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DFP vs. DFEOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFP vs. DFEOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Financial Leaders Fund (DFP) and DFA US Core Equity 1 Portfolio I (DFEOX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFP achieves a 4.35% return, which is significantly lower than DFEOX's 11.80% return. Over the past 10 years, DFP has underperformed DFEOX with an annualized return of 5.90%, while DFEOX has yielded a comparatively higher 14.11% annualized return.


DFP

1D
-0.34%
1M
1.02%
6M
0.77%
YTD
4.35%
1Y
8.13%
3Y*
12.23%
5Y*
0.32%
10Y*
5.90%
ALL TIME*
6.42%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$935.27K$981.38K$1.13M

DFP vs. DFEOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFP
Dimensional Financial Leaders Fund
4.35%11.88%20.47%2.12%-26.32%2.18%16.83%40.77%-17.56%20.78%
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 DFP and DFEOX is 0.54, 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.

0.54

Correlation (3Y)
Balances recent behavior with more history.

0.48

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.51

Correlation (10Y)
Provides a long-term view across more market conditions.

0.41

Correlation (All Time)
Calculated using the full available price history since May 24, 2013

0.36

The correlation between DFP and DFEOX shifts across timeframes, from 0.36 (all time) to 0.54 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DFP vs. DFEOX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DFP
DFP Risk / Return Rank: 2222
Overall Rank
DFP Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DFP Sortino Ratio Rank: 2424
Sortino Ratio Rank
DFP Omega Ratio Rank: 2727
Omega Ratio Rank
DFP Calmar Ratio Rank: 1515
Calmar Ratio Rank
DFP Martin Ratio Rank: 1717
Martin Ratio Rank

DFEOX
DFEOX Risk / Return Rank: 7878
Overall Rank
DFEOX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DFEOX Sortino Ratio Rank: 7474
Sortino Ratio Rank
DFEOX Omega Ratio Rank: 7272
Omega Ratio Rank
DFEOX Calmar Ratio Rank: 7979
Calmar Ratio Rank
DFEOX Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DFP vs. DFEOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Financial Leaders Fund (DFP) 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.


DFPDFEOXDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.18

1.31

-0.13

Calmar ratioReturn relative to maximum drawdown

0.79

2.51

-1.72

Martin ratioReturn relative to average drawdown

2.45

11.08

-8.63

DFP vs. DFEOX - Sharpe Ratio Comparison

The current DFP Sharpe Ratio is 0.93, which is lower than the DFEOX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of DFP and DFEOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DFP vs. DFEOX - Drawdown Comparison

The maximum DFP drawdown since its inception was -47.32%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DFP and DFEOX.


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Drawdown Indicators


DFPDFEOXDifference

Max Drawdown

Largest peak-to-trough decline

-47.32%

-56.77%

+9.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.97%

-8.28%

-1.69%

Max Drawdown (3Y)

Largest decline over 3 years

-14.27%

-19.24%

+4.97%

Max Drawdown (5Y)

Largest decline over 5 years

-38.82%

-22.86%

-15.96%

Max Drawdown (10Y)

Largest decline over 10 years

-47.32%

-36.55%

-10.77%

Current Drawdown

Current decline from peak

-1.98%

-0.95%

-1.03%

Average Drawdown

Average peak-to-trough decline

-9.67%

-7.14%

-2.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

1.87%

+1.32%

Volatility

DFP vs. DFEOX - Volatility Comparison

The current volatility for Dimensional Financial Leaders Fund (DFP) is 2.63%, while DFA US Core Equity 1 Portfolio I (DFEOX) has a volatility of 2.92%. This indicates that DFP experiences smaller price fluctuations and is considered to be less risky 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


DFPDFEOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

2.92%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

7.28%

9.40%

-2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

8.48%

12.03%

-3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

16.91%

-2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.97%

17.96%

+1.01%

DFP vs. DFEOX - Expense Ratio Comparison

DFP has a 0.01% expense ratio, which is lower than DFEOX's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

DFP vs. DFEOX - Dividend Comparison

DFP's dividend yield for the trailing twelve months is around 7.40%, more than DFEOX's 0.98% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
DFP
Dimensional Financial Leaders Fund
7.40%6.99%6.81%7.39%10.54%7.03%6.36%6.41%8.75%7.11%8.16%8.38%

Frequently Asked Questions


DFP and DFEOX have a correlation of 0.54, 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 DFP (2.63%). In terms of maximum drawdown, DFP dropped -47.32% vs DFEOX's -56.77%.

DFEOX currently has the higher Sharpe Ratio (1.73 vs 0.93), 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.

Portfolio Optimizer

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