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DFWIX vs. HAWX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFWIX and HAWX is 0.72, 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: 0.7

Performance

DFWIX vs. HAWX - 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 Currency Hedged MSCI ACWI ex U.S. ETF (HAWX). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%110.00%NovemberDecember2025FebruaryMarchApril
71.35%
101.82%
DFWIX
HAWX

Key characteristics

Sharpe Ratio

DFWIX:

0.65

HAWX:

0.64

Sortino Ratio

DFWIX:

0.98

HAWX:

0.95

Omega Ratio

DFWIX:

1.13

HAWX:

1.14

Calmar Ratio

DFWIX:

0.76

HAWX:

0.72

Martin Ratio

DFWIX:

2.31

HAWX:

3.16

Ulcer Index

DFWIX:

4.23%

HAWX:

3.02%

Daily Std Dev

DFWIX:

15.04%

HAWX:

14.82%

Max Drawdown

DFWIX:

-42.10%

HAWX:

-30.64%

Current Drawdown

DFWIX:

-1.39%

HAWX:

-4.00%

Returns By Period

In the year-to-date period, DFWIX achieves a 7.39% return, which is significantly higher than HAWX's 2.43% return.


DFWIX

YTD

7.39%

1M

0.02%

6M

3.59%

1Y

9.29%

5Y*

12.43%

10Y*

5.16%

HAWX

YTD

2.43%

1M

-3.18%

6M

2.20%

1Y

8.67%

5Y*

12.54%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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DFWIX vs. HAWX - Expense Ratio Comparison

DFWIX has a 0.31% expense ratio, which is lower than HAWX's 0.35% expense ratio.


Expense ratio chart for HAWX: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HAWX: 0.35%
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. HAWX — 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

HAWX
The Risk-Adjusted Performance Rank of HAWX is 7070
Overall Rank
The Sharpe Ratio Rank of HAWX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of HAWX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of HAWX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of HAWX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of HAWX is 7575
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. HAWX - 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 Currency Hedged MSCI ACWI ex U.S. ETF (HAWX). 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
HAWX: 0.64
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
HAWX: 0.95
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
HAWX: 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
HAWX: 0.72
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
HAWX: 3.16

The current DFWIX Sharpe Ratio is 0.65, which is comparable to the HAWX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of DFWIX and HAWX, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.65
0.64
DFWIX
HAWX

Dividends

DFWIX vs. HAWX - Dividend Comparison

DFWIX's dividend yield for the trailing twelve months is around 3.15%, less than HAWX's 3.23% 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%
HAWX
iShares Currency Hedged MSCI ACWI ex U.S. ETF
3.23%3.31%2.95%16.94%2.63%2.00%3.22%2.51%2.40%2.49%3.86%0.00%

Drawdowns

DFWIX vs. HAWX - Drawdown Comparison

The maximum DFWIX drawdown since its inception was -42.10%, which is greater than HAWX's maximum drawdown of -30.64%. Use the drawdown chart below to compare losses from any high point for DFWIX and HAWX. 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%
-4.00%
DFWIX
HAWX

Volatility

DFWIX vs. HAWX - Volatility Comparison

The current volatility for DFA World ex U.S. Core Equity Portfolio (DFWIX) is 9.41%, while iShares Currency Hedged MSCI ACWI ex U.S. ETF (HAWX) has a volatility of 10.16%. This indicates that DFWIX experiences smaller price fluctuations and is considered to be less risky than HAWX 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%NovemberDecember2025FebruaryMarchApril
9.41%
10.16%
DFWIX
HAWX