DIHRX vs. DGEIX
Compare and contrast key facts about DFA International High Relative Profitability Portfolio (DIHRX) and DFA Global Equity Portfolio Institutional Class (DGEIX).
DIHRX is managed by Dimensional. It was launched on May 16, 2017. DGEIX is managed by Dimensional. It was launched on Dec 24, 2003.
Performance
DIHRX vs. DGEIX - Performance Comparison
Loading graphics...
DIHRX vs. DGEIX - 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% |
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% | 12.37% |
Returns By Period
In the year-to-date period, DIHRX achieves a -1.47% return, which is significantly higher than DGEIX's -2.92% return.
DIHRX
- 1D
- 0.22%
- 1M
- -10.86%
- YTD
- -1.47%
- 6M
- 2.35%
- 1Y
- 17.37%
- 3Y*
- 10.56%
- 5Y*
- 6.30%
- 10Y*
- —
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DIHRX vs. DGEIX - Expense Ratio Comparison
DIHRX has a 0.30% expense ratio, which is higher than DGEIX's 0.25% expense ratio.
Return for Risk
DIHRX vs. DGEIX — Risk / Return Rank
DIHRX
DGEIX
DIHRX vs. DGEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International High Relative Profitability Portfolio (DIHRX) and DFA Global Equity Portfolio Institutional Class (DGEIX). 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 | DGEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.16 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.69 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.26 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.39 | 0.00 |
Martin ratioReturn relative to average drawdown | 5.56 | 6.66 | -1.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DIHRX | DGEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.16 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.57 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.48 | -0.02 |
Correlation
The correlation between DIHRX and DGEIX is 0.86, 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. DGEIX - Dividend Comparison
DIHRX's dividend yield for the trailing twelve months is around 2.64%, less than DGEIX's 3.13% 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% |
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% |
Drawdowns
DIHRX vs. DGEIX - Drawdown Comparison
The maximum DIHRX drawdown since its inception was -33.30%, smaller than the maximum DGEIX drawdown of -59.77%. Use the drawdown chart below to compare losses from any high point for DIHRX and DGEIX.
Loading graphics...
Drawdown Indicators
| DIHRX | DGEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.30% | -59.77% | +26.47% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -12.05% | +0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -25.20% | -5.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.00% | — |
Current DrawdownCurrent decline from peak | -10.86% | -8.85% | -2.01% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -8.05% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.51% | +0.31% |
Volatility
DIHRX vs. DGEIX - Volatility Comparison
DFA International High Relative Profitability Portfolio (DIHRX) has a higher volatility of 6.69% compared to DFA Global Equity Portfolio Institutional Class (DGEIX) at 4.58%. This indicates that DIHRX's price experiences larger fluctuations and is considered to be riskier than DGEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DIHRX | DGEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.69% | 4.58% | +2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 8.84% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.00% | 16.42% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.73% | 15.61% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.97% | 16.84% | -0.87% |