DFUEX vs. DFEOX
Compare and contrast key facts about DFA U.S. Social Core Equity 2 Portfolio (DFUEX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DFUEX is managed by Dimensional. It was launched on Oct 1, 2007. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFUEX vs. DFEOX - Performance Comparison
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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 | -6.34% | 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 | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Returns By Period
In the year-to-date period, DFUEX achieves a -6.34% return, which is significantly lower than DFEOX's -4.34% return. Both investments have delivered pretty close results over the past 10 years, with DFUEX having a 12.67% annualized return and DFEOX not far ahead at 12.94%.
DFUEX
- 1D
- -0.68%
- 1M
- -8.23%
- YTD
- -6.34%
- 6M
- -4.39%
- 1Y
- 15.64%
- 3Y*
- 15.91%
- 5Y*
- 9.62%
- 10Y*
- 12.67%
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
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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%.
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.
| DFUEX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.93 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.43 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 0.98 | -0.18 |
Martin ratioReturn relative to average drawdown | 3.54 | 4.74 | -1.20 |
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
| DFUEX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.93 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.62 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.72 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.51 | +0.20 |
Correlation
The correlation between DFUEX and DFEOX is 0.99, 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
DFUEX vs. DFEOX - Dividend Comparison
DFUEX's dividend yield for the trailing twelve months is around 0.90%, less than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUEX DFA U.S. Social Core Equity 2 Portfolio | 0.90% | 0.64% | 0.93% | 1.78% | 4.61% | 4.73% | 1.18% | 5.79% | 3.19% | 2.12% | 2.05% | 2.95% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
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 | -13.13% | -12.58% | -0.55% |
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 | -10.04% | -8.28% | -1.76% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -7.25% | +2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.69% | +0.63% |
Volatility
DFUEX vs. DFEOX - Volatility Comparison
DFA U.S. Social Core Equity 2 Portfolio (DFUEX) has a higher volatility of 4.89% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 4.20%. 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 | 4.89% | 4.20% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 8.49% | +1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.63% | 17.87% | +1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.35% | 16.88% | +1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.18% | 17.98% | +1.20% |