Correlation
The correlation between DFSPX and DSCLX is 0.77, 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.
DFSPX vs. DSCLX
Compare and contrast key facts about DFA International Sustainability Core 1 Portfolio (DFSPX) and DFA International Social Core Equity Portfolio (DSCLX).
DFSPX is managed by Dimensional Fund Advisors LP. It was launched on Mar 12, 2008. DSCLX is managed by Dimensional Fund Advisors LP. It was launched on Nov 1, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSPX or DSCLX.
Performance
DFSPX vs. DSCLX - Performance Comparison
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Key characteristics
DFSPX:
1.05
DSCLX:
1.13
DFSPX:
1.44
DSCLX:
1.52
DFSPX:
1.20
DSCLX:
1.21
DFSPX:
1.29
DSCLX:
1.35
DFSPX:
3.67
DSCLX:
4.21
DFSPX:
4.38%
DSCLX:
4.07%
DFSPX:
16.15%
DSCLX:
16.08%
DFSPX:
-55.89%
DSCLX:
-42.26%
DFSPX:
-0.20%
DSCLX:
-0.18%
Returns By Period
The year-to-date returns for both investments are quite close, with DFSPX having a 17.68% return and DSCLX slightly higher at 18.53%. Both investments have delivered pretty close results over the past 10 years, with DFSPX having a 6.52% annualized return and DSCLX not far behind at 6.24%.
DFSPX
17.68%
5.24%
14.19%
16.88%
11.74%
11.69%
6.52%
DSCLX
18.53%
5.45%
15.37%
17.93%
11.65%
12.59%
6.24%
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DFSPX vs. DSCLX - Expense Ratio Comparison
DFSPX has a 0.24% expense ratio, which is lower than DSCLX's 0.27% 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%.
Risk-Adjusted Performance
DFSPX vs. DSCLX — Risk-Adjusted Performance Rank
DFSPX
DSCLX
DFSPX vs. DSCLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Sustainability Core 1 Portfolio (DFSPX) and DFA International Social Core Equity Portfolio (DSCLX). 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.
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Dividends
DFSPX vs. DSCLX - Dividend Comparison
DFSPX's dividend yield for the trailing twelve months is around 2.64%, less than DSCLX's 3.00% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | 2.64% | 3.06% | 2.60% | 2.27% | 2.63% | 1.45% | 2.52% | 2.61% | 2.33% | 2.49% | 2.42% | 3.10% |
DSCLX DFA International Social Core Equity Portfolio | 3.00% | 3.47% | 3.17% | 2.73% | 3.54% | 1.80% | 2.91% | 2.78% | 2.46% | 2.76% | 2.56% | 3.55% |
Drawdowns
DFSPX vs. DSCLX - Drawdown Comparison
The maximum DFSPX drawdown since its inception was -55.89%, which is greater than DSCLX's maximum drawdown of -42.26%. Use the drawdown chart below to compare losses from any high point for DFSPX and DSCLX.
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Volatility
DFSPX vs. DSCLX - Volatility Comparison
DFA International Sustainability Core 1 Portfolio (DFSPX) has a higher volatility of 2.95% compared to DFA International Social Core Equity Portfolio (DSCLX) at 2.62%. This indicates that DFSPX's price experiences larger fluctuations and is considered to be riskier than DSCLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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