DFIEX vs. VEA
Compare and contrast key facts about DFA International Core Equity Portfolio I (DFIEX) and Vanguard FTSE Developed Markets ETF (VEA).
DFIEX is managed by Dimensional. It was launched on Sep 15, 2005. VEA is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed All Cap ex US Index. It was launched on Jul 20, 2007.
Performance
DFIEX vs. VEA - Performance Comparison
Loading graphics...
DFIEX vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
VEA Vanguard FTSE Developed Markets ETF | 4.45% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Returns By Period
In the year-to-date period, DFIEX achieves a 2.80% return, which is significantly lower than VEA's 4.45% return. Both investments have delivered pretty close results over the past 10 years, with DFIEX having a 9.64% annualized return and VEA not far behind at 9.55%.
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
VEA
- 1D
- 1.65%
- 1M
- -5.45%
- YTD
- 4.45%
- 6M
- 9.91%
- 1Y
- 31.74%
- 3Y*
- 16.71%
- 5Y*
- 8.93%
- 10Y*
- 9.55%
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. VEA - Expense Ratio Comparison
DFIEX has a 0.24% expense ratio, which is higher than VEA's 0.03% 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%.
Return for Risk
DFIEX vs. VEA — Risk / Return Rank
DFIEX
VEA
DFIEX vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Core Equity Portfolio I (DFIEX) and Vanguard FTSE Developed Markets ETF (VEA). 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.
| DFIEX | VEA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 1.81 | +0.15 |
Sortino ratioReturn per unit of downside risk | 2.55 | 2.46 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.36 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 2.77 | -0.20 |
Martin ratioReturn relative to average drawdown | 10.07 | 10.77 | -0.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFIEX | VEA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 1.81 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.55 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.55 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.22 | +0.12 |
Correlation
The correlation between DFIEX and VEA is 0.97, 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
DFIEX vs. VEA - Dividend Comparison
DFIEX's dividend yield for the trailing twelve months is around 3.14%, more than VEA's 2.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
VEA Vanguard FTSE Developed Markets ETF | 2.88% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Drawdowns
DFIEX vs. VEA - Drawdown Comparison
The maximum DFIEX drawdown since its inception was -62.22%, roughly equal to the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for DFIEX and VEA.
Loading graphics...
Drawdown Indicators
| DFIEX | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.22% | -60.68% | -1.54% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -11.63% | +0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -28.66% | -29.71% | +1.05% |
Max Drawdown (10Y)Largest decline over 10 years | -41.04% | -35.73% | -5.31% |
Current DrawdownCurrent decline from peak | -7.75% | -7.20% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -12.26% | -13.39% | +1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.99% | -0.18% |
Volatility
DFIEX vs. VEA - Volatility Comparison
The current volatility for DFA International Core Equity Portfolio I (DFIEX) is 7.09%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 7.92%. This indicates that DFIEX experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DFIEX | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.09% | 7.92% | -0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 11.68% | -1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 17.67% | -1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 16.30% | -0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 17.26% | -0.91% |