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DFSIX vs. DFEOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFSIX vs. DFEOX - Performance Comparison

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

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DFSIX vs. DFEOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFSIX
DFA U.S. Sustainability Core 1 Portfolio
-8.15%15.92%23.19%25.70%-17.85%27.38%21.25%32.52%-6.72%20.80%
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, DFSIX achieves a -8.15% return, which is significantly lower than DFEOX's -4.34% return. Both investments have delivered pretty close results over the past 10 years, with DFSIX having a 13.25% annualized return and DFEOX not far behind at 12.94%.


DFSIX

1D
-0.40%
1M
-8.45%
YTD
-8.15%
6M
-5.85%
1Y
12.48%
3Y*
15.73%
5Y*
9.81%
10Y*
13.25%

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

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DFSIX vs. DFEOX - Expense Ratio Comparison

DFSIX has a 0.18% 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%.


Return for Risk

DFSIX vs. DFEOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFSIX
DFSIX Risk / Return Rank: 3030
Overall Rank
DFSIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
DFSIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
DFSIX Omega Ratio Rank: 3535
Omega Ratio Rank
DFSIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
DFSIX Martin Ratio Rank: 2828
Martin Ratio Rank

DFEOX
DFEOX Risk / Return Rank: 4949
Overall Rank
DFEOX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DFEOX Sortino Ratio Rank: 5353
Sortino Ratio Rank
DFEOX Omega Ratio Rank: 5757
Omega Ratio Rank
DFEOX Calmar Ratio Rank: 3737
Calmar Ratio Rank
DFEOX Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFSIX vs. DFEOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) 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.


DFSIXDFEOXDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.93

-0.23

Sortino ratio

Return per unit of downside risk

1.13

1.43

-0.29

Omega ratio

Gain probability vs. loss probability

1.16

1.22

-0.05

Calmar ratio

Return relative to maximum drawdown

0.68

0.98

-0.29

Martin ratio

Return relative to average drawdown

2.99

4.74

-1.75

DFSIX vs. DFEOX - Sharpe Ratio Comparison

The current DFSIX Sharpe Ratio is 0.71, which is comparable to the DFEOX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of DFSIX and DFEOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFSIXDFEOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.93

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.62

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.72

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.51

+0.03

Correlation

The correlation between DFSIX and DFEOX is 1.00, 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

DFSIX vs. DFEOX - Dividend Comparison

DFSIX's dividend yield for the trailing twelve months is around 0.97%, less than DFEOX's 1.12% yield.


TTM20252024202320222021202020192018201720162015
DFSIX
DFA U.S. Sustainability Core 1 Portfolio
0.97%0.88%0.99%1.21%1.35%2.13%1.19%2.02%2.31%1.92%1.85%2.13%
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

DFSIX vs. DFEOX - Drawdown Comparison

The maximum DFSIX drawdown since its inception was -53.77%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DFSIX and DFEOX.


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Drawdown Indicators


DFSIXDFEOXDifference

Max Drawdown

Largest peak-to-trough decline

-53.77%

-56.77%

+3.00%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-12.58%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-25.16%

-22.86%

-2.30%

Max Drawdown (10Y)

Largest decline over 10 years

-35.68%

-36.55%

+0.87%

Current Drawdown

Current decline from peak

-10.36%

-8.28%

-2.08%

Average Drawdown

Average peak-to-trough decline

-6.95%

-7.25%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.69%

+0.33%

Volatility

DFSIX vs. DFEOX - Volatility Comparison

DFA U.S. Sustainability Core 1 Portfolio (DFSIX) has a higher volatility of 4.57% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 4.20%. This indicates that DFSIX'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


DFSIXDFEOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

4.20%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

8.49%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

18.82%

17.87%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

16.88%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

17.98%

+0.26%