DGEIX vs. DFEOX
Compare and contrast key facts about DFA Global Equity Portfolio Institutional Class (DGEIX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DGEIX is managed by Dimensional. It was launched on Dec 24, 2003. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DGEIX vs. DFEOX - Performance Comparison
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DGEIX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | -2.92% | 19.86% | 15.71% | 20.35% | -14.72% | 20.31% | 13.51% | 26.68% | -11.48% | 21.36% |
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, DGEIX achieves a -2.92% return, which is significantly higher than DFEOX's -4.34% return. Over the past 10 years, DGEIX has underperformed DFEOX with an annualized return of 11.09%, while DFEOX has yielded a comparatively higher 12.94% annualized return.
DGEIX
- 1D
- -0.46%
- 1M
- -8.33%
- YTD
- -2.92%
- 6M
- 0.08%
- 1Y
- 18.73%
- 3Y*
- 15.30%
- 5Y*
- 8.85%
- 10Y*
- 11.09%
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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DGEIX vs. DFEOX - Expense Ratio Comparison
DGEIX has a 0.25% expense ratio, which is higher than DFEOX's 0.14% expense ratio. However, 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
DGEIX vs. DFEOX — Risk / Return Rank
DGEIX
DFEOX
DGEIX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Equity Portfolio Institutional Class (DGEIX) 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.
| DGEIX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 0.93 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.43 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.22 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 0.98 | +0.41 |
Martin ratioReturn relative to average drawdown | 6.66 | 4.74 | +1.91 |
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
| DGEIX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 0.93 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.62 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.72 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.51 | -0.03 |
Correlation
The correlation between DGEIX and DFEOX is 0.98, 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
DGEIX vs. DFEOX - Dividend Comparison
DGEIX's dividend yield for the trailing twelve months is around 3.13%, more than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | 3.13% | 2.79% | 3.64% | 3.82% | 4.92% | 1.94% | 2.37% | 2.22% | 2.62% | 1.50% | 1.90% | 1.98% |
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
DGEIX vs. DFEOX - Drawdown Comparison
The maximum DGEIX drawdown since its inception was -59.77%, which is greater than DFEOX's maximum drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DGEIX and DFEOX.
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Drawdown Indicators
| DGEIX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.77% | -56.77% | -3.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -12.58% | +0.53% |
Max Drawdown (5Y)Largest decline over 5 years | -25.20% | -22.86% | -2.34% |
Max Drawdown (10Y)Largest decline over 10 years | -37.00% | -36.55% | -0.45% |
Current DrawdownCurrent decline from peak | -8.85% | -8.28% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -8.05% | -7.25% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.69% | -0.18% |
Volatility
DGEIX vs. DFEOX - Volatility Comparison
DFA Global Equity Portfolio Institutional Class (DGEIX) has a higher volatility of 4.58% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 4.20%. This indicates that DGEIX'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
| DGEIX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 4.20% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 8.84% | 8.49% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.42% | 17.87% | -1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 16.88% | -1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 17.98% | -1.14% |