DILRX vs. EXI
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 9.73%/yr vs 13.04%/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
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Returns By Period
In the year-to-date period, DILRX achieves a 9.51% return, which is significantly lower than EXI's 12.18% return. Over the past 10 years, DILRX has underperformed EXI with an annualized return of 9.73%, while EXI has yielded a comparatively higher 13.04% annualized return.
DILRX
- 1D
- 0.00%
- 1M
- 2.98%
- YTD
- 9.51%
- 6M
- 8.68%
- 1Y
- 18.55%
- 3Y*
- 14.62%
- 5Y*
- 6.99%
- 10Y*
- 9.73%
EXI
- 1D
- -2.28%
- 1M
- 1.89%
- YTD
- 12.18%
- 6M
- 11.32%
- 1Y
- 23.77%
- 3Y*
- 20.42%
- 5Y*
- 11.94%
- 10Y*
- 13.04%
DILRX vs. EXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DILRX DFA International Large Cap Growth Portfolio | 9.51% | 25.59% | 1.70% | 18.51% | -19.75% | 15.20% | 14.72% | 26.40% | -12.92% | 26.41% |
EXI iShares Global Industrials ETF | 12.18% | 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 0.84, 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 | 0.84 |
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 2, 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.
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Return for Risk
DILRX vs. EXI — Risk / Return Rank
DILRX
EXI
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DILRX | EXI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.26 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.93 | -0.33 |
| Martin ratioReturn relative to average drawdown | 5.75 | 7.68 | -1.93 |
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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.
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Drawdown Indicators
| DILRX | EXI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.16% | -2.28% | +2.12% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -9.94% | +3.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 3.10% | +0.31% |
Volatility
DILRX vs. EXI - Volatility Comparison
The current volatility for DFA International Large Cap Growth Portfolio (DILRX) is 5.44%, while iShares Global Industrials ETF (EXI) has a volatility of 6.03%. 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.
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Volatility by Period
| DILRX | EXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 6.03% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 13.68% | 14.19% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.14% | 16.74% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 17.12% | -0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.91% | 18.36% | -2.45% |
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 1.78%, more than EXI's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DILRX DFA International Large Cap Growth Portfolio | 1.78% | 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 | 1.08% | 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
DILRX and EXI have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EXI has higher volatility (6.03%) compared to DILRX (5.44%). In terms of maximum drawdown, DILRX dropped -32.19% vs EXI's -62.60%.
EXI currently has the higher Sharpe Ratio (1.43 vs 1.22), 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.
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