DGBEX vs. DFEOX
Compare and contrast key facts about DFA Global Social Core Equity Portfolio (DGBEX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DGBEX is managed by Dimensional. It was launched on Nov 18, 2019. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DGBEX vs. DFEOX - Performance Comparison
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DGBEX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DGBEX DFA Global Social Core Equity Portfolio | -1.49% | 22.39% | 15.72% | 22.33% | -17.76% | 20.94% | 12.88% | 3.93% |
DFEOX DFA US Core Equity 1 Portfolio I | -1.72% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 4.42% |
Returns By Period
In the year-to-date period, DGBEX achieves a -1.49% return, which is significantly higher than DFEOX's -1.72% return.
DGBEX
- 1D
- 3.10%
- 1M
- -6.44%
- YTD
- -1.49%
- 6M
- 1.42%
- 1Y
- 22.76%
- 3Y*
- 16.77%
- 5Y*
- 9.06%
- 10Y*
- —
DFEOX
- 1D
- 2.75%
- 1M
- -4.90%
- YTD
- -1.72%
- 6M
- 0.66%
- 1Y
- 18.51%
- 3Y*
- 17.18%
- 5Y*
- 10.79%
- 10Y*
- 13.25%
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DGBEX vs. DFEOX - Expense Ratio Comparison
DGBEX has a 0.34% expense ratio, which is higher than DFEOX's 0.14% expense ratio.
Return for Risk
DGBEX vs. DFEOX — Risk / Return Rank
DGBEX
DFEOX
DGBEX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Social Core Equity Portfolio (DGBEX) 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.
| DGBEX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 1.07 | +0.32 |
Sortino ratioReturn per unit of downside risk | 2.01 | 1.61 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.24 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.33 | +0.28 |
Martin ratioReturn relative to average drawdown | 7.21 | 6.41 | +0.80 |
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
| DGBEX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.07 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.64 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.51 | +0.07 |
Correlation
The correlation between DGBEX and DFEOX is 0.96, 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
DGBEX vs. DFEOX - Dividend Comparison
DGBEX's dividend yield for the trailing twelve months is around 1.68%, more than DFEOX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGBEX DFA Global Social Core Equity Portfolio | 1.68% | 1.50% | 2.73% | 1.85% | 1.79% | 2.81% | 2.24% | 0.51% | 0.00% | 0.00% | 0.00% | 0.00% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.09% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DGBEX vs. DFEOX - Drawdown Comparison
The maximum DGBEX drawdown since its inception was -37.83%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DGBEX and DFEOX.
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Drawdown Indicators
| DGBEX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.83% | -56.77% | +18.94% |
Max Drawdown (1Y)Largest decline over 1 year | -12.06% | -12.58% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -26.97% | -22.86% | -4.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.55% | — |
Current DrawdownCurrent decline from peak | -7.54% | -5.76% | -1.78% |
Average DrawdownAverage peak-to-trough decline | -6.36% | -7.24% | +0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.63% | +0.22% |
Volatility
DGBEX vs. DFEOX - Volatility Comparison
DFA Global Social Core Equity Portfolio (DGBEX) has a higher volatility of 6.39% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 5.19%. This indicates that DGBEX'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
| DGBEX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.39% | 5.19% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 8.89% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.11% | 18.03% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.27% | 16.92% | -0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.48% | 18.00% | +1.48% |