DFSCX vs. DFIEX
Compare and contrast key facts about DFA U.S. Micro Cap Portfolio (DFSCX) and DFA International Core Equity Portfolio I (DFIEX).
DFSCX is managed by Dimensional. It was launched on Dec 23, 1981. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFSCX vs. DFIEX - Performance Comparison
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DFSCX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 1.62% | 9.65% | 11.43% | 17.93% | -12.49% | 33.70% | 6.61% | 20.68% | -11.60% | 10.92% |
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, DFSCX achieves a 1.62% return, which is significantly higher than DFIEX's -0.21% return. Over the past 10 years, DFSCX has outperformed DFIEX with an annualized return of 9.92%, while DFIEX has yielded a comparatively lower 9.31% annualized return.
DFSCX
- 1D
- -0.81%
- 1M
- -5.81%
- YTD
- 1.62%
- 6M
- 3.98%
- 1Y
- 22.54%
- 3Y*
- 12.53%
- 5Y*
- 7.14%
- 10Y*
- 9.92%
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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DFSCX vs. DFIEX - Expense Ratio Comparison
DFSCX has a 0.41% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
DFSCX vs. DFIEX — Risk / Return Rank
DFSCX
DFIEX
DFSCX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Micro Cap Portfolio (DFSCX) 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.
| DFSCX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 1.66 | -0.63 |
Sortino ratioReturn per unit of downside risk | 1.57 | 2.18 | -0.60 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.33 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 2.16 | -0.76 |
Martin ratioReturn relative to average drawdown | 5.67 | 8.72 | -3.05 |
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
| DFSCX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.66 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.58 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.57 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.34 | +0.25 |
Correlation
The correlation between DFSCX and DFIEX is 0.72, 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
DFSCX vs. DFIEX - Dividend Comparison
DFSCX's dividend yield for the trailing twelve months is around 0.94%, less than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 0.94% | 1.03% | 0.97% | 2.48% | 5.16% | 10.77% | 0.87% | 2.80% | 5.50% | 5.05% | 0.90% | 6.33% |
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
DFSCX vs. DFIEX - Drawdown Comparison
The maximum DFSCX drawdown since its inception was -63.07%, roughly equal to the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFSCX and DFIEX.
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Drawdown Indicators
| DFSCX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.07% | -62.22% | -0.85% |
Max Drawdown (1Y)Largest decline over 1 year | -13.51% | -11.01% | -2.50% |
Max Drawdown (5Y)Largest decline over 5 years | -27.01% | -28.66% | +1.65% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | -41.04% | -5.84% |
Current DrawdownCurrent decline from peak | -7.45% | -10.45% | +3.00% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -12.26% | +2.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 2.84% | +0.62% |
Volatility
DFSCX vs. DFIEX - Volatility Comparison
The current volatility for DFA U.S. Micro Cap Portfolio (DFSCX) is 5.39%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DFSCX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSCX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 6.26% | -0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 12.53% | 10.04% | +2.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.14% | 15.66% | +6.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.09% | 15.60% | +5.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.63% | 16.32% | +6.31% |