DFIVX vs. DFEOX
Compare and contrast key facts about DFA International Value Portfolio (DFIVX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DFIVX is managed by Dimensional. It was launched on Feb 14, 1994. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFIVX vs. DFEOX - Performance Comparison
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DFIVX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 2.99% | 45.24% | 6.87% | 17.83% | -3.51% | 18.57% | -2.13% | 15.68% | -17.49% | 26.08% |
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 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, DFIVX achieves a 2.99% return, which is significantly higher than DFEOX's -4.34% return. Over the past 10 years, DFIVX has underperformed DFEOX with an annualized return of 11.29%, while DFEOX has yielded a comparatively higher 12.94% annualized return.
DFIVX
- 1D
- 0.26%
- 1M
- -8.38%
- YTD
- 2.99%
- 6M
- 11.70%
- 1Y
- 34.52%
- 3Y*
- 21.08%
- 5Y*
- 14.04%
- 10Y*
- 11.29%
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
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DFIVX vs. DFEOX - Expense Ratio Comparison
DFIVX has a 0.30% expense ratio, which is higher than DFEOX's 0.14% expense ratio.
Return for Risk
DFIVX vs. DFEOX — Risk / Return Rank
DFIVX
DFEOX
DFIVX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) 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.
| DFIVX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 0.93 | +1.10 |
Sortino ratioReturn per unit of downside risk | 2.59 | 1.43 | +1.17 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.22 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 0.98 | +1.58 |
Martin ratioReturn relative to average drawdown | 11.62 | 4.74 | +6.88 |
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
| DFIVX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 0.93 | +1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.62 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.72 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.51 | -0.13 |
Correlation
The correlation between DFIVX and DFEOX is 0.79, 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
DFIVX vs. DFEOX - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 4.09%, more than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 4.09% | 4.21% | 3.94% | 4.40% | 3.78% | 4.37% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DFIVX vs. DFEOX - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -66.61%, which is greater than DFEOX's maximum drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DFIVX and DFEOX.
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Drawdown Indicators
| DFIVX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.61% | -56.77% | -9.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -12.58% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -25.29% | -22.86% | -2.43% |
Max Drawdown (10Y)Largest decline over 10 years | -48.11% | -36.55% | -11.56% |
Current DrawdownCurrent decline from peak | -8.44% | -8.28% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -12.30% | -7.25% | -5.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.69% | +0.06% |
Volatility
DFIVX vs. DFEOX - Volatility Comparison
DFA International Value Portfolio (DFIVX) has a higher volatility of 6.28% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 4.20%. This indicates that DFIVX'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
| DFIVX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 4.20% | +2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.36% | 8.49% | +1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.49% | 17.87% | -1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 16.88% | -0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 17.98% | +0.08% |