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DFIEX vs. IEI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0-0.2

Performance

DFIEX vs. IEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Core Equity Portfolio I (DFIEX) and iShares 3-7 Year Treasury Bond ETF (IEI). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%110.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
98.26%
61.99%
DFIEX
IEI

Key characteristics

Sharpe Ratio

DFIEX:

0.39

IEI:

0.44

Sortino Ratio

DFIEX:

0.61

IEI:

0.64

Omega Ratio

DFIEX:

1.07

IEI:

1.08

Calmar Ratio

DFIEX:

0.49

IEI:

0.17

Martin Ratio

DFIEX:

1.52

IEI:

1.13

Ulcer Index

DFIEX:

3.24%

IEI:

1.63%

Daily Std Dev

DFIEX:

12.56%

IEI:

4.16%

Max Drawdown

DFIEX:

-62.26%

IEI:

-14.60%

Current Drawdown

DFIEX:

-9.79%

IEI:

-6.86%

Returns By Period

In the year-to-date period, DFIEX achieves a 2.17% return, which is significantly higher than IEI's 1.63% return. Over the past 10 years, DFIEX has outperformed IEI with an annualized return of 5.66%, while IEI has yielded a comparatively lower 1.16% annualized return.


DFIEX

YTD

2.17%

1M

-2.49%

6M

-1.53%

1Y

3.32%

5Y*

5.11%

10Y*

5.66%

IEI

YTD

1.63%

1M

-0.05%

6M

1.54%

1Y

1.83%

5Y*

0.06%

10Y*

1.16%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


DFIEX
DFA International Core Equity Portfolio I
Expense ratio chart for DFIEX: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%
Expense ratio chart for IEI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

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.


Sharpe ratio
The chart of Sharpe ratio for DFIEX, currently valued at 0.39, compared to the broader market-1.000.001.002.003.004.000.390.44
The chart of Sortino ratio for DFIEX, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.0010.000.610.64
The chart of Omega ratio for DFIEX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.003.501.071.08
The chart of Calmar ratio for DFIEX, currently valued at 0.49, compared to the broader market0.002.004.006.008.0010.0012.0014.000.490.17
The chart of Martin ratio for DFIEX, currently valued at 1.52, compared to the broader market0.0020.0040.0060.001.521.13
DFIEX
IEI

The current DFIEX Sharpe Ratio is 0.39, which is comparable to the IEI Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of DFIEX and IEI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.39
0.44
DFIEX
IEI

Dividends

DFIEX vs. IEI - Dividend Comparison

DFIEX's dividend yield for the trailing twelve months is around 2.41%, less than IEI's 3.19% yield.


TTM20232022202120202019201820172016201520142013
DFIEX
DFA International Core Equity Portfolio I
2.41%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
3.19%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.79%
-6.86%
DFIEX
IEI

Volatility

DFIEX vs. IEI - Volatility Comparison

DFA International Core Equity Portfolio I (DFIEX) has a higher volatility of 3.67% compared to iShares 3-7 Year Treasury Bond ETF (IEI) at 1.07%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.67%
1.07%
DFIEX
IEI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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