DFUEX vs. TANDX
Compare and contrast key facts about DFA U.S. Social Core Equity 2 Portfolio (DFUEX) and Castle Tandem Fund (TANDX).
DFUEX is managed by Dimensional. It was launched on Oct 1, 2007. TANDX is managed by Castle Investment Management. It was launched on Mar 15, 2019.
Performance
DFUEX vs. TANDX - Performance Comparison
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DFUEX vs. TANDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DFUEX DFA U.S. Social Core Equity 2 Portfolio | -6.34% | 15.65% | 22.08% | 25.95% | -17.95% | 27.86% | 15.75% | 18.82% |
TANDX Castle Tandem Fund | -9.28% | 3.67% | 7.66% | 8.42% | -7.87% | 19.03% | 13.39% | 12.57% |
Returns By Period
In the year-to-date period, DFUEX achieves a -6.34% return, which is significantly higher than TANDX's -9.28% 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%
TANDX
- 1D
- 0.79%
- 1M
- -6.24%
- YTD
- -9.28%
- 6M
- -10.00%
- 1Y
- -10.50%
- 3Y*
- 2.42%
- 5Y*
- 3.29%
- 10Y*
- —
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DFUEX vs. TANDX - Expense Ratio Comparison
DFUEX has a 0.21% expense ratio, which is lower than TANDX's 1.59% expense ratio.
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.
| DFUEX | TANDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | -0.81 | +1.65 |
Sortino ratioReturn per unit of downside risk | 1.32 | -1.07 | +2.39 |
Omega ratioGain probability vs. loss probability | 1.19 | 0.86 | +0.33 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | -0.79 | +1.58 |
Martin ratioReturn relative to average drawdown | 3.54 | -2.33 | +5.87 |
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 | TANDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | -0.81 | +1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.00 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.01 | +0.70 |
Correlation
The correlation between DFUEX and TANDX is 0.75, 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. TANDX - Dividend Comparison
DFUEX's dividend yield for the trailing twelve months is around 0.90%, less than TANDX's 6.80% 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% |
TANDX Castle Tandem Fund | 6.80% | 6.17% | 3.71% | 2.10% | 1.48% | 4.57% | 0.33% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFUEX vs. TANDX - Drawdown Comparison
The maximum DFUEX drawdown since its inception was -37.99%, smaller than the maximum TANDX drawdown of -95.17%. 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% | -95.17% | +57.18% |
Max Drawdown (1Y)Largest decline over 1 year | -13.13% | -13.14% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -95.17% | +69.61% |
Max Drawdown (10Y)Largest decline over 10 years | -37.99% | — | — |
Current DrawdownCurrent decline from peak | -10.04% | -95.13% | +85.09% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -18.89% | +14.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 4.43% | -1.11% |
Volatility
DFUEX vs. TANDX - Volatility Comparison
DFA U.S. Social Core Equity 2 Portfolio (DFUEX) has a higher volatility of 4.89% compared to Castle Tandem Fund (TANDX) at 3.00%. This indicates that DFUEX's price experiences larger fluctuations and is considered to be riskier 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 | 4.89% | 3.00% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 7.28% | +2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.63% | 12.04% | +7.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.35% | 1,010.25% | -991.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.18% | 852.68% | -833.50% |