DFUVX vs. DFIEX
Compare and contrast key facts about DFA U.S. Large Cap Value III Portfolio (DFUVX) and DFA International Core Equity Portfolio I (DFIEX).
DFUVX is managed by Dimensional. It was launched on Feb 2, 1995. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFUVX vs. DFIEX - Performance Comparison
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DFUVX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 2.17% | 15.83% | 12.87% | 11.65% | -5.73% | 22.75% | -0.45% | 25.62% | -11.58% | 18.60% |
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, DFUVX achieves a 2.17% return, which is significantly higher than DFIEX's -0.21% return. Over the past 10 years, DFUVX has outperformed DFIEX with an annualized return of 10.31%, while DFIEX has yielded a comparatively lower 9.31% annualized return.
DFUVX
- 1D
- -0.52%
- 1M
- -5.53%
- YTD
- 2.17%
- 6M
- 6.85%
- 1Y
- 16.29%
- 3Y*
- 14.07%
- 5Y*
- 8.50%
- 10Y*
- 10.31%
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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DFUVX vs. DFIEX - Expense Ratio Comparison
DFUVX has a 0.14% 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
DFUVX vs. DFIEX — Risk / Return Rank
DFUVX
DFIEX
DFUVX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value III Portfolio (DFUVX) 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.
| DFUVX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.66 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.54 | 2.18 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.33 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 2.16 | -1.05 |
Martin ratioReturn relative to average drawdown | 4.72 | 8.72 | -4.00 |
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
| DFUVX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.66 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.58 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.57 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.34 | +0.09 |
Correlation
The correlation between DFUVX and DFIEX is 0.79, 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
DFUVX vs. DFIEX - Dividend Comparison
DFUVX's dividend yield for the trailing twelve months is around 1.71%, less than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 1.71% | 1.31% | 1.94% | 5.68% | 5.84% | 1.77% | 2.09% | 5.04% | 9.79% | 7.99% | 4.90% | 8.03% |
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
DFUVX vs. DFIEX - Drawdown Comparison
The maximum DFUVX drawdown since its inception was -65.60%, which is greater than DFIEX's maximum drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFUVX and DFIEX.
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Drawdown Indicators
| DFUVX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.60% | -62.22% | -3.38% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -11.01% | -1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -20.33% | -28.66% | +8.33% |
Max Drawdown (10Y)Largest decline over 10 years | -41.76% | -41.04% | -0.72% |
Current DrawdownCurrent decline from peak | -5.85% | -10.45% | +4.60% |
Average DrawdownAverage peak-to-trough decline | -9.90% | -12.26% | +2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.84% | +0.25% |
Volatility
DFUVX vs. DFIEX - Volatility Comparison
The current volatility for DFA U.S. Large Cap Value III Portfolio (DFUVX) is 3.56%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DFUVX 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
| DFUVX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 6.26% | -2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 10.04% | -1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 15.66% | +0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 15.60% | +0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 16.32% | +2.09% |