DGEIX vs. DFEOX
DGEIX (DFA Global Equity Portfolio Institutional Class) and DFEOX (DFA US Core Equity 1 Portfolio I) are both mutual funds - DGEIX is a Global Equities fund managed by Dimensional, while DFEOX is a Large Cap Blend Equities fund managed by Dimensional. Over the past 10 years, DGEIX returned 12.51%/yr vs 14.53%/yr for DFEOX. With a 0.98 correlation, they move nearly in lockstep. DGEIX charges 0.25%/yr vs 0.14%/yr for DFEOX.
Performance
DGEIX vs. DFEOX - Performance Comparison
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Returns By Period
In the year-to-date period, DGEIX achieves a 13.03% return, which is significantly higher than DFEOX's 12.32% return. Over the past 10 years, DGEIX has underperformed DFEOX with an annualized return of 12.51%, while DFEOX has yielded a comparatively higher 14.53% annualized return.
DGEIX
- 1D
- 0.47%
- 1M
- 4.90%
- YTD
- 13.03%
- 6M
- 13.93%
- 1Y
- 30.01%
- 3Y*
- 20.54%
- 5Y*
- 10.87%
- 10Y*
- 12.51%
DFEOX
- 1D
- 0.47%
- 1M
- 4.95%
- YTD
- 12.32%
- 6M
- 12.46%
- 1Y
- 28.75%
- 3Y*
- 21.37%
- 5Y*
- 12.84%
- 10Y*
- 14.53%
DGEIX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | 13.03% | 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 | 12.32% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Correlation
The correlation between DGEIX and DFEOX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2005 | 0.98 |
The correlation between DGEIX and DFEOX has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.
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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 | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.47 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 3.64 | -0.17 |
| Martin ratioReturn relative to average drawdown | 15.24 | 16.50 | -1.26 |
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 | 2.62 | 2.64 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.77 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.81 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.55 | -0.03 |
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 | -8.85% | -8.28% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -16.97% | -19.24% | +2.27% |
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 | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.00% | -7.19% | -0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 1.82% | +0.20% |
Volatility
DGEIX vs. DFEOX - Volatility Comparison
DFA Global Equity Portfolio Institutional Class (DGEIX) has a higher volatility of 3.28% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 2.88%. 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 | 3.28% | 2.88% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 8.77% | +0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.75% | 11.44% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 16.88% | -1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.87% | 18.01% | -1.14% |
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%.
Dividends
DGEIX vs. DFEOX - Dividend Comparison
DGEIX's dividend yield for the trailing twelve months is around 2.68%, more than DFEOX's 0.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEOX DFA US Core Equity 1 Portfolio I | 0.95% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
DGEIX DFA Global Equity Portfolio Institutional Class | 2.68% | 2.79% | 3.64% | 3.82% | 4.92% | 1.94% | 2.37% | 2.22% | 2.62% | 1.50% | 1.90% | 1.98% |
Frequently Asked Questions
With a correlation of 0.95, DGEIX and DFEOX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DGEIX has higher volatility (3.28%) compared to DFEOX (2.88%). In terms of maximum drawdown, DGEIX dropped -59.77% vs DFEOX's -56.77%.
DFEOX currently has the higher Sharpe Ratio (2.64 vs 2.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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