DFSPX vs. ANDIX

Last updated Jun 25, 2026

DFSPX (DFA International Sustainability Core 1 Portfolio) and ANDIX (AQR International Defensive Style Fund) are both Foreign Large Cap Equities funds. Their correlation of 0.93 suggests significant overlap in exposure. DFSPX charges 0.24%/yr vs 0.55%/yr for ANDIX.

Performance

DFSPX vs. ANDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Sustainability Core 1 Portfolio (DFSPX) and AQR International Defensive Style Fund (ANDIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DFSPX

• 1D: -1.80%
• 1M: -0.41%
• YTD: 5.36%
• 6M: 4.71%
• 1Y: 17.53%
• 3Y*: 16.99%
• 5Y*: 7.61%
• 10Y*: 10.04%

ANDIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DFSPX vs. ANDIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFSPX DFA International Sustainability Core 1 Portfolio	5.36%	32.97%	4.99%	18.37%	-17.70%	12.12%	11.64%	24.22%	-15.53%	27.25%
ANDIX AQR International Defensive Style Fund	5.63%	21.41%	2.83%	12.06%	-14.26%	7.59%	8.43%	18.39%	-10.35%	22.86%

Correlation

The correlation between DFSPX and ANDIX is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012	0.93

The correlation between DFSPX and ANDIX shifts across timeframes, from 0.80 (1 year) to 0.93 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

DFSPX vs. ANDIX — Risk / Return Rank

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

DFSPX

DFSPX Risk / Return Rank: 25
DFSPX Sharpe Ratio Rank: 24
DFSPX Sortino Ratio Rank: 25
DFSPX Omega Ratio Rank: 25
DFSPX Calmar Ratio Rank: 24
DFSPX Martin Ratio Rank: 27

ANDIX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

DFSPX vs. ANDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International Sustainability Core 1 Portfolio (DFSPX) and AQR International Defensive Style Fund (ANDIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DFSPX	ANDIX	Difference
Sharpe ratio: Return per unit of total volatility	1.26	—	—
Sortino ratio: Return per unit of downside risk	1.84	—	—
Omega ratio: Gain probability vs. loss probability	1.23	—	—
Calmar ratio: Return relative to maximum drawdown	1.60	—	—
Martin ratio: Return relative to average drawdown	5.82	—	—

Drawdowns

Drawdown Indicators

	DFSPX	ANDIX	Difference
Max Drawdown Largest peak-to-trough decline	-35.86%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-11.96%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-12.72%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-32.68%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.86%	—	—
Current Drawdown Current decline from peak	-3.14%	—	—
Average Drawdown Average peak-to-trough decline	-7.19%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.28%	—	—

Volatility

Volatility by Period

	DFSPX	ANDIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.88%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.73%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.24%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.20%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.01%	—	—

DFSPX vs. ANDIX - Expense Ratio Comparison

DFSPX has a 0.24% expense ratio, which is lower than ANDIX's 0.55% expense ratio.

Dividends

DFSPX vs. ANDIX - Dividend Comparison

DFSPX's dividend yield for the trailing twelve months is around 2.88%, less than ANDIX's 70.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ANDIX AQR International Defensive Style Fund	70.16%	4.74%	2.29%	3.02%	2.00%	2.53%	1.73%	2.51%	2.40%	3.30%	1.47%	2.09%
DFSPX DFA International Sustainability Core 1 Portfolio	2.88%	3.06%	3.06%	2.59%	2.27%	2.64%	1.44%	2.52%	2.60%	2.32%	2.48%	2.43%

Frequently Asked Questions

Can I hold both DFSPX and ANDIX in my portfolio?

DFSPX and ANDIX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.