PortfoliosLab logo
DFWIX vs. ACWX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFWIX and ACWX 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.


-0.50.00.51.0
Correlation: 0.8

Performance

DFWIX vs. ACWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA World ex U.S. Core Equity Portfolio (DFWIX) and iShares MSCI ACWI ex U.S. ETF (ACWX). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
92.87%
83.47%
DFWIX
ACWX

Key characteristics

Sharpe Ratio

DFWIX:

0.65

ACWX:

0.67

Sortino Ratio

DFWIX:

0.98

ACWX:

1.04

Omega Ratio

DFWIX:

1.13

ACWX:

1.14

Calmar Ratio

DFWIX:

0.76

ACWX:

0.82

Martin Ratio

DFWIX:

2.31

ACWX:

2.60

Ulcer Index

DFWIX:

4.23%

ACWX:

4.37%

Daily Std Dev

DFWIX:

15.04%

ACWX:

16.99%

Max Drawdown

DFWIX:

-42.10%

ACWX:

-60.39%

Current Drawdown

DFWIX:

-1.39%

ACWX:

-1.55%

Returns By Period

In the year-to-date period, DFWIX achieves a 7.39% return, which is significantly lower than ACWX's 8.40% return. Over the past 10 years, DFWIX has outperformed ACWX with an annualized return of 5.16%, while ACWX has yielded a comparatively lower 4.55% annualized return.


DFWIX

YTD

7.39%

1M

0.02%

6M

3.59%

1Y

9.29%

5Y*

12.43%

10Y*

5.16%

ACWX

YTD

8.40%

1M

0.07%

6M

3.93%

1Y

10.77%

5Y*

10.30%

10Y*

4.55%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFWIX vs. ACWX - Expense Ratio Comparison

DFWIX has a 0.31% expense ratio, which is lower than ACWX's 0.32% expense ratio.


Expense ratio chart for ACWX: current value is 0.32%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ACWX: 0.32%
Expense ratio chart for DFWIX: current value is 0.31%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFWIX: 0.31%

Risk-Adjusted Performance

DFWIX vs. ACWX — Risk-Adjusted Performance Rank

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

DFWIX
The Risk-Adjusted Performance Rank of DFWIX is 6868
Overall Rank
The Sharpe Ratio Rank of DFWIX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of DFWIX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of DFWIX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of DFWIX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of DFWIX is 6363
Martin Ratio Rank

ACWX
The Risk-Adjusted Performance Rank of ACWX is 7171
Overall Rank
The Sharpe Ratio Rank of ACWX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ACWX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ACWX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ACWX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of ACWX is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFWIX vs. ACWX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Core Equity Portfolio (DFWIX) and iShares MSCI ACWI ex U.S. ETF (ACWX). 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.


The chart of Sharpe ratio for DFWIX, currently valued at 0.65, compared to the broader market-1.000.001.002.003.00
DFWIX: 0.65
ACWX: 0.67
The chart of Sortino ratio for DFWIX, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.00
DFWIX: 0.98
ACWX: 1.04
The chart of Omega ratio for DFWIX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
DFWIX: 1.13
ACWX: 1.14
The chart of Calmar ratio for DFWIX, currently valued at 0.76, compared to the broader market0.002.004.006.008.0010.00
DFWIX: 0.76
ACWX: 0.82
The chart of Martin ratio for DFWIX, currently valued at 2.31, compared to the broader market0.0010.0020.0030.0040.0050.00
DFWIX: 2.31
ACWX: 2.60

The current DFWIX Sharpe Ratio is 0.65, which is comparable to the ACWX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of DFWIX and ACWX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.65
0.67
DFWIX
ACWX

Dividends

DFWIX vs. ACWX - Dividend Comparison

DFWIX's dividend yield for the trailing twelve months is around 3.15%, more than ACWX's 2.74% yield.


TTM20242023202220212020201920182017201620152014
DFWIX
DFA World ex U.S. Core Equity Portfolio
3.15%3.32%3.36%3.11%2.88%1.81%2.36%2.97%2.36%2.59%2.31%2.41%
ACWX
iShares MSCI ACWI ex U.S. ETF
2.74%2.97%2.96%2.68%2.73%1.88%3.22%2.65%2.40%2.77%2.51%3.18%

Drawdowns

DFWIX vs. ACWX - Drawdown Comparison

The maximum DFWIX drawdown since its inception was -42.10%, smaller than the maximum ACWX drawdown of -60.39%. Use the drawdown chart below to compare losses from any high point for DFWIX and ACWX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.39%
-1.55%
DFWIX
ACWX

Volatility

DFWIX vs. ACWX - Volatility Comparison

The current volatility for DFA World ex U.S. Core Equity Portfolio (DFWIX) is 9.41%, while iShares MSCI ACWI ex U.S. ETF (ACWX) has a volatility of 11.23%. This indicates that DFWIX experiences smaller price fluctuations and is considered to be less risky than ACWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
9.41%
11.23%
DFWIX
ACWX