DFUEX vs. DFEOX
DFUEX (DFA U.S. Social Core Equity 2 Portfolio) and DFEOX (DFA US Core Equity 1 Portfolio I) are both Large Cap Blend Equities funds from Dimensional. Over the past 10 years, DFUEX returned 14.61%/yr vs 14.54%/yr for DFEOX. With a 0.99 correlation, they move nearly in lockstep. DFUEX charges 0.21%/yr vs 0.14%/yr for DFEOX.
Performance
DFUEX vs. DFEOX - Performance Comparison
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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%
DFUEX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
DFUEX
DFEOX
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.
| DFUEX | DFEOX | Difference | |
|---|---|---|---|
| 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 |
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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
| DFUEX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.96% | -0.68% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -4.66% | -7.18% | +2.52% |
Ulcer IndexDepth 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
| DFUEX | DFEOX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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