DFSTX vs. DFIEX
Compare and contrast key facts about DFA U.S. Small Cap Portfolio (DFSTX) and DFA International Core Equity Portfolio I (DFIEX).
DFSTX is managed by Dimensional. It was launched on Mar 19, 1992. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFSTX vs. DFIEX - Performance Comparison
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DFSTX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | -0.13% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -13.20% | 11.19% |
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, DFSTX achieves a -0.13% return, which is significantly higher than DFIEX's -0.21% return. Both investments have delivered pretty close results over the past 10 years, with DFSTX having a 9.69% annualized return and DFIEX not far behind at 9.31%.
DFSTX
- 1D
- -0.91%
- 1M
- -7.67%
- YTD
- -0.13%
- 6M
- 1.57%
- 1Y
- 17.08%
- 3Y*
- 11.14%
- 5Y*
- 6.19%
- 10Y*
- 9.69%
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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DFSTX vs. DFIEX - Expense Ratio Comparison
DFSTX has a 0.27% expense ratio, which is higher than DFIEX's 0.24% 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
DFSTX vs. DFIEX — Risk / Return Rank
DFSTX
DFIEX
DFSTX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Portfolio (DFSTX) 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.
| DFSTX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.66 | -0.85 |
Sortino ratioReturn per unit of downside risk | 1.27 | 2.18 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.33 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 2.16 | -1.13 |
Martin ratioReturn relative to average drawdown | 4.16 | 8.72 | -4.57 |
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
| DFSTX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.66 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.58 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.57 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.34 | +0.14 |
Correlation
The correlation between DFSTX and DFIEX is 0.74, 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
DFSTX vs. DFIEX - Dividend Comparison
DFSTX's dividend yield for the trailing twelve months is around 1.09%, less than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSTX DFA U.S. Small Cap Portfolio | 1.09% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
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
DFSTX vs. DFIEX - Drawdown Comparison
The maximum DFSTX drawdown since its inception was -60.99%, roughly equal to the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFSTX and DFIEX.
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Drawdown Indicators
| DFSTX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.99% | -62.22% | +1.23% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -11.01% | -2.91% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -28.66% | +2.75% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -41.04% | -3.74% |
Current DrawdownCurrent decline from peak | -9.09% | -10.45% | +1.36% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -12.26% | +3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 2.84% | +0.63% |
Volatility
DFSTX vs. DFIEX - Volatility Comparison
The current volatility for DFA U.S. Small Cap Portfolio (DFSTX) is 5.43%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DFSTX experiences smaller price fluctuations and is considered to be less risky 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
| DFSTX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 6.26% | -0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 12.19% | 10.04% | +2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.77% | 15.66% | +6.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.61% | 15.60% | +5.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.06% | 16.32% | +5.74% |