DIPSX vs. DFIEX
Compare and contrast key facts about DFA Inflation-Protected Securities Portfolio (DIPSX) and DFA International Core Equity Portfolio I (DFIEX).
DIPSX is managed by Dimensional. It was launched on Sep 17, 2006. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DIPSX vs. DFIEX - Performance Comparison
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DIPSX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIPSX DFA Inflation-Protected Securities Portfolio | 0.36% | 5.77% | 2.02% | 3.93% | -12.26% | 5.55% | 11.65% | 8.54% | -1.30% | 3.28% |
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% | 28.04% |
Returns By Period
In the year-to-date period, DIPSX achieves a 0.36% return, which is significantly higher than DFIEX's -0.21% return. Over the past 10 years, DIPSX has underperformed DFIEX with an annualized return of 2.53%, while DFIEX has yielded a comparatively higher 9.31% annualized return.
DIPSX
- 1D
- 0.63%
- 1M
- -1.41%
- YTD
- 0.36%
- 6M
- 0.19%
- 1Y
- 1.69%
- 3Y*
- 2.74%
- 5Y*
- 1.18%
- 10Y*
- 2.53%
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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DIPSX vs. DFIEX - Expense Ratio Comparison
DIPSX has a 0.11% expense ratio, which is lower than DFIEX's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DIPSX vs. DFIEX — Risk / Return Rank
DIPSX
DFIEX
DIPSX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Inflation-Protected Securities Portfolio (DIPSX) 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.
| DIPSX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 1.66 | -1.17 |
Sortino ratioReturn per unit of downside risk | 0.68 | 2.18 | -1.50 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.33 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 2.16 | -1.23 |
Martin ratioReturn relative to average drawdown | 2.70 | 8.72 | -6.03 |
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
| DIPSX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 1.66 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.58 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.57 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.34 | -0.03 |
Correlation
The correlation between DIPSX and DFIEX is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DIPSX vs. DFIEX - Dividend Comparison
DIPSX's dividend yield for the trailing twelve months is around 2.05%, less than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIPSX DFA Inflation-Protected Securities Portfolio | 2.05% | 2.43% | 2.70% | 3.73% | 8.14% | 4.86% | 1.58% | 2.12% | 2.28% | 2.64% | 1.99% | 0.69% |
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
DIPSX vs. DFIEX - Drawdown Comparison
The maximum DIPSX drawdown since its inception was -14.64%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DIPSX and DFIEX.
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Drawdown Indicators
| DIPSX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.64% | -62.22% | +47.58% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -11.01% | +7.99% |
Max Drawdown (5Y)Largest decline over 5 years | -14.64% | -28.66% | +14.02% |
Max Drawdown (10Y)Largest decline over 10 years | -14.64% | -41.04% | +26.40% |
Current DrawdownCurrent decline from peak | -1.92% | -10.45% | +8.53% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -12.26% | +7.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 2.84% | -1.80% |
Volatility
DIPSX vs. DFIEX - Volatility Comparison
The current volatility for DFA Inflation-Protected Securities Portfolio (DIPSX) is 1.40%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DIPSX experiences smaller price fluctuations and is considered to be less risky 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
| DIPSX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 6.26% | -4.86% |
Volatility (6M)Calculated over the trailing 6-month period | 2.35% | 10.04% | -7.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.31% | 15.66% | -11.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.37% | 15.60% | -9.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.73% | 16.32% | -10.59% |