DFSIX vs. DFIEX
Compare and contrast key facts about DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and DFA International Core Equity Portfolio I (DFIEX).
DFSIX is managed by Dimensional. It was launched on Mar 12, 2008. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFSIX vs. DFIEX - Performance Comparison
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DFSIX vs. DFIEX - 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% |
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, DFSIX achieves a -8.15% return, which is significantly lower than DFIEX's -0.21% return. Over the past 10 years, DFSIX has outperformed DFIEX with an annualized return of 13.25%, while DFIEX has yielded a comparatively lower 9.31% annualized return.
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%
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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DFSIX vs. DFIEX - Expense Ratio Comparison
DFSIX has a 0.18% expense ratio, which is lower than DFIEX's 0.24% 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%.
Return for Risk
DFSIX vs. DFIEX — Risk / Return Rank
DFSIX
DFIEX
DFSIX vs. DFIEX - 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 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.
| DFSIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 1.66 | -0.95 |
Sortino ratioReturn per unit of downside risk | 1.13 | 2.18 | -1.04 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.33 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.68 | 2.16 | -1.48 |
Martin ratioReturn relative to average drawdown | 2.99 | 8.72 | -5.73 |
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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 1.66 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.58 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.57 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.34 | +0.20 |
Correlation
The correlation between DFSIX 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
DFSIX vs. DFIEX - Dividend Comparison
DFSIX's dividend yield for the trailing twelve months is around 0.97%, less than DFIEX's 3.24% 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% |
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
DFSIX vs. DFIEX - Drawdown Comparison
The maximum DFSIX drawdown since its inception was -53.77%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFSIX and DFIEX.
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Drawdown Indicators
| DFSIX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.77% | -62.22% | +8.45% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -11.01% | -1.64% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -28.66% | +3.50% |
Max Drawdown (10Y)Largest decline over 10 years | -35.68% | -41.04% | +5.36% |
Current DrawdownCurrent decline from peak | -10.36% | -10.45% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -12.26% | +5.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.84% | +0.18% |
Volatility
DFSIX vs. DFIEX - Volatility Comparison
The current volatility for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) is 4.57%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DFSIX 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
| DFSIX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 6.26% | -1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 10.04% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 15.66% | +3.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 15.60% | +1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 16.32% | +1.92% |