DFWIX vs. LIAGX

Last updated Jun 4, 2026

DFWIX (DFA World ex U.S. Core Equity Portfolio) and LIAGX (Lord Abbett International Growth Fund) are both Foreign Large Cap Equities funds. Over the past 3 years, DFWIX returned 20.44%/yr vs 21.49%/yr for LIAGX. Their correlation of 0.90 suggests significant overlap in exposure. DFWIX charges 0.31%/yr vs 0.81%/yr for LIAGX.

Performance

DFWIX vs. LIAGX - 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 Lord Abbett International Growth Fund (LIAGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFWIX achieves a 15.43% return, which is significantly lower than LIAGX's 26.97% return.

DFWIX

• 1D: 0.41%
• 1M: 4.81%
• YTD: 15.43%
• 6M: 18.28%
• 1Y: 34.25%
• 3Y*: 20.44%
• 5Y*: 11.58%
• 10Y*: 11.25%

LIAGX

• 1D: 0.93%
• 1M: 9.49%
• YTD: 26.97%
• 6M: 28.29%
• 1Y: 39.93%
• 3Y*: 21.49%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFWIX vs. LIAGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DFWIX DFA World ex U.S. Core Equity Portfolio	15.43%	33.45%	4.34%	16.74%	-14.04%	7.98%
LIAGX Lord Abbett International Growth Fund	26.97%	25.09%	9.43%	15.73%	-26.63%	0.07%

Correlation

The correlation between DFWIX and LIAGX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (All Time) Calculated using the full available price history since Jun 25, 2021	0.90

The correlation between DFWIX and LIAGX has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.

Return for Risk

DFWIX vs. LIAGX — Risk / Return Rank

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

DFWIX

DFWIX Risk / Return Rank: 71
DFWIX Sharpe Ratio Rank: 79
DFWIX Sortino Ratio Rank: 71
DFWIX Omega Ratio Rank: 72
DFWIX Calmar Ratio Rank: 67
DFWIX Martin Ratio Rank: 63

LIAGX

LIAGX Risk / Return Rank: 50
LIAGX Sharpe Ratio Rank: 47
LIAGX Sortino Ratio Rank: 43
LIAGX Omega Ratio Rank: 45
LIAGX Calmar Ratio Rank: 55
LIAGX Martin Ratio Rank: 57

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFWIX vs. LIAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Core Equity Portfolio (DFWIX) and Lord Abbett International Growth Fund (LIAGX). 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.

	DFWIX	LIAGX	Difference
Sharpe ratio Return per unit of total volatility	2.57	2.02	+0.55
Sortino ratio Return per unit of downside risk	3.52	2.76	+0.76
Omega ratio Gain probability vs. loss probability	1.48	1.36	+0.11
Calmar ratio Return relative to maximum drawdown	3.16	2.86	+0.30
Martin ratio Return relative to average drawdown	12.45	11.49	+0.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFWIX vs. LIAGX - Sharpe Ratio Comparison

The current DFWIX Sharpe Ratio is 2.57, which is comparable to the LIAGX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of DFWIX and LIAGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DFWIX	LIAGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.57	2.02	+0.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.44	+0.12

Drawdowns

DFWIX vs. LIAGX - Drawdown Comparison

The maximum DFWIX drawdown since its inception was -41.80%, which is greater than LIAGX's maximum drawdown of -37.87%. Use the drawdown chart below to compare losses from any high point for DFWIX and LIAGX.

Drawdown Indicators

	DFWIX	LIAGX	Difference
Max Drawdown Largest peak-to-trough decline	-41.80%	-37.87%	-3.93%
Max Drawdown (1Y) Largest decline over 1 year	-10.82%	-14.56%	+3.74%
Max Drawdown (3Y) Largest decline over 3 years	-13.11%	-17.11%	+4.00%
Max Drawdown (5Y) Largest decline over 5 years	-27.31%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-41.80%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-8.15%	-13.25%	+5.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.73%	3.62%	-0.89%

Volatility

DFWIX vs. LIAGX - Volatility Comparison

The current volatility for DFA World ex U.S. Core Equity Portfolio (DFWIX) is 4.46%, while Lord Abbett International Growth Fund (LIAGX) has a volatility of 8.34%. This indicates that DFWIX experiences smaller price fluctuations and is considered to be less risky than LIAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFWIX	LIAGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.46%	8.34%	-3.88%
Volatility (6M) Calculated over the trailing 6-month period	11.16%	18.00%	-6.84%
Volatility (1Y) Calculated over the trailing 1-year period	13.32%	20.72%	-7.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.14%	18.80%	-3.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.63%	18.80%	-3.17%

DFWIX vs. LIAGX - Expense Ratio Comparison

DFWIX has a 0.31% expense ratio, which is lower than LIAGX's 0.81% expense ratio.

Dividends

DFWIX vs. LIAGX - Dividend Comparison

DFWIX's dividend yield for the trailing twelve months is around 2.78%, more than LIAGX's 0.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFWIX DFA World ex U.S. Core Equity Portfolio	2.78%	3.00%	3.32%	3.36%	3.11%	10.71%	1.81%	2.36%	3.50%	2.36%	2.59%	2.31%
LIAGX Lord Abbett International Growth Fund	0.30%	0.38%	0.48%	0.71%	0.89%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFWIX and LIAGX in my portfolio?

DFWIX and LIAGX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFWIX or LIAGX?

LIAGX has higher volatility (8.34%) compared to DFWIX (4.46%). In terms of maximum drawdown, DFWIX dropped -41.80% vs LIAGX's -37.87%.

Which has better risk-adjusted returns?

DFWIX currently has the higher Sharpe Ratio (2.57 vs 2.02), 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.