DIHRX vs. DFIEX
Compare and contrast key facts about DFA International High Relative Profitability Portfolio (DIHRX) and DFA International Core Equity Portfolio I (DFIEX).
DIHRX is managed by Dimensional. It was launched on May 16, 2017. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DIHRX vs. DFIEX - Performance Comparison
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DIHRX vs. DFIEX - 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% |
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% | 13.12% |
Returns By Period
In the year-to-date period, DIHRX achieves a -1.47% return, which is significantly lower than DFIEX's -0.21% return.
DIHRX
- 1D
- 0.22%
- 1M
- -10.86%
- YTD
- -1.47%
- 6M
- 2.35%
- 1Y
- 17.37%
- 3Y*
- 10.56%
- 5Y*
- 6.30%
- 10Y*
- —
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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DIHRX vs. DFIEX - Expense Ratio Comparison
DIHRX has a 0.30% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
DIHRX vs. DFIEX — Risk / Return Rank
DIHRX
DFIEX
DIHRX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International High Relative Profitability Portfolio (DIHRX) 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.
| DIHRX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.66 | -0.62 |
Sortino ratioReturn per unit of downside risk | 1.47 | 2.18 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.33 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 2.16 | -0.78 |
Martin ratioReturn relative to average drawdown | 5.56 | 8.72 | -3.16 |
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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.66 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.58 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.34 | +0.12 |
Correlation
The correlation between DIHRX and DFIEX is 0.96, 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. DFIEX - Dividend Comparison
DIHRX's dividend yield for the trailing twelve months is around 2.64%, less than DFIEX's 3.24% 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% |
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
DIHRX vs. DFIEX - Drawdown Comparison
The maximum DIHRX drawdown since its inception was -33.30%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DIHRX and DFIEX.
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Drawdown Indicators
| DIHRX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.30% | -62.22% | +28.92% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -11.01% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -28.66% | -1.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.04% | — |
Current DrawdownCurrent decline from peak | -10.86% | -10.45% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -12.26% | +5.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.84% | -0.02% |
Volatility
DIHRX vs. DFIEX - Volatility Comparison
DFA International High Relative Profitability Portfolio (DIHRX) has a higher volatility of 6.69% compared to DFA International Core Equity Portfolio I (DFIEX) at 6.26%. This indicates that DIHRX's price experiences larger fluctuations and is considered to be riskier 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
| DIHRX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.69% | 6.26% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 10.04% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.00% | 15.66% | +0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.73% | 15.60% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.97% | 16.32% | -0.35% |