DFISX vs. DFEOX
Compare and contrast key facts about DFA International Small Company Portfolio (DFISX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DFISX is managed by Dimensional. It was launched on Sep 30, 1996. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFISX vs. DFEOX - Performance Comparison
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DFISX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 1.00% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
DFEOX DFA US Core Equity 1 Portfolio I | -1.72% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Returns By Period
In the year-to-date period, DFISX achieves a 1.00% return, which is significantly higher than DFEOX's -1.72% return. Over the past 10 years, DFISX has underperformed DFEOX with an annualized return of 7.99%, while DFEOX has yielded a comparatively higher 13.25% annualized return.
DFISX
- 1D
- 3.03%
- 1M
- -7.73%
- YTD
- 1.00%
- 6M
- 5.20%
- 1Y
- 30.54%
- 3Y*
- 15.42%
- 5Y*
- 6.89%
- 10Y*
- 7.99%
DFEOX
- 1D
- 2.75%
- 1M
- -4.90%
- YTD
- -1.72%
- 6M
- 0.66%
- 1Y
- 18.51%
- 3Y*
- 17.18%
- 5Y*
- 10.79%
- 10Y*
- 13.25%
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DFISX vs. DFEOX - Expense Ratio Comparison
DFISX has a 0.39% expense ratio, which is higher than DFEOX's 0.14% expense ratio.
Return for Risk
DFISX vs. DFEOX — Risk / Return Rank
DFISX
DFEOX
DFISX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Company Portfolio (DFISX) 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.
| DFISX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 1.07 | +0.93 |
Sortino ratioReturn per unit of downside risk | 2.56 | 1.61 | +0.95 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.24 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.34 | 1.33 | +1.01 |
Martin ratioReturn relative to average drawdown | 9.16 | 6.41 | +2.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFISX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 1.07 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.64 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.74 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.51 | -0.06 |
Correlation
The correlation between DFISX and DFEOX is 0.74, 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
DFISX vs. DFEOX - Dividend Comparison
DFISX's dividend yield for the trailing twelve months is around 3.11%, more than DFEOX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 3.11% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.09% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DFISX vs. DFEOX - Drawdown Comparison
The maximum DFISX drawdown since its inception was -60.66%, which is greater than DFEOX's maximum drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DFISX and DFEOX.
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Drawdown Indicators
| DFISX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.66% | -56.77% | -3.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -12.58% | +0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -35.06% | -22.86% | -12.20% |
Max Drawdown (10Y)Largest decline over 10 years | -43.00% | -36.55% | -6.45% |
Current DrawdownCurrent decline from peak | -9.09% | -5.76% | -3.33% |
Average DrawdownAverage peak-to-trough decline | -11.69% | -7.24% | -4.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.63% | +0.42% |
Volatility
DFISX vs. DFEOX - Volatility Comparison
DFA International Small Company Portfolio (DFISX) has a higher volatility of 6.81% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 5.19%. This indicates that DFISX's price experiences larger fluctuations and is considered to be riskier than DFEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFISX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.81% | 5.19% | +1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 8.89% | +1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.63% | 18.03% | -2.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.80% | 16.92% | -1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.13% | 18.00% | -1.87% |