DFUEX vs. DFIEX
Compare and contrast key facts about DFA U.S. Social Core Equity 2 Portfolio (DFUEX) and DFA International Core Equity Portfolio I (DFIEX).
DFUEX is managed by Dimensional. It was launched on Oct 1, 2007. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFUEX vs. DFIEX - Performance Comparison
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DFUEX vs. DFIEX - 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% |
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, DFUEX achieves a -6.34% return, which is significantly lower than DFIEX's -0.21% return. Over the past 10 years, DFUEX has outperformed DFIEX with an annualized return of 12.67%, while DFIEX has yielded a comparatively lower 9.31% annualized return.
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%
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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DFUEX vs. DFIEX - Expense Ratio Comparison
DFUEX has a 0.21% expense ratio, which is lower than DFIEX's 0.24% expense ratio. Despite the difference, 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. DFIEX — Risk / Return Rank
DFUEX
DFIEX
DFUEX vs. DFIEX - 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 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.
| DFUEX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.66 | -0.82 |
Sortino ratioReturn per unit of downside risk | 1.32 | 2.18 | -0.86 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.33 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 2.16 | -1.37 |
Martin ratioReturn relative to average drawdown | 3.54 | 8.72 | -5.18 |
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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.66 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.58 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.57 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.34 | +0.37 |
Correlation
The correlation between DFUEX and DFIEX is 0.78, 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. DFIEX - Dividend Comparison
DFUEX's dividend yield for the trailing twelve months is around 0.90%, less than DFIEX's 3.24% 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% |
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
DFUEX vs. DFIEX - Drawdown Comparison
The maximum DFUEX drawdown since its inception was -37.99%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFUEX and DFIEX.
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Drawdown Indicators
| DFUEX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.99% | -62.22% | +24.23% |
Max Drawdown (1Y)Largest decline over 1 year | -13.13% | -11.01% | -2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -28.66% | +3.10% |
Max Drawdown (10Y)Largest decline over 10 years | -37.99% | -41.04% | +3.05% |
Current DrawdownCurrent decline from peak | -10.04% | -10.45% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -12.26% | +7.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.84% | +0.48% |
Volatility
DFUEX vs. DFIEX - Volatility Comparison
The current volatility for DFA U.S. Social Core Equity 2 Portfolio (DFUEX) is 4.89%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DFUEX 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
| DFUEX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 6.26% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 10.04% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.63% | 15.66% | +3.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.35% | 15.60% | +2.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.18% | 16.32% | +2.86% |