DFSPX vs. EPDPX
DFSPX (DFA International Sustainability Core 1 Portfolio) and EPDPX (EuroPac International Dividend Income Fund Class A) are both Foreign Large Cap Equities funds. Over the past 10 years, DFSPX returned 9.88%/yr vs 8.86%/yr for EPDPX. A 0.77 correlation means they provide meaningful diversification when combined. DFSPX charges 0.24%/yr vs 1.52%/yr for EPDPX.
Performance
DFSPX vs. EPDPX - Performance Comparison
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Returns By Period
In the year-to-date period, DFSPX achieves a 7.13% return, which is significantly higher than EPDPX's 5.98% return. Over the past 10 years, DFSPX has outperformed EPDPX with an annualized return of 9.88%, while EPDPX has yielded a comparatively lower 8.86% annualized return.
DFSPX
- 1D
- 0.47%
- 1M
- 0.56%
- 6M
- 4.03%
- YTD
- 7.13%
- 1Y
- 17.59%
- 3Y*
- 17.34%
- 5Y*
- 7.95%
- 10Y*
- 9.88%
EPDPX
- 1D
- 0.84%
- 1M
- -4.53%
- 6M
- 3.42%
- YTD
- 5.98%
- 1Y
- 31.81%
- 3Y*
- 21.51%
- 5Y*
- 13.40%
- 10Y*
- 8.86%
DFSPX vs. EPDPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | 7.13% | 32.97% | 4.99% | 18.37% | -17.70% | 12.12% | 11.64% | 24.22% | -15.53% | 27.25% |
EPDPX EuroPac International Dividend Income Fund Class A | 5.98% | 61.93% | 0.72% | 7.46% | 1.27% | 7.78% | 8.83% | 13.05% | -11.02% | 15.53% |
Correlation
The correlation between DFSPX and EPDPX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2014 | 0.77 |
The correlation between DFSPX and EPDPX has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.
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Return for Risk
DFSPX vs. EPDPX — Risk / Return Rank
DFSPX
EPDPX
DFSPX vs. EPDPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Sustainability Core 1 Portfolio (DFSPX) and EuroPac International Dividend Income Fund Class A (EPDPX). 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 | EPDPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.39 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.40 | 2.98 | -1.58 |
| Martin ratioReturn relative to average drawdown | 5.04 | 8.49 | -3.46 |
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Drawdowns
DFSPX vs. EPDPX - Drawdown Comparison
The maximum DFSPX drawdown since its inception was -35.86%, smaller than the maximum EPDPX drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for DFSPX and EPDPX.
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Drawdown Indicators
| DFSPX | EPDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.86% | -39.21% | +3.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -10.96% | -1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -12.72% | -13.15% | +0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -21.06% | -11.62% |
Max Drawdown (10Y)Largest decline over 10 years | -35.86% | -33.34% | -2.52% |
Current DrawdownCurrent decline from peak | -1.51% | -9.33% | +7.82% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -11.16% | +3.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 3.84% | -0.53% |
Volatility
DFSPX vs. EPDPX - Volatility Comparison
DFA International Sustainability Core 1 Portfolio (DFSPX) and EuroPac International Dividend Income Fund Class A (EPDPX) have volatilities of 4.79% and 4.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSPX | EPDPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 4.57% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 12.58% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.34% | 14.75% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.20% | 14.16% | +2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.95% | 14.82% | +1.13% |
DFSPX vs. EPDPX - Expense Ratio Comparison
DFSPX has a 0.24% expense ratio, which is lower than EPDPX's 1.52% expense ratio.
Dividends
DFSPX vs. EPDPX - Dividend Comparison
DFSPX's dividend yield for the trailing twelve months is around 2.99%, less than EPDPX's 6.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | 2.99% | 3.06% | 3.06% | 2.59% | 2.27% | 2.64% | 1.44% | 2.52% | 2.60% | 2.32% | 2.48% | 2.43% |
EPDPX EuroPac International Dividend Income Fund Class A | 6.22% | 6.55% | 3.82% | 3.08% | 2.56% | 2.07% | 1.70% | 2.43% | 2.66% | 2.69% | 2.24% | 3.58% |
Frequently Asked Questions
DFSPX and EPDPX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFSPX has higher volatility (4.79%) compared to EPDPX (4.57%). In terms of maximum drawdown, DFSPX dropped -35.86% vs EPDPX's -39.21%.
EPDPX currently has the higher Sharpe Ratio (2.21 vs 1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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