DIHRX vs. DFEOX
Compare and contrast key facts about DFA International High Relative Profitability Portfolio (DIHRX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DIHRX is managed by Dimensional. It was launched on May 16, 2017. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DIHRX vs. DFEOX - Performance Comparison
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DIHRX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIHRX DFA International High Relative Profitability Portfolio | -1.47% | 27.03% | -0.03% | 18.09% | -16.61% | 13.39% | 13.21% | 24.50% | -13.48% | 9.68% |
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% | 12.85% |
Returns By Period
In the year-to-date period, DIHRX achieves a -1.47% return, which is significantly higher than DFEOX's -4.34% return.
DIHRX
- 1D
- 0.22%
- 1M
- -10.86%
- YTD
- -1.47%
- 6M
- 2.35%
- 1Y
- 17.37%
- 3Y*
- 10.56%
- 5Y*
- 6.30%
- 10Y*
- —
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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DIHRX vs. DFEOX - Expense Ratio Comparison
DIHRX has a 0.30% expense ratio, which is higher than DFEOX's 0.14% expense ratio.
Return for Risk
DIHRX vs. DFEOX — Risk / Return Rank
DIHRX
DFEOX
DIHRX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International High Relative Profitability Portfolio (DIHRX) 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.
| DIHRX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.93 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.43 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 0.98 | +0.41 |
Martin ratioReturn relative to average drawdown | 5.56 | 4.74 | +0.82 |
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
| DIHRX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.93 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.62 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.51 | -0.05 |
Correlation
The correlation between DIHRX and DFEOX is 0.79, 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
DIHRX vs. DFEOX - Dividend Comparison
DIHRX's dividend yield for the trailing twelve months is around 2.64%, more than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIHRX DFA International High Relative Profitability Portfolio | 2.64% | 2.76% | 2.33% | 2.59% | 3.06% | 2.95% | 1.40% | 2.11% | 2.35% | 0.87% | 0.00% | 0.00% |
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
DIHRX vs. DFEOX - Drawdown Comparison
The maximum DIHRX drawdown since its inception was -33.30%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DIHRX and DFEOX.
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Drawdown Indicators
| DIHRX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.30% | -56.77% | +23.47% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -12.58% | +1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -22.86% | -7.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.55% | — |
Current DrawdownCurrent decline from peak | -10.86% | -8.28% | -2.58% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -7.25% | +0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.69% | +0.13% |
Volatility
DIHRX vs. DFEOX - Volatility Comparison
DFA International High Relative Profitability Portfolio (DIHRX) has a higher volatility of 6.69% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 4.20%. This indicates that DIHRX'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
| DIHRX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.69% | 4.20% | +2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 8.49% | +1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.00% | 17.87% | -1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.73% | 16.88% | -1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.97% | 17.98% | -2.01% |