DFRSX vs. DFIEX
Compare and contrast key facts about DFA Asia Pacific Small Company (DFRSX) and DFA International Core Equity Portfolio I (DFIEX).
DFRSX is managed by Dimensional. It was launched on Jan 4, 1993. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFRSX vs. DFIEX - Performance Comparison
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DFRSX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFRSX DFA Asia Pacific Small Company | -4.61% | 34.73% | 0.27% | 3.99% | -16.96% | 12.59% | 14.24% | 13.30% | -15.48% | 25.17% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, DFRSX achieves a -4.61% return, which is significantly lower than DFIEX's -0.21% return. Over the past 10 years, DFRSX has underperformed DFIEX with an annualized return of 6.02%, while DFIEX has yielded a comparatively higher 9.31% annualized return.
DFRSX
- 1D
- -0.63%
- 1M
- -12.55%
- YTD
- -4.61%
- 6M
- -2.53%
- 1Y
- 27.45%
- 3Y*
- 9.69%
- 5Y*
- 3.60%
- 10Y*
- 6.02%
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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DFRSX vs. DFIEX - Expense Ratio Comparison
DFRSX has a 0.42% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
DFRSX vs. DFIEX — Risk / Return Rank
DFRSX
DFIEX
DFRSX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Asia Pacific Small Company (DFRSX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| DFRSX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 1.66 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.90 | 2.18 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.33 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 2.16 | -0.35 |
Martin ratioReturn relative to average drawdown | 6.50 | 8.72 | -2.22 |
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
| DFRSX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 1.66 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.58 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.57 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.34 | -0.02 |
Correlation
The correlation between DFRSX and DFIEX is 0.80, 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
DFRSX vs. DFIEX - Dividend Comparison
DFRSX's dividend yield for the trailing twelve months is around 5.15%, more than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFRSX DFA Asia Pacific Small Company | 5.15% | 4.92% | 4.66% | 4.70% | 9.99% | 12.82% | 2.91% | 4.56% | 3.48% | 4.01% | 3.79% | 3.96% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DFRSX vs. DFIEX - Drawdown Comparison
The maximum DFRSX drawdown since its inception was -69.06%, which is greater than DFIEX's maximum drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFRSX and DFIEX.
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Drawdown Indicators
| DFRSX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.06% | -62.22% | -6.84% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | -11.01% | -3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -30.18% | -28.66% | -1.52% |
Max Drawdown (10Y)Largest decline over 10 years | -46.25% | -41.04% | -5.21% |
Current DrawdownCurrent decline from peak | -14.20% | -10.45% | -3.75% |
Average DrawdownAverage peak-to-trough decline | -17.28% | -12.26% | -5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 2.84% | +1.13% |
Volatility
DFRSX vs. DFIEX - Volatility Comparison
DFA Asia Pacific Small Company (DFRSX) and DFA International Core Equity Portfolio I (DFIEX) have volatilities of 6.08% and 6.26%, 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
| DFRSX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 6.26% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 12.03% | 10.04% | +1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.54% | 15.66% | +2.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.14% | 15.60% | +1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 16.32% | +0.66% |