DGEIX vs. DFIEX
Compare and contrast key facts about DFA Global Equity Portfolio Institutional Class (DGEIX) and DFA International Core Equity Portfolio I (DFIEX).
DGEIX is managed by Dimensional. It was launched on Dec 24, 2003. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DGEIX vs. DFIEX - Performance Comparison
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DGEIX vs. DFIEX - 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% |
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% | 28.04% |
Returns By Period
In the year-to-date period, DGEIX achieves a -2.92% return, which is significantly lower than DFIEX's -0.21% return. Over the past 10 years, DGEIX has outperformed DFIEX with an annualized return of 11.09%, while DFIEX has yielded a comparatively lower 9.31% 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%
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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DGEIX vs. DFIEX - Expense Ratio Comparison
DGEIX has a 0.25% expense ratio, which is higher than DFIEX's 0.24% 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. DFIEX — Risk / Return Rank
DGEIX
DFIEX
DGEIX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Equity Portfolio Institutional Class (DGEIX) 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.
| DGEIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.66 | -0.50 |
Sortino ratioReturn per unit of downside risk | 1.69 | 2.18 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.33 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 2.16 | -0.78 |
Martin ratioReturn relative to average drawdown | 6.66 | 8.72 | -2.07 |
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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.66 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.58 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.57 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.34 | +0.14 |
Correlation
The correlation between DGEIX and DFIEX is 0.89, 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. DFIEX - Dividend Comparison
DGEIX's dividend yield for the trailing twelve months is around 3.13%, less than DFIEX's 3.24% 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% |
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
DGEIX vs. DFIEX - Drawdown Comparison
The maximum DGEIX drawdown since its inception was -59.77%, roughly equal to the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DGEIX and DFIEX.
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Drawdown Indicators
| DGEIX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.77% | -62.22% | +2.45% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -11.01% | -1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -25.20% | -28.66% | +3.46% |
Max Drawdown (10Y)Largest decline over 10 years | -37.00% | -41.04% | +4.04% |
Current DrawdownCurrent decline from peak | -8.85% | -10.45% | +1.60% |
Average DrawdownAverage peak-to-trough decline | -8.05% | -12.26% | +4.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.84% | -0.33% |
Volatility
DGEIX vs. DFIEX - Volatility Comparison
The current volatility for DFA Global Equity Portfolio Institutional Class (DGEIX) is 4.58%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DGEIX 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
| DGEIX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 6.26% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 8.84% | 10.04% | -1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.42% | 15.66% | +0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 15.60% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 16.32% | +0.52% |