |
|---|---|---|
| YTD Return | 3.10% | 6.12% |
| 1Y Return | 11.22% | 24.98% |
| 3Y Return (Ann) | 2.53% | 7.24% |
| 5Y Return (Ann) | 6.62% | 12.52% |
| 10Y Return (Ann) | 4.84% | 11.39% |
| Sharpe Ratio | 0.92 | 2.01 |
| Daily Std Dev | 12.35% | 12.04% |
| Max Drawdown | -62.26% | -56.78% |
| Current Drawdown | -1.81% | -3.95% |
Correlation
The correlation between DFIEX and DFEOX is 0.81, 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. DFEOX - Performance Comparison
In the year-to-date period, DFIEX achieves a 3.10% return, which is significantly lower than DFEOX's 6.12% return. Over the past 10 years, DFIEX has underperformed DFEOX with an annualized return of 4.84%, while DFEOX has yielded a comparatively higher 11.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFIEX vs. DFEOX - Expense Ratio Comparison
DFIEX has a 0.24% expense ratio, which is higher than DFEOX's 0.14% 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. DFEOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Core Equity Portfolio I (DFIEX) 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.
Dividends
DFIEX vs. DFEOX - Dividend Comparison
DFIEX's dividend yield for the trailing twelve months is around 3.27%, more than DFEOX's 1.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIEX DFA International Core Equity Portfolio I | 3.27% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.16% | 3.10% | 2.39% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.37% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 2.13% | 2.16% | 2.98% | 1.92% | 1.81% |
Drawdowns
DFIEX vs. DFEOX - Drawdown Comparison
The maximum DFIEX drawdown since its inception was -62.26%, which is greater than DFEOX's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DFIEX and DFEOX. For additional features, visit the drawdowns tool.
Volatility
DFIEX vs. DFEOX - Volatility Comparison
DFA International Core Equity Portfolio I (DFIEX) and DFA US Core Equity 1 Portfolio I (DFEOX) have volatilities of 3.82% and 3.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.