DFWVX vs. DFIEX
Compare and contrast key facts about DFA World ex U.S. Value Portfolio Fund (DFWVX) and DFA International Core Equity Portfolio I (DFIEX).
DFWVX is managed by Dimensional. It was launched on Aug 22, 2010. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFWVX vs. DFIEX - Performance Comparison
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DFWVX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFWVX DFA World ex U.S. Value Portfolio Fund | 4.87% | 40.30% | 6.66% | 17.37% | -6.41% | 32.65% | -0.40% | 344.89% | -16.69% | 28.21% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, DFWVX achieves a 4.87% return, which is significantly higher than DFIEX's 2.80% return. Over the past 10 years, DFWVX has outperformed DFIEX with an annualized return of 28.45%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
DFWVX
- 1D
- 2.38%
- 1M
- -6.17%
- YTD
- 4.87%
- 6M
- 11.99%
- 1Y
- 35.48%
- 3Y*
- 20.44%
- 5Y*
- 15.52%
- 10Y*
- 28.45%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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DFWVX vs. DFIEX - Expense Ratio Comparison
DFWVX has a 0.40% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
DFWVX vs. DFIEX — Risk / Return Rank
DFWVX
DFIEX
DFWVX vs. DFIEX - 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 International Core Equity Portfolio I (DFIEX). 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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.44 | 1.95 | +0.48 |
Sortino ratioReturn per unit of downside risk | 3.06 | 2.55 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.39 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.51 | 2.57 | -0.07 |
Martin ratioReturn relative to average drawdown | 11.03 | 10.07 | +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. | |||
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Sharpe Ratios by Period
| DFWVX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 1.95 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.60 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.59 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.35 | +0.34 |
Correlation
The correlation between DFWVX and DFIEX is 0.95, 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. DFIEX - Dividend Comparison
DFWVX's dividend yield for the trailing twelve months is around 3.77%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFWVX DFA World ex U.S. Value Portfolio Fund | 3.77% | 3.66% | 4.28% | 4.30% | 3.75% | 15.97% | 2.43% | 110.54% | 5.26% | 2.70% | 2.92% | 2.77% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DFWVX vs. DFIEX - Drawdown Comparison
The maximum DFWVX drawdown since its inception was -41.32%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFWVX and DFIEX.
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Drawdown Indicators
| DFWVX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.32% | -62.22% | +20.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -11.01% | -0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -24.59% | -28.66% | +4.07% |
Max Drawdown (10Y)Largest decline over 10 years | -41.32% | -41.04% | -0.28% |
Current DrawdownCurrent decline from peak | -7.56% | -7.75% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -12.26% | +5.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.81% | +0.19% |
Volatility
DFWVX vs. DFIEX - Volatility Comparison
The current volatility for DFA World ex U.S. Value Portfolio Fund (DFWVX) is 6.56%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that DFWVX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFWVX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.56% | 7.09% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.69% | 10.45% | -0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.91% | 15.90% | -0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 15.65% | +0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.91% | 16.35% | +18.56% |