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DIPSX vs. DFIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIPSX vs. DFIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Inflation-Protected Securities Portfolio (DIPSX) and DFA International Core Equity Portfolio I (DFIEX). The values are adjusted to include any dividend payments, if applicable.

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DIPSX vs. DFIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

DIPSX
DIPSX Risk / Return Rank: 2222
Overall Rank
DIPSX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DIPSX Sortino Ratio Rank: 1616
Sortino Ratio Rank
DIPSX Omega Ratio Rank: 1515
Omega Ratio Rank
DIPSX Calmar Ratio Rank: 3434
Calmar Ratio Rank
DIPSX Martin Ratio Rank: 2525
Martin Ratio Rank

DFIEX
DFIEX Risk / Return Rank: 8585
Overall Rank
DFIEX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DFIEX Sortino Ratio Rank: 8484
Sortino Ratio Rank
DFIEX Omega Ratio Rank: 8383
Omega Ratio Rank
DFIEX Calmar Ratio Rank: 8686
Calmar Ratio Rank
DFIEX Martin Ratio Rank: 8585
Martin Ratio Rank
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.

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.


DIPSXDFIEXDifference

Sharpe ratio

Return per unit of total volatility

0.48

1.66

-1.17

Sortino ratio

Return per unit of downside risk

0.68

2.18

-1.50

Omega ratio

Gain probability vs. loss probability

1.09

1.33

-0.24

Calmar ratio

Return relative to maximum drawdown

0.93

2.16

-1.23

Martin ratio

Return relative to average drawdown

2.70

8.72

-6.03

DIPSX vs. DFIEX - Sharpe Ratio Comparison

The current DIPSX Sharpe Ratio is 0.48, which is lower than the DFIEX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of DIPSX and DFIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DIPSXDFIEXDifference

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.


TTM20252024202320222021202020192018201720162015
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


DIPSXDFIEXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.92%

-10.45%

+8.53%

Average Drawdown

Average peak-to-trough decline

-4.60%

-12.26%

+7.66%

Ulcer Index

Depth 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


DIPSXDFIEXDifference

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%