DFITX vs. DFEOX
DFITX (DFA International Real Estate Securities) and DFEOX (DFA US Core Equity 1 Portfolio I) are both mutual funds - DFITX is a REIT fund managed by Dimensional, while DFEOX is a Large Cap Blend Equities fund managed by Dimensional. Over the past 10 years, DFITX returned 1.95%/yr vs 14.11%/yr for DFEOX. Their 0.64 correlation means they have sometimes moved together and sometimes differently. DFITX charges 0.27%/yr vs 0.14%/yr for DFEOX.
Performance
DFITX vs. DFEOX - Performance Comparison
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Returns By Period
In the year-to-date period, DFITX achieves a 4.22% return, which is significantly lower than DFEOX's 11.80% return. Over the past 10 years, DFITX has underperformed DFEOX with an annualized return of 1.95%, while DFEOX has yielded a comparatively higher 14.11% annualized return.
DFITX
- 1D
- 1.54%
- 1M
- 4.50%
- 6M
- 1.54%
- YTD
- 4.22%
- 1Y
- 9.96%
- 3Y*
- 7.92%
- 5Y*
- -0.03%
- 10Y*
- 1.95%
- ALL TIME*
- 2.27%
DFEOX
- 1D
- 1.21%
- 1M
- 0.00%
- 6M
- 9.03%
- YTD
- 11.80%
- 1Y
- 22.86%
- 3Y*
- 18.05%
- 5Y*
- 12.12%
- 10Y*
- 14.11%
- ALL TIME*
- 10.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFITX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFITX DFA International Real Estate Securities | 4.22% | 24.65% | -7.70% | 5.96% | -21.73% | 12.81% | -9.02% | 23.61% | -6.93% | 15.38% |
DFEOX DFA US Core Equity 1 Portfolio I | 11.80% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Correlation
The correlation between DFITX and DFEOX is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.52 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2007 | 0.64 |
The correlation between DFITX and DFEOX shifts across timeframes, from 0.52 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DFITX vs. DFEOX — Risk / Return Rank
DFITX
DFEOX
DFITX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Real Estate Securities (DFITX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFITX | DFEOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.31 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 2.51 | -1.69 |
| Martin ratioReturn relative to average drawdown | 2.38 | 11.08 | -8.70 |
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Drawdowns
DFITX vs. DFEOX - Drawdown Comparison
The maximum DFITX drawdown since its inception was -73.49%, which is greater than DFEOX's maximum drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DFITX and DFEOX.
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Drawdown Indicators
| DFITX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.49% | -56.77% | -16.72% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -8.28% | -4.03% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -19.24% | +1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -34.84% | -22.86% | -11.98% |
Max Drawdown (10Y)Largest decline over 10 years | -45.26% | -36.55% | -8.71% |
Current DrawdownCurrent decline from peak | -2.80% | -0.95% | -1.85% |
Average DrawdownAverage peak-to-trough decline | -18.00% | -7.14% | -10.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 1.87% | +2.33% |
Volatility
DFITX vs. DFEOX - Volatility Comparison
DFA International Real Estate Securities (DFITX) and DFA US Core Equity 1 Portfolio I (DFEOX) have volatilities of 2.91% and 2.92%, 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.
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Volatility by Period
| DFITX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 2.92% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 9.40% | +0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.31% | 12.03% | +0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.05% | 16.91% | -1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.25% | 17.96% | -1.71% |
DFITX vs. DFEOX - Expense Ratio Comparison
DFITX has a 0.27% 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%.
Dividends
DFITX vs. DFEOX - Dividend Comparison
DFITX's dividend yield for the trailing twelve months is around 6.40%, more than DFEOX's 0.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEOX DFA US Core Equity 1 Portfolio I | 0.98% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
DFITX DFA International Real Estate Securities | 6.40% | 6.67% | 6.24% | 5.05% | 0.00% | 7.86% | 0.00% | 12.86% | 5.99% | 4.21% | 8.62% | 1.79% |
Frequently Asked Questions
DFITX and DFEOX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFEOX has higher volatility (2.92%) compared to DFITX (2.91%). In terms of maximum drawdown, DFITX dropped -73.49% vs DFEOX's -56.77%.
DFEOX currently has the higher Sharpe Ratio (1.73 vs 0.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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