DFWIX vs. PPYPX
Compare and contrast key facts about DFA World ex U.S. Core Equity Portfolio (DFWIX) and PIMCO RAE International Fund (PPYPX).
DFWIX is managed by Dimensional. It was launched on Apr 9, 2013. PPYPX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
DFWIX vs. PPYPX - Performance Comparison
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DFWIX vs. PPYPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFWIX DFA World ex U.S. Core Equity Portfolio | 0.08% | 33.45% | 4.34% | 16.74% | -14.04% | 22.41% | 9.35% | 19.98% | -17.00% | 30.17% |
PPYPX PIMCO RAE International Fund | 8.42% | 31.34% | -1.15% | 18.13% | -8.73% | 10.68% | 2.05% | 16.43% | -15.49% | 24.89% |
Returns By Period
In the year-to-date period, DFWIX achieves a 0.08% return, which is significantly lower than PPYPX's 8.42% return. Over the past 10 years, DFWIX has outperformed PPYPX with an annualized return of 10.00%, while PPYPX has yielded a comparatively lower 8.80% annualized return.
DFWIX
- 1D
- -0.33%
- 1M
- -10.77%
- YTD
- 0.08%
- 6M
- 4.76%
- 1Y
- 27.12%
- 3Y*
- 15.13%
- 5Y*
- 10.04%
- 10Y*
- 10.00%
PPYPX
- 1D
- 0.63%
- 1M
- -6.12%
- YTD
- 8.42%
- 6M
- 13.11%
- 1Y
- 31.25%
- 3Y*
- 15.99%
- 5Y*
- 8.93%
- 10Y*
- 8.80%
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DFWIX vs. PPYPX - Expense Ratio Comparison
DFWIX has a 0.31% expense ratio, which is lower than PPYPX's 0.60% expense ratio.
Return for Risk
DFWIX vs. PPYPX — Risk / Return Rank
DFWIX
PPYPX
DFWIX vs. PPYPX - 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 PIMCO RAE International Fund (PPYPX). 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 | PPYPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 1.96 | -0.15 |
Sortino ratioReturn per unit of downside risk | 2.36 | 2.52 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.38 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 2.46 | -0.46 |
Martin ratioReturn relative to average drawdown | 8.26 | 11.58 | -3.31 |
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
| DFWIX | PPYPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 1.96 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.46 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.46 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.45 | +0.04 |
Correlation
The correlation between DFWIX and PPYPX is 0.91, 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
DFWIX vs. PPYPX - Dividend Comparison
DFWIX's dividend yield for the trailing twelve months is around 3.21%, less than PPYPX's 7.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFWIX DFA World ex U.S. Core Equity Portfolio | 3.21% | 3.00% | 3.32% | 3.36% | 3.11% | 10.71% | 1.81% | 2.36% | 3.50% | 2.36% | 2.59% | 2.31% |
PPYPX PIMCO RAE International Fund | 7.17% | 7.78% | 6.57% | 10.09% | 7.20% | 27.06% | 2.23% | 4.20% | 5.96% | 2.53% | 2.41% | 0.00% |
Drawdowns
DFWIX vs. PPYPX - Drawdown Comparison
The maximum DFWIX drawdown since its inception was -41.80%, roughly equal to the maximum PPYPX drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for DFWIX and PPYPX.
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Drawdown Indicators
| DFWIX | PPYPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -42.48% | +0.68% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -10.21% | -0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -27.31% | -35.65% | +8.34% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -42.48% | +0.68% |
Current DrawdownCurrent decline from peak | -10.82% | -6.12% | -4.70% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -10.28% | +2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.47% | +0.40% |
Volatility
DFWIX vs. PPYPX - Volatility Comparison
DFA World ex U.S. Core Equity Portfolio (DFWIX) has a higher volatility of 6.21% compared to PIMCO RAE International Fund (PPYPX) at 4.98%. This indicates that DFWIX's price experiences larger fluctuations and is considered to be riskier than PPYPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFWIX | PPYPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 4.98% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 9.98% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.65% | 15.30% | -0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 19.59% | -4.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.55% | 19.07% | -3.52% |