DHAMX vs. DFIEX
Compare and contrast key facts about Centre American Select Equity Fund (DHAMX) and DFA International Core Equity Portfolio I (DFIEX).
DHAMX is managed by Centre Funds. It was launched on Dec 21, 2011. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DHAMX vs. DFIEX - Performance Comparison
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DHAMX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DHAMX Centre American Select Equity Fund | 7.48% | 19.37% | 1.33% | 14.91% | -3.34% | 27.41% | 30.79% | 16.38% | -3.82% | 25.26% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 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, DHAMX achieves a 7.48% return, which is significantly higher than DFIEX's 2.80% return. Over the past 10 years, DHAMX has outperformed DFIEX with an annualized return of 13.05%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
DHAMX
- 1D
- 2.50%
- 1M
- -6.02%
- YTD
- 7.48%
- 6M
- 14.78%
- 1Y
- 35.90%
- 3Y*
- 12.39%
- 5Y*
- 10.73%
- 10Y*
- 13.05%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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DHAMX vs. DFIEX - Expense Ratio Comparison
DHAMX has a 1.46% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
DHAMX vs. DFIEX — Risk / Return Rank
DHAMX
DFIEX
DHAMX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Centre American Select Equity Fund (DHAMX) 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.
| DHAMX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 1.95 | -0.14 |
Sortino ratioReturn per unit of downside risk | 2.53 | 2.55 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.39 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.13 | 2.57 | +0.56 |
Martin ratioReturn relative to average drawdown | 11.58 | 10.07 | +1.50 |
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
| DHAMX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 1.95 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.60 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.59 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.35 | +0.46 |
Correlation
The correlation between DHAMX and DFIEX is 0.74, 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
DHAMX vs. DFIEX - Dividend Comparison
DHAMX's dividend yield for the trailing twelve months is around 33.54%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHAMX Centre American Select Equity Fund | 33.54% | 36.05% | 0.00% | 2.58% | 1.37% | 16.31% | 4.52% | 9.94% | 22.37% | 13.14% | 3.57% | 11.03% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DHAMX vs. DFIEX - Drawdown Comparison
The maximum DHAMX drawdown since its inception was -28.47%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DHAMX and DFIEX.
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Drawdown Indicators
| DHAMX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.47% | -62.22% | +33.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -11.01% | -0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -28.47% | -28.66% | +0.19% |
Max Drawdown (10Y)Largest decline over 10 years | -28.47% | -41.04% | +12.57% |
Current DrawdownCurrent decline from peak | -7.59% | -7.75% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -12.26% | +8.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.81% | +0.34% |
Volatility
DHAMX vs. DFIEX - Volatility Comparison
The current volatility for Centre American Select Equity Fund (DHAMX) is 5.83%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that DHAMX 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
| DHAMX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.83% | 7.09% | -1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 12.58% | 10.45% | +2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.84% | 15.90% | +3.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.65% | 15.65% | +2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 16.35% | +0.91% |