DFUEX vs. TANDX
DFUEX (DFA U.S. Social Core Equity 2 Portfolio) and TANDX (Castle Tandem Fund) are both Large Cap Blend Equities funds. Over the past 5 years, DFUEX returned 12.36%/yr vs 1.88%/yr for TANDX. A 0.72 correlation means they provide meaningful diversification when combined. DFUEX charges 0.21%/yr vs 1.59%/yr for TANDX.
Performance
DFUEX vs. TANDX - Performance Comparison
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Returns By Period
In the year-to-date period, DFUEX achieves a 12.97% return, which is significantly higher than TANDX's -9.79% return.
DFUEX
- 1D
- 0.84%
- 1M
- 0.57%
- 6M
- 10.59%
- YTD
- 12.97%
- 1Y
- 21.81%
- 3Y*
- 19.33%
- 5Y*
- 12.36%
- 10Y*
- 14.19%
- ALL TIME*
- 13.92%
TANDX
- 1D
- -0.97%
- 1M
- 4.87%
- 6M
- -10.10%
- YTD
- -9.79%
- 1Y
- -12.24%
- 3Y*
- 0.73%
- 5Y*
- 1.88%
- 10Y*
- —
- ALL TIME*
- 5.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
TANDX Castle Tandem Fund | $0.00 | $0.00 | $0.00 |
DFUEX vs. TANDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DFUEX DFA U.S. Social Core Equity 2 Portfolio | 12.97% | 15.65% | 22.08% | 25.95% | -17.95% | 27.86% | 15.75% | 15.88% |
TANDX Castle Tandem Fund | -9.79% | 3.67% | 7.66% | 8.42% | -7.87% | 19.03% | 13.39% | 12.57% |
Correlation
The correlation between DFUEX and TANDX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019 | 0.72 |
Over the past year, the correlation between DFUEX and TANDX has dropped to 0.39 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
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Return for Risk
DFUEX vs. TANDX — Risk / Return Rank
DFUEX
TANDX
DFUEX vs. TANDX - 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 Castle Tandem Fund (TANDX). 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 | TANDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.73 | ||
| Sortino ratioReturn per unit of downside risk | +3.83 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.83 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | -0.69 | +2.94 |
| Martin ratioReturn relative to average drawdown | 9.47 | -1.35 | +10.82 |
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Drawdowns
DFUEX vs. TANDX - Drawdown Comparison
The maximum DFUEX drawdown since its inception was -37.99%, smaller than the maximum TANDX drawdown of -93.98%. Use the drawdown chart below to compare losses from any high point for DFUEX and TANDX.
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Drawdown Indicators
| DFUEX | TANDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.99% | -93.98% | +55.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.04% | -16.88% | +6.84% |
Max Drawdown (3Y)Largest decline over 3 years | -21.68% | -93.98% | +72.30% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -93.98% | +68.42% |
Max Drawdown (10Y)Largest decline over 10 years | -37.99% | — | — |
Current DrawdownCurrent decline from peak | -0.67% | -93.69% | +93.02% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -21.57% | +16.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 8.60% | -6.23% |
Volatility
DFUEX vs. TANDX - Volatility Comparison
The current volatility for DFA U.S. Social Core Equity 2 Portfolio (DFUEX) is 2.92%, while Castle Tandem Fund (TANDX) has a volatility of 4.64%. This indicates that DFUEX experiences smaller price fluctuations and is considered to be less risky than TANDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFUEX | TANDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 4.64% | -1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 11.22% | 8.55% | +2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 10.43% | +3.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.43% | 596.04% | -577.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.17% | 492.08% | -472.91% |
DFUEX vs. TANDX - Expense Ratio Comparison
DFUEX has a 0.21% expense ratio, which is lower than TANDX's 1.59% expense ratio.
Dividends
DFUEX vs. TANDX - Dividend Comparison
DFUEX's dividend yield for the trailing twelve months is around 0.76%, less than TANDX's 6.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUEX DFA U.S. Social Core Equity 2 Portfolio | 0.76% | 0.64% | 0.93% | 1.78% | 4.61% | 4.73% | 1.18% | 5.79% | 3.19% | 2.12% | 2.05% | 2.95% |
TANDX Castle Tandem Fund | 6.84% | 6.17% | 3.71% | 2.10% | 1.48% | 4.57% | 0.33% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DFUEX and TANDX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TANDX has higher volatility (4.64%) compared to DFUEX (2.92%). In terms of maximum drawdown, DFUEX dropped -37.99% vs TANDX's -93.98%.
DFUEX currently has the higher Sharpe Ratio (1.62 vs -1.11), 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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