DFWVX vs. DFEOX
Compare and contrast key facts about DFA World ex U.S. Value Portfolio Fund (DFWVX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DFWVX is managed by Dimensional. It was launched on Aug 22, 2010. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFWVX vs. DFEOX - Performance Comparison
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DFWVX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFWVX DFA World ex U.S. Value Portfolio Fund | 2.43% | 40.30% | 6.66% | 17.37% | -6.41% | 32.65% | -0.40% | 344.89% | -16.69% | 28.21% |
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Returns By Period
In the year-to-date period, DFWVX achieves a 2.43% return, which is significantly higher than DFEOX's -4.34% return. Over the past 10 years, DFWVX has outperformed DFEOX with an annualized return of 28.15%, while DFEOX has yielded a comparatively lower 12.94% annualized return.
DFWVX
- 1D
- -0.06%
- 1M
- -9.52%
- YTD
- 2.43%
- 6M
- 9.79%
- 1Y
- 32.62%
- 3Y*
- 19.50%
- 5Y*
- 15.16%
- 10Y*
- 28.15%
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
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DFWVX vs. DFEOX - Expense Ratio Comparison
DFWVX has a 0.40% expense ratio, which is higher than DFEOX's 0.14% expense ratio.
Return for Risk
DFWVX vs. DFEOX — Risk / Return Rank
DFWVX
DFEOX
DFWVX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Value Portfolio Fund (DFWVX) and DFA US Core Equity 1 Portfolio I (DFEOX). 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.
| DFWVX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.17 | 0.93 | +1.24 |
Sortino ratioReturn per unit of downside risk | 2.74 | 1.43 | +1.32 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.22 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 0.98 | +1.23 |
Martin ratioReturn relative to average drawdown | 9.82 | 4.74 | +5.08 |
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
| DFWVX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 0.93 | +1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.62 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.72 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.51 | +0.18 |
Correlation
The correlation between DFWVX and DFEOX 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.
Dividends
DFWVX vs. DFEOX - Dividend Comparison
DFWVX's dividend yield for the trailing twelve months is around 3.86%, more than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFWVX DFA World ex U.S. Value Portfolio Fund | 3.86% | 3.66% | 4.28% | 4.30% | 3.75% | 15.97% | 2.43% | 110.54% | 5.26% | 2.70% | 2.92% | 2.77% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DFWVX vs. DFEOX - Drawdown Comparison
The maximum DFWVX drawdown since its inception was -41.32%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DFWVX and DFEOX.
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Drawdown Indicators
| DFWVX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.32% | -56.77% | +15.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -12.58% | +0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -24.59% | -22.86% | -1.73% |
Max Drawdown (10Y)Largest decline over 10 years | -41.32% | -36.55% | -4.77% |
Current DrawdownCurrent decline from peak | -9.71% | -8.28% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -7.25% | +0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 2.69% | +0.27% |
Volatility
DFWVX vs. DFEOX - Volatility Comparison
DFA World ex U.S. Value Portfolio Fund (DFWVX) has a higher volatility of 5.99% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 4.20%. This indicates that DFWVX's price experiences larger fluctuations and is considered to be riskier than DFEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFWVX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 4.20% | +1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 8.49% | +0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.77% | 17.87% | -3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 16.88% | -0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.91% | 17.98% | +16.93% |