DFSIX vs. DFEOX
Compare and contrast key facts about DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DFSIX is managed by Dimensional. It was launched on Mar 12, 2008. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFSIX vs. DFEOX - Performance Comparison
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DFSIX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
DFSIX
DFEOX
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.
| DFSIX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.93 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.43 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.22 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.68 | 0.98 | -0.29 |
Martin ratioReturn relative to average drawdown | 2.99 | 4.74 | -1.75 |
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
| DFSIX | DFEOX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| DFSIX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -10.36% | -8.28% | -2.08% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -7.25% | +0.30% |
Ulcer IndexDepth 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
| DFSIX | DFEOX | Difference | |
|---|---|---|---|
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% |