DFXIX vs. DFIEX
Compare and contrast key facts about DFA Diversified Fixed Income Portfolio (DFXIX) and DFA International Core Equity Portfolio I (DFIEX).
DFXIX is managed by Dimensional. It was launched on Aug 10, 2016. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFXIX vs. DFIEX - Performance Comparison
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DFXIX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFXIX DFA Diversified Fixed Income Portfolio | 0.29% | 5.85% | 3.05% | 4.93% | -7.88% | -0.56% | 5.90% | 269.83% | 1.07% | 0.87% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 27.17% |
Returns By Period
In the year-to-date period, DFXIX achieves a 0.29% return, which is significantly higher than DFIEX's -0.21% return.
DFXIX
- 1D
- 0.40%
- 1M
- -1.29%
- YTD
- 0.29%
- 6M
- 1.05%
- 1Y
- 4.22%
- 3Y*
- 3.87%
- 5Y*
- 1.45%
- 10Y*
- —
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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DFXIX vs. DFIEX - Expense Ratio Comparison
DFXIX has a 0.15% expense ratio, which is lower than DFIEX's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DFXIX vs. DFIEX — Risk / Return Rank
DFXIX
DFIEX
DFXIX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Diversified Fixed Income Portfolio (DFXIX) 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.
| DFXIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 1.66 | -0.09 |
Sortino ratioReturn per unit of downside risk | 2.27 | 2.18 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.33 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 2.16 | +0.41 |
Martin ratioReturn relative to average drawdown | 8.40 | 8.72 | -0.32 |
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
| DFXIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.66 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.58 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.34 | +0.23 |
Correlation
The correlation between DFXIX and DFIEX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DFXIX vs. DFIEX - Dividend Comparison
DFXIX's dividend yield for the trailing twelve months is around 3.72%, more than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFXIX DFA Diversified Fixed Income Portfolio | 3.72% | 3.21% | 3.72% | 3.02% | 2.69% | 2.31% | 1.39% | 102.11% | 2.10% | 1.09% | 0.00% | 0.00% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DFXIX vs. DFIEX - Drawdown Comparison
The maximum DFXIX drawdown since its inception was -10.51%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFXIX and DFIEX.
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Drawdown Indicators
| DFXIX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.51% | -62.22% | +51.71% |
Max Drawdown (1Y)Largest decline over 1 year | -1.69% | -11.01% | +9.32% |
Max Drawdown (5Y)Largest decline over 5 years | -10.51% | -28.66% | +18.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.04% | — |
Current DrawdownCurrent decline from peak | -1.29% | -10.45% | +9.16% |
Average DrawdownAverage peak-to-trough decline | -2.34% | -12.26% | +9.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.52% | 2.84% | -2.32% |
Volatility
DFXIX vs. DFIEX - Volatility Comparison
The current volatility for DFA Diversified Fixed Income Portfolio (DFXIX) is 1.09%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DFXIX 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
| DFXIX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 6.26% | -5.17% |
Volatility (6M)Calculated over the trailing 6-month period | 1.84% | 10.04% | -8.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.85% | 15.66% | -12.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.58% | 15.60% | -12.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.85% | 16.32% | +13.53% |