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DFUEX vs. DFEOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFUEX vs. DFEOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Social Core Equity 2 Portfolio (DFUEX) and DFA US Core Equity 1 Portfolio I (DFEOX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFUEX achieves a 12.53% return, which is significantly higher than DFEOX's 11.59% return. Both investments have delivered pretty close results over the past 10 years, with DFUEX having a 14.61% annualized return and DFEOX not far behind at 14.54%.


DFUEX

1D
1.23%
1M
1.67%
YTD
12.53%
6M
11.32%
1Y
29.47%
3Y*
20.80%
5Y*
13.07%
10Y*
14.61%

DFEOX

1D
0.90%
1M
1.06%
YTD
11.59%
6M
10.74%
1Y
27.74%
3Y*
19.90%
5Y*
13.12%
10Y*
14.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFUEX vs. DFEOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFUEX
DFA U.S. Social Core Equity 2 Portfolio
12.53%15.65%22.08%25.95%-17.95%27.86%15.75%33.20%-9.98%18.36%
DFEOX
DFA US Core Equity 1 Portfolio I
11.59%16.00%21.35%22.97%-14.99%27.51%16.44%30.20%-7.81%20.26%

Correlation

The correlation between DFUEX and DFEOX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2012

0.99

The correlation between DFUEX and DFEOX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

DFUEX vs. DFEOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFUEX
DFUEX Risk / Return Rank: 6363
Overall Rank
DFUEX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DFUEX Sortino Ratio Rank: 5959
Sortino Ratio Rank
DFUEX Omega Ratio Rank: 5656
Omega Ratio Rank
DFUEX Calmar Ratio Rank: 6666
Calmar Ratio Rank
DFUEX Martin Ratio Rank: 7070
Martin Ratio Rank

DFEOX
DFEOX Risk / Return Rank: 7777
Overall Rank
DFEOX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DFEOX Sortino Ratio Rank: 7474
Sortino Ratio Rank
DFEOX Omega Ratio Rank: 6969
Omega Ratio Rank
DFEOX Calmar Ratio Rank: 7979
Calmar Ratio Rank
DFEOX Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFUEX vs. DFEOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Social Core Equity 2 Portfolio (DFUEX) 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.

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.


DFUEXDFEOXDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.38

1.42

-0.04

Calmar ratioReturn relative to maximum drawdown

2.98

3.38

-0.41

Martin ratioReturn relative to average drawdown

12.65

15.06

-2.42

DFUEX vs. DFEOX - Sharpe Ratio Comparison

The current DFUEX Sharpe Ratio is 2.14, which is comparable to the DFEOX Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of DFUEX and DFEOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DFUEX vs. DFEOX - Drawdown Comparison

The maximum DFUEX drawdown since its inception was -37.99%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DFUEX and DFEOX.


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Drawdown Indicators


DFUEXDFEOXDifference

Max Drawdown

Largest peak-to-trough decline

-37.99%

-56.77%

+18.78%

Max Drawdown (1Y)

Largest decline over 1 year

-10.04%

-8.28%

-1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-21.68%

-19.24%

-2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

-22.86%

-2.70%

Max Drawdown (10Y)

Largest decline over 10 years

-37.99%

-36.55%

-1.44%

Current Drawdown

Current decline from peak

-0.96%

-0.68%

-0.28%

Average Drawdown

Average peak-to-trough decline

-4.66%

-7.18%

+2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

1.85%

+0.50%

Volatility

DFUEX vs. DFEOX - Volatility Comparison

DFA U.S. Social Core Equity 2 Portfolio (DFUEX) has a higher volatility of 5.21% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 4.29%. This indicates that DFUEX'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


DFUEXDFEOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

4.29%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

11.19%

9.46%

+1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

13.97%

11.89%

+2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.48%

16.95%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.26%

18.03%

+1.23%

DFUEX vs. DFEOX - Expense Ratio Comparison

DFUEX has a 0.21% 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%.


Dividends

DFUEX vs. DFEOX - Dividend Comparison

DFUEX's dividend yield for the trailing twelve months is around 0.75%, less than DFEOX's 0.96% yield.


PositionTTM20252024202320222021202020192018201720162015
DFEOX
DFA US Core Equity 1 Portfolio I
0.96%1.06%1.13%1.43%4.08%3.69%1.36%3.02%2.37%1.61%1.61%2.98%
DFUEX
DFA U.S. Social Core Equity 2 Portfolio
0.75%0.64%0.93%1.78%4.61%4.73%1.18%5.79%3.19%2.12%2.05%2.95%

Frequently Asked Questions


With a correlation of 0.99, DFUEX and DFEOX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DFUEX has higher volatility (5.21%) compared to DFEOX (4.29%). In terms of maximum drawdown, DFUEX dropped -37.99% vs DFEOX's -56.77%.

DFEOX currently has the higher Sharpe Ratio (2.36 vs 2.14), 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.

Portfolio Optimizer

Find the right allocation for DFUEX and DFEOX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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