DFSPX vs. DFIEX
Compare and contrast key facts about DFA International Sustainability Core 1 Portfolio (DFSPX) and DFA International Core Equity Portfolio I (DFIEX).
DFSPX is managed by Dimensional. It was launched on Mar 12, 2008. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFSPX vs. DFIEX - Performance Comparison
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DFSPX vs. DFIEX - 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% |
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, DFSPX achieves a -4.18% return, which is significantly lower than DFIEX's -0.21% return. Over the past 10 years, DFSPX has underperformed DFIEX with an annualized return of 8.63%, while DFIEX has yielded a comparatively higher 9.31% 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%
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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DFSPX vs. DFIEX - Expense Ratio Comparison
Both DFSPX and DFIEX have an expense ratio of 0.24%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
DFSPX vs. DFIEX — Risk / Return Rank
DFSPX
DFIEX
DFSPX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Sustainability Core 1 Portfolio (DFSPX) 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.
| DFSPX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.66 | -0.48 |
Sortino ratioReturn per unit of downside risk | 1.63 | 2.18 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.33 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 2.16 | -0.65 |
Martin ratioReturn relative to average drawdown | 6.04 | 8.72 | -2.68 |
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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.66 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.58 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.57 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.34 | +0.19 |
Correlation
The correlation between DFSPX and DFIEX is 0.99, 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. DFIEX - Dividend Comparison
DFSPX's dividend yield for the trailing twelve months is around 3.17%, less than DFIEX's 3.24% 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% |
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
DFSPX vs. DFIEX - Drawdown Comparison
The maximum DFSPX drawdown since its inception was -35.86%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFSPX and DFIEX.
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Drawdown Indicators
| DFSPX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.86% | -62.22% | +26.36% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -11.01% | -0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -28.66% | -4.02% |
Max Drawdown (10Y)Largest decline over 10 years | -35.86% | -41.04% | +5.18% |
Current DrawdownCurrent decline from peak | -11.91% | -10.45% | -1.46% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -12.26% | +5.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.84% | +0.15% |
Volatility
DFSPX vs. DFIEX - Volatility Comparison
DFA International Sustainability Core 1 Portfolio (DFSPX) has a higher volatility of 6.68% compared to DFA International Core Equity Portfolio I (DFIEX) at 6.26%. This indicates that DFSPX's price experiences larger fluctuations and is considered to be riskier 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
| DFSPX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 6.26% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 10.04% | +0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.20% | 15.66% | +0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 15.60% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.13% | 16.32% | -0.19% |