DFWIX vs. RWIIX
DFWIX (DFA World ex U.S. Core Equity Portfolio) and RWIIX (Redwood AlphaFactor Tactical International Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, DFWIX returned 11.88%/yr vs 1.58%/yr for RWIIX. A 0.65 correlation means they provide meaningful diversification when combined. DFWIX charges 0.31%/yr vs 1.22%/yr for RWIIX.
Performance
DFWIX vs. RWIIX - Performance Comparison
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Returns By Period
In the year-to-date period, DFWIX achieves a 15.19% return, which is significantly higher than RWIIX's 7.48% return.
DFWIX
- 1D
- 0.05%
- 1M
- 2.27%
- YTD
- 15.19%
- 6M
- 15.05%
- 1Y
- 33.26%
- 3Y*
- 20.39%
- 5Y*
- 11.88%
- 10Y*
- 11.82%
RWIIX
- 1D
- -0.14%
- 1M
- -0.50%
- YTD
- 7.48%
- 6M
- 7.64%
- 1Y
- 20.25%
- 3Y*
- 4.78%
- 5Y*
- 1.58%
- 10Y*
- —
DFWIX vs. RWIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFWIX DFA World ex U.S. Core Equity Portfolio | 15.19% | 33.45% | 4.34% | 16.74% | -14.04% | 22.41% | 9.35% | 19.98% | -17.00% | 1.13% |
RWIIX Redwood AlphaFactor Tactical International Fund | 7.48% | 7.87% | -6.03% | 9.07% | -11.57% | 10.68% | 14.57% | 4.58% | -2.46% | 0.62% |
Correlation
The correlation between DFWIX and RWIIX is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Dec 26, 2017 | 0.65 |
The correlation between DFWIX and RWIIX shifts across timeframes, from 0.65 (all time) to 0.80 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DFWIX vs. RWIIX — Risk / Return Rank
DFWIX
RWIIX
DFWIX vs. RWIIX - 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 Redwood AlphaFactor Tactical International Fund (RWIIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFWIX | RWIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.34 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 2.93 | +0.25 |
| Martin ratioReturn relative to average drawdown | 12.35 | 7.65 | +4.70 |
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Drawdowns
DFWIX vs. RWIIX - Drawdown Comparison
The maximum DFWIX drawdown since its inception was -41.80%, which is greater than RWIIX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for DFWIX and RWIIX.
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Drawdown Indicators
| DFWIX | RWIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -20.34% | -21.46% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -6.94% | -3.88% |
Max Drawdown (3Y)Largest decline over 3 years | -13.11% | -20.34% | +7.23% |
Max Drawdown (5Y)Largest decline over 5 years | -27.31% | -20.34% | -6.97% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | — | — |
Current DrawdownCurrent decline from peak | -0.21% | -2.38% | +2.17% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -7.78% | -0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.65% | +0.12% |
Volatility
DFWIX vs. RWIIX - Volatility Comparison
DFA World ex U.S. Core Equity Portfolio (DFWIX) has a higher volatility of 5.61% compared to Redwood AlphaFactor Tactical International Fund (RWIIX) at 4.12%. This indicates that DFWIX's price experiences larger fluctuations and is considered to be riskier than RWIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFWIX | RWIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 4.12% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 12.19% | 9.08% | +3.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.10% | 11.52% | +2.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.28% | 11.63% | +3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.64% | 10.95% | +4.69% |
DFWIX vs. RWIIX - Expense Ratio Comparison
DFWIX has a 0.31% expense ratio, which is lower than RWIIX's 1.22% expense ratio.
Dividends
DFWIX vs. RWIIX - Dividend Comparison
DFWIX's dividend yield for the trailing twelve months is around 2.79%, less than RWIIX's 8.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFWIX DFA World ex U.S. Core Equity Portfolio | 2.79% | 3.00% | 3.32% | 3.36% | 3.11% | 10.71% | 1.81% | 2.36% | 3.50% | 2.36% | 2.59% | 2.31% |
RWIIX Redwood AlphaFactor Tactical International Fund | 8.13% | 8.74% | 0.00% | 6.82% | 1.72% | 14.15% | 6.51% | 1.84% | 0.86% | 0.02% | 0.00% | 0.00% |
Frequently Asked Questions
DFWIX and RWIIX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFWIX has higher volatility (5.61%) compared to RWIIX (4.12%). In terms of maximum drawdown, DFWIX dropped -41.80% vs RWIIX's -20.34%.
DFWIX currently has the higher Sharpe Ratio (2.45 vs 1.77), 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.
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