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DFUEX vs. DFIVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFUEX vs. DFIVX - 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 International Value Portfolio (DFIVX). The values are adjusted to include any dividend payments, if applicable.

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DFUEX vs. DFIVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DFIVX
DFA International Value Portfolio
2.99%45.24%6.87%17.83%-3.51%18.57%-2.13%15.68%-17.49%26.08%

Returns By Period

In the year-to-date period, DFUEX achieves a -6.34% return, which is significantly lower than DFIVX's 2.99% return. Over the past 10 years, DFUEX has outperformed DFIVX with an annualized return of 12.67%, while DFIVX has yielded a comparatively lower 11.29% 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%

DFIVX

1D
0.26%
1M
-8.38%
YTD
2.99%
6M
11.70%
1Y
34.52%
3Y*
21.08%
5Y*
14.04%
10Y*
11.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFUEX vs. DFIVX - Expense Ratio Comparison

DFUEX has a 0.21% expense ratio, which is lower than DFIVX's 0.30% expense ratio.


Return for Risk

DFUEX vs. DFIVX — Risk / Return Rank

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

DFUEX
DFUEX Risk / Return Rank: 3737
Overall Rank
DFUEX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DFUEX Sortino Ratio Rank: 4242
Sortino Ratio Rank
DFUEX Omega Ratio Rank: 4343
Omega Ratio Rank
DFUEX Calmar Ratio Rank: 2727
Calmar Ratio Rank
DFUEX Martin Ratio Rank: 3333
Martin Ratio Rank

DFIVX
DFIVX Risk / Return Rank: 9292
Overall Rank
DFIVX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DFIVX Sortino Ratio Rank: 9191
Sortino Ratio Rank
DFIVX Omega Ratio Rank: 9090
Omega Ratio Rank
DFIVX Calmar Ratio Rank: 9191
Calmar Ratio Rank
DFIVX Martin Ratio Rank: 9393
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. DFIVX - 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 Value Portfolio (DFIVX). 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.


DFUEXDFIVXDifference

Sharpe ratio

Return per unit of total volatility

0.84

2.03

-1.19

Sortino ratio

Return per unit of downside risk

1.32

2.59

-1.28

Omega ratio

Gain probability vs. loss probability

1.19

1.40

-0.21

Calmar ratio

Return relative to maximum drawdown

0.79

2.56

-1.77

Martin ratio

Return relative to average drawdown

3.54

11.62

-8.08

DFUEX vs. DFIVX - Sharpe Ratio Comparison

The current DFUEX Sharpe Ratio is 0.84, which is lower than the DFIVX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of DFUEX and DFIVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFUEXDFIVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

2.03

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.87

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.63

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.38

+0.33

Correlation

The correlation between DFUEX and DFIVX is 0.77, 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. DFIVX - Dividend Comparison

DFUEX's dividend yield for the trailing twelve months is around 0.90%, less than DFIVX's 4.09% yield.


TTM20252024202320222021202020192018201720162015
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%
DFIVX
DFA International Value Portfolio
4.09%4.21%3.94%4.40%3.78%4.37%2.42%3.70%6.60%2.85%3.36%3.45%

Drawdowns

DFUEX vs. DFIVX - Drawdown Comparison

The maximum DFUEX drawdown since its inception was -37.99%, smaller than the maximum DFIVX drawdown of -66.61%. Use the drawdown chart below to compare losses from any high point for DFUEX and DFIVX.


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Drawdown Indicators


DFUEXDFIVXDifference

Max Drawdown

Largest peak-to-trough decline

-37.99%

-66.61%

+28.62%

Max Drawdown (1Y)

Largest decline over 1 year

-13.13%

-11.99%

-1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

-25.29%

-0.27%

Max Drawdown (10Y)

Largest decline over 10 years

-37.99%

-48.11%

+10.12%

Current Drawdown

Current decline from peak

-10.04%

-8.44%

-1.60%

Average Drawdown

Average peak-to-trough decline

-4.72%

-12.30%

+7.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

2.75%

+0.57%

Volatility

DFUEX vs. DFIVX - Volatility Comparison

The current volatility for DFA U.S. Social Core Equity 2 Portfolio (DFUEX) is 4.89%, while DFA International Value Portfolio (DFIVX) has a volatility of 6.28%. This indicates that DFUEX experiences smaller price fluctuations and is considered to be less risky than DFIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFUEXDFIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

6.28%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.88%

10.36%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

19.63%

16.49%

+3.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.35%

16.24%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.18%

18.06%

+1.12%