DIAX vs. PFG

Last updated Jun 5, 2026

DIAX (Dimensional International Core Equity Fund) is International Equity fund managed by Dimensional Fund Advisors, while PFG (Principal Financial Group, Inc.) is a stock. A 0.57 correlation means they provide meaningful diversification when combined.

Performance

DIAX vs. PFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Core Equity Fund (DIAX) and Principal Financial Group, Inc. (PFG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DIAX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PFG

• 1D: 2.29%
• 1M: 3.44%
• YTD: 19.35%
• 6M: 22.51%
• 1Y: 40.57%
• 3Y*: 18.99%
• 5Y*: 13.42%
• 10Y*: 13.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DIAX vs. PFG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DIAX Dimensional International Core Equity Fund	-5.70%	10.13%	16.51%	-2.11%	-6.11%	24.72%	-6.85%	16.99%	-8.53%	33.77%
PFG Principal Financial Group, Inc.	19.35%	18.38%	1.87%	-2.83%	20.10%	51.35%	-5.19%	29.71%	-34.96%	25.52%

Correlation

The correlation between DIAX and PFG is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.47
Correlation (5Y) Calculated over the trailing 5-year period	0.56
Correlation (10Y) Calculated over the trailing 10-year period	0.54
Correlation (All Time) Calculated using the full available price history since Dec 4, 2014	0.57

The correlation between DIAX and PFG has been stable across timeframes, ranging from 0.47 to 0.57 - a consistent structural relationship.

Return for Risk

DIAX vs. PFG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PFG

PFG Risk / Return Rank: 85
PFG Sharpe Ratio Rank: 87
PFG Sortino Ratio Rank: 82
PFG Omega Ratio Rank: 82
PFG Calmar Ratio Rank: 85
PFG Martin Ratio Rank: 89

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DIAX vs. PFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Core Equity Fund (DIAX) and Principal Financial Group, Inc. (PFG). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	DIAX	PFG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.88	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.51	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.41	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.23	—

Drawdowns

Drawdown Indicators

	DIAX	PFG	Difference
Max Drawdown Largest peak-to-trough decline	—	-91.50%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-11.96%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-22.43%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.32%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-64.73%	—
Current Drawdown Current decline from peak	—	-0.36%	—
Average Drawdown Average peak-to-trough decline	—	-21.86%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.69%	—

Volatility

Volatility by Period

	DIAX	PFG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.01%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.79%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	21.73%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	26.63%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	31.95%	—

Dividends

DIAX vs. PFG - Dividend Comparison

DIAX's dividend yield for the trailing twelve months is around 8.54%, more than PFG's 3.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIAX Dimensional International Core Equity Fund	8.54%	7.89%	7.71%	8.19%	7.39%	6.15%	7.33%	6.68%	7.69%	5.63%	6.95%	7.41%
PFG Principal Financial Group, Inc.	3.08%	3.49%	3.68%	3.30%	3.05%	3.37%	4.52%	3.96%	4.75%	2.65%	2.78%	3.33%

Frequently Asked Questions

Can I hold both DIAX and PFG in my portfolio?

DIAX and PFG have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.