DFSPX vs. DFEOX
Compare and contrast key facts about DFA International Sustainability Core 1 Portfolio (DFSPX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DFSPX is managed by Dimensional. It was launched on Mar 12, 2008. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFSPX vs. DFEOX - Performance Comparison
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DFSPX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | -4.18% | 32.97% | 4.99% | 18.37% | -17.70% | 12.12% | 11.64% | 24.22% | -15.53% | 27.25% |
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
The year-to-date returns for both stocks are quite close, with DFSPX having a -4.18% return and DFEOX slightly lower at -4.34%. Over the past 10 years, DFSPX has underperformed DFEOX with an annualized return of 8.63%, while DFEOX has yielded a comparatively higher 12.94% annualized return.
DFSPX
- 1D
- 0.06%
- 1M
- -11.91%
- YTD
- -4.18%
- 6M
- -0.02%
- 1Y
- 19.98%
- 3Y*
- 13.48%
- 5Y*
- 7.03%
- 10Y*
- 8.63%
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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DFSPX vs. DFEOX - Expense Ratio Comparison
DFSPX has a 0.24% 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
DFSPX vs. DFEOX — Risk / Return Rank
DFSPX
DFEOX
DFSPX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Sustainability Core 1 Portfolio (DFSPX) 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.
| DFSPX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.93 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.43 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.98 | +0.53 |
Martin ratioReturn relative to average drawdown | 6.04 | 4.74 | +1.29 |
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
| DFSPX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.93 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.62 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.72 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.51 | +0.02 |
Correlation
The correlation between DFSPX and DFEOX is 0.79, 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
DFSPX vs. DFEOX - Dividend Comparison
DFSPX's dividend yield for the trailing twelve months is around 3.17%, more than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | 3.17% | 3.06% | 3.06% | 2.59% | 2.27% | 2.64% | 1.44% | 2.52% | 2.60% | 2.32% | 2.48% | 2.43% |
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
DFSPX vs. DFEOX - Drawdown Comparison
The maximum DFSPX drawdown since its inception was -35.86%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DFSPX and DFEOX.
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Drawdown Indicators
| DFSPX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.86% | -56.77% | +20.91% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -12.58% | +0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -22.86% | -9.82% |
Max Drawdown (10Y)Largest decline over 10 years | -35.86% | -36.55% | +0.69% |
Current DrawdownCurrent decline from peak | -11.91% | -8.28% | -3.63% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -7.25% | -0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.69% | +0.30% |
Volatility
DFSPX vs. DFEOX - Volatility Comparison
DFA International Sustainability Core 1 Portfolio (DFSPX) has a higher volatility of 6.68% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 4.20%. This indicates that DFSPX'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
| DFSPX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 4.20% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 8.49% | +1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.20% | 17.87% | -1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 16.88% | -1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.13% | 17.98% | -1.85% |