DFUEX vs. DFIVX
Compare and contrast key facts about DFA U.S. Social Core Equity 2 Portfolio (DFUEX) and DFA International Value Portfolio (DFIVX).
DFUEX is managed by Dimensional. It was launched on Oct 1, 2007. DFIVX is managed by Dimensional. It was launched on Feb 14, 1994.
Performance
DFUEX vs. DFIVX - Performance Comparison
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DFUEX vs. DFIVX - 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% |
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%
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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
DFUEX
DFIVX
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.
| DFUEX | DFIVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 2.03 | -1.19 |
Sortino ratioReturn per unit of downside risk | 1.32 | 2.59 | -1.28 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.40 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 2.56 | -1.77 |
Martin ratioReturn relative to average drawdown | 3.54 | 11.62 | -8.08 |
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 | DFIVX | Difference | |
|---|---|---|---|
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.
| 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% |
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
| DFUEX | DFIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -10.04% | -8.44% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -12.30% | +7.58% |
Ulcer IndexDepth 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
| DFUEX | DFIVX | Difference | |
|---|---|---|---|
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% |