DFIEX vs. IEI
Compare and contrast key facts about DFA International Core Equity Portfolio I (DFIEX) and iShares 3-7 Year Treasury Bond ETF (IEI).
DFIEX is managed by Dimensional Fund Advisors LP. It was launched on Sep 15, 2005. IEI is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 3-7 Year Treasury Bond Index. It was launched on Jan 11, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIEX or IEI.
Key characteristics
| DFIEX | IEI | |
|---|---|---|
| YTD Return | 7.04% | 1.96% |
| 1Y Return | 19.36% | 6.19% |
| 3Y Return (Ann) | 2.22% | -1.45% |
| 5Y Return (Ann) | 6.70% | 0.18% |
| 10Y Return (Ann) | 5.96% | 1.19% |
| Sharpe Ratio | 1.53 | 1.24 |
| Sortino Ratio | 2.16 | 1.85 |
| Omega Ratio | 1.27 | 1.23 |
| Calmar Ratio | 1.77 | 0.47 |
| Martin Ratio | 8.69 | 4.12 |
| Ulcer Index | 2.24% | 1.36% |
| Daily Std Dev | 12.70% | 4.53% |
| Max Drawdown | -62.26% | -14.60% |
| Current Drawdown | -5.49% | -6.56% |
Correlation
The correlation between DFIEX and IEI is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
DFIEX vs. IEI - Performance Comparison
In the year-to-date period, DFIEX achieves a 7.04% return, which is significantly higher than IEI's 1.96% return. Over the past 10 years, DFIEX has outperformed IEI with an annualized return of 5.96%, while IEI has yielded a comparatively lower 1.19% 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. IEI - Expense Ratio Comparison
DFIEX has a 0.24% expense ratio, which is higher than IEI's 0.15% 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. IEI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Core Equity Portfolio I (DFIEX) and iShares 3-7 Year Treasury Bond ETF (IEI). 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. IEI - Dividend Comparison
DFIEX's dividend yield for the trailing twelve months is around 3.37%, more than IEI's 3.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIEX DFA International Core Equity Portfolio I | 3.37% | 3.36% | 2.89% | 2.98% | 1.77% | 2.90% | 2.95% | 2.50% | 2.77% | 2.62% | 3.16% | 2.43% |
IEI iShares 3-7 Year Treasury Bond ETF | 3.09% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% | 1.23% | 0.77% |
Drawdowns
DFIEX vs. IEI - Drawdown Comparison
The maximum DFIEX drawdown since its inception was -62.26%, which is greater than IEI's maximum drawdown of -14.60%. Use the drawdown chart below to compare losses from any high point for DFIEX and IEI. For additional features, visit the drawdowns tool.
Volatility
DFIEX vs. IEI - Volatility Comparison
DFA International Core Equity Portfolio I (DFIEX) has a higher volatility of 3.59% compared to iShares 3-7 Year Treasury Bond ETF (IEI) at 1.08%. This indicates that DFIEX's price experiences larger fluctuations and is considered to be riskier than IEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.