DILRX vs. DFIEX
Compare and contrast key facts about DFA International Large Cap Growth Portfolio (DILRX) and DFA International Core Equity Portfolio I (DFIEX).
DILRX is managed by Dimensional. It was launched on Dec 19, 2012. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DILRX vs. DFIEX - Performance Comparison
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DILRX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DILRX DFA International Large Cap Growth Portfolio | -0.70% | 25.59% | 1.70% | 18.51% | -19.75% | 15.20% | 14.72% | 26.40% | -12.92% | 26.41% |
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, DILRX achieves a -0.70% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, DILRX has underperformed DFIEX with an annualized return of 8.36%, while DFIEX has yielded a comparatively higher 9.64% annualized return.
DILRX
- 1D
- 3.24%
- 1M
- -8.11%
- YTD
- -0.70%
- 6M
- 0.80%
- 1Y
- 17.28%
- 3Y*
- 11.01%
- 5Y*
- 6.10%
- 10Y*
- 8.36%
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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DILRX vs. DFIEX - Expense Ratio Comparison
DILRX has a 0.29% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
DILRX vs. DFIEX — Risk / Return Rank
DILRX
DFIEX
DILRX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Large Cap Growth Portfolio (DILRX) 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.
| DILRX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 1.95 | -0.90 |
Sortino ratioReturn per unit of downside risk | 1.51 | 2.55 | -1.03 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.39 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 2.57 | -1.28 |
Martin ratioReturn relative to average drawdown | 5.25 | 10.07 | -4.82 |
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
| DILRX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 1.95 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.60 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.59 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.35 | +0.14 |
Correlation
The correlation between DILRX and DFIEX is 0.95, 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
DILRX vs. DFIEX - Dividend Comparison
DILRX's dividend yield for the trailing twelve months is around 1.96%, less than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DILRX DFA International Large Cap Growth Portfolio | 1.96% | 1.98% | 2.03% | 1.95% | 2.56% | 2.37% | 1.34% | 2.09% | 2.55% | 1.94% | 2.40% | 2.34% |
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
DILRX vs. DFIEX - Drawdown Comparison
The maximum DILRX drawdown since its inception was -32.19%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DILRX and DFIEX.
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Drawdown Indicators
| DILRX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.19% | -62.22% | +30.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -11.01% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -32.02% | -28.66% | -3.36% |
Max Drawdown (10Y)Largest decline over 10 years | -32.19% | -41.04% | +8.85% |
Current DrawdownCurrent decline from peak | -9.47% | -7.75% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -12.26% | +5.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.81% | +0.23% |
Volatility
DILRX vs. DFIEX - Volatility Comparison
DFA International Large Cap Growth Portfolio (DILRX) has a higher volatility of 8.06% compared to DFA International Core Equity Portfolio I (DFIEX) at 7.09%. This indicates that DILRX'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
| DILRX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 7.09% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 10.45% | +1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 15.90% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 15.65% | +0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.77% | 16.35% | -0.58% |