DILRX vs. EXI

Last updated Jun 3, 2026

DILRX (DFA International Large Cap Growth Portfolio) and EXI (iShares Global Industrials ETF) are both funds - DILRX is a Foreign Large Cap Equities fund managed by Dimensional, while EXI is a Industrials Equities fund tracking the S&P Global 1200 / Industrials -SEC. Over the past 10 years, DILRX returned 8.88%/yr vs 12.46%/yr for EXI. Their correlation of 0.84 suggests significant overlap in exposure. DILRX charges 0.29%/yr vs 0.43%/yr for EXI.

Performance

DILRX vs. EXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Large Cap Growth Portfolio (DILRX) and iShares Global Industrials ETF (EXI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DILRX achieves a 7.52% return, which is significantly lower than EXI's 11.12% return. Over the past 10 years, DILRX has underperformed EXI with an annualized return of 8.88%, while EXI has yielded a comparatively higher 12.46% annualized return.

DILRX

• 1D: -0.43%
• 1M: 2.73%
• YTD: 7.52%
• 6M: 9.59%
• 1Y: 14.29%
• 3Y*: 13.74%
• 5Y*: 6.50%
• 10Y*: 8.88%

EXI

• 1D: 0.66%
• 1M: 0.14%
• YTD: 11.12%
• 6M: 14.64%
• 1Y: 22.53%
• 3Y*: 20.82%
• 5Y*: 11.34%
• 10Y*: 12.46%

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

DILRX vs. EXI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DILRX DFA International Large Cap Growth Portfolio	7.52%	25.59%	1.70%	18.51%	-19.75%	15.20%	14.72%	26.40%	-12.92%	26.41%
EXI iShares Global Industrials ETF	11.12%	25.88%	12.47%	22.04%	-12.36%	17.37%	11.33%	27.13%	-14.41%	25.16%

Correlation

The correlation between DILRX and EXI is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (10Y) Calculated over the trailing 10-year period	0.83
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013	0.84

The correlation between DILRX and EXI has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

Return for Risk

DILRX vs. EXI — Risk / Return Rank

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

DILRX

DILRX Risk / Return Rank: 14
DILRX Sharpe Ratio Rank: 13
DILRX Sortino Ratio Rank: 13
DILRX Omega Ratio Rank: 13
DILRX Calmar Ratio Rank: 14
DILRX Martin Ratio Rank: 17

EXI

EXI Risk / Return Rank: 41
EXI Sharpe Ratio Rank: 39
EXI Sortino Ratio Rank: 42
EXI Omega Ratio Rank: 39
EXI Calmar Ratio Rank: 37
EXI Martin Ratio Rank: 45

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.

DILRX vs. EXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International Large Cap Growth Portfolio (DILRX) and iShares Global Industrials ETF (EXI). 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	EXI	Difference
Sharpe ratio Return per unit of total volatility	1.02	1.42	-0.40
Sortino ratio Return per unit of downside risk	1.52	2.12	-0.60
Omega ratio Gain probability vs. loss probability	1.19	1.26	-0.08
Calmar ratio Return relative to maximum drawdown	1.33	1.84	-0.51
Martin ratio Return relative to average drawdown	4.85	7.53	-2.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DILRX vs. EXI - Sharpe Ratio Comparison

The current DILRX Sharpe Ratio is 1.02, which is comparable to the EXI Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of DILRX and EXI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DILRX	EXI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.02	1.42	-0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	0.67	-0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.56	0.68	-0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.42	+0.10

Drawdowns

DILRX vs. EXI - Drawdown Comparison

The maximum DILRX drawdown since its inception was -32.19%, smaller than the maximum EXI drawdown of -62.60%. Use the drawdown chart below to compare losses from any high point for DILRX and EXI.

Drawdown Indicators

	DILRX	EXI	Difference
Max Drawdown Largest peak-to-trough decline	-32.19%	-62.60%	+30.41%
Max Drawdown (1Y) Largest decline over 1 year	-12.32%	-12.35%	+0.03%
Max Drawdown (3Y) Largest decline over 3 years	-12.83%	-14.38%	+1.55%
Max Drawdown (5Y) Largest decline over 5 years	-32.02%	-27.23%	-4.79%
Max Drawdown (10Y) Largest decline over 10 years	-32.19%	-39.56%	+7.37%
Current Drawdown Current decline from peak	-1.98%	-2.95%	+0.97%
Average Drawdown Average peak-to-trough decline	-6.45%	-9.97%	+3.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.38%	3.02%	+0.36%

Volatility

DILRX vs. EXI - Volatility Comparison

The current volatility for DFA International Large Cap Growth Portfolio (DILRX) is 5.01%, while iShares Global Industrials ETF (EXI) has a volatility of 5.49%. This indicates that DILRX experiences smaller price fluctuations and is considered to be less risky than EXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DILRX	EXI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.01%	5.49%	-0.48%
Volatility (6M) Calculated over the trailing 6-month period	12.90%	13.50%	-0.60%
Volatility (1Y) Calculated over the trailing 1-year period	15.54%	15.91%	-0.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.42%	16.99%	-0.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.89%	18.42%	-2.53%

DILRX vs. EXI - Expense Ratio Comparison

DILRX has a 0.29% expense ratio, which is lower than EXI's 0.43% expense ratio.

Dividends

DILRX vs. EXI - Dividend Comparison

DILRX's dividend yield for the trailing twelve months is around 1.81%, more than EXI's 1.19% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DILRX DFA International Large Cap Growth Portfolio	1.81%	1.98%	2.03%	1.95%	2.56%	2.37%	1.34%	2.09%	2.55%	1.94%	2.40%	2.34%
EXI iShares Global Industrials ETF	1.19%	1.32%	1.47%	1.84%	1.63%	1.42%	1.26%	1.72%	2.21%	1.48%	1.75%	1.95%

Frequently Asked Questions

Can I hold both DILRX and EXI in my portfolio?

DILRX and EXI have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DILRX or EXI?

EXI has higher volatility (5.49%) compared to DILRX (5.01%). In terms of maximum drawdown, DILRX dropped -32.19% vs EXI's -62.60%.

Which has better risk-adjusted returns?

EXI currently has the higher Sharpe Ratio (1.42 vs 1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.