DMREX vs. DFEOX
Compare and contrast key facts about DFA Municipal Real Return Portfolio (DMREX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DMREX is managed by Dimensional. It was launched on Nov 3, 2014. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DMREX vs. DFEOX - Performance Comparison
Loading graphics...
DMREX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DMREX DFA Municipal Real Return Portfolio | 1.10% | 2.77% | 3.10% | 2.56% | -1.42% | 6.75% | 4.11% | 6.64% | -0.51% | 2.57% |
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Returns By Period
In the year-to-date period, DMREX achieves a 1.10% return, which is significantly higher than DFEOX's -4.34% return. Over the past 10 years, DMREX has underperformed DFEOX with an annualized return of 2.77%, while DFEOX has yielded a comparatively higher 12.94% annualized return.
DMREX
- 1D
- -0.04%
- 1M
- 0.42%
- YTD
- 1.10%
- 6M
- 1.08%
- 1Y
- 2.58%
- 3Y*
- 2.54%
- 5Y*
- 2.70%
- 10Y*
- 2.77%
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DMREX vs. DFEOX - Expense Ratio Comparison
DMREX has a 0.24% expense ratio, which is higher than DFEOX's 0.14% expense ratio. However, 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
DMREX vs. DFEOX — Risk / Return Rank
DMREX
DFEOX
DMREX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Municipal Real Return Portfolio (DMREX) and DFA US Core Equity 1 Portfolio I (DFEOX). 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.
| DMREX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.31 | 0.93 | +1.38 |
Sortino ratioReturn per unit of downside risk | 3.35 | 1.43 | +1.92 |
Omega ratioGain probability vs. loss probability | 1.62 | 1.22 | +0.41 |
Calmar ratioReturn relative to maximum drawdown | 2.90 | 0.98 | +1.93 |
Martin ratioReturn relative to average drawdown | 9.38 | 4.74 | +4.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DMREX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 0.93 | +1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.10 | 0.62 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | 0.72 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.51 | +0.35 |
Correlation
The correlation between DMREX and DFEOX is 0.20, 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
DMREX vs. DFEOX - Dividend Comparison
DMREX's dividend yield for the trailing twelve months is around 3.30%, more than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMREX DFA Municipal Real Return Portfolio | 3.30% | 2.95% | 3.55% | 1.96% | 1.16% | 0.98% | 1.44% | 2.26% | 1.54% | 1.32% | 1.15% | 1.09% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DMREX vs. DFEOX - Drawdown Comparison
The maximum DMREX drawdown since its inception was -13.22%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DMREX and DFEOX.
Loading graphics...
Drawdown Indicators
| DMREX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.22% | -56.77% | +43.55% |
Max Drawdown (1Y)Largest decline over 1 year | -0.92% | -12.58% | +11.66% |
Max Drawdown (5Y)Largest decline over 5 years | -5.33% | -22.86% | +17.53% |
Max Drawdown (10Y)Largest decline over 10 years | -13.22% | -36.55% | +23.33% |
Current DrawdownCurrent decline from peak | -0.32% | -8.28% | +7.96% |
Average DrawdownAverage peak-to-trough decline | -0.89% | -7.25% | +6.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.29% | 2.69% | -2.40% |
Volatility
DMREX vs. DFEOX - Volatility Comparison
The current volatility for DFA Municipal Real Return Portfolio (DMREX) is 0.49%, while DFA US Core Equity 1 Portfolio I (DFEOX) has a volatility of 4.20%. This indicates that DMREX experiences smaller price fluctuations and is considered to be less risky than DFEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DMREX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.49% | 4.20% | -3.71% |
Volatility (6M)Calculated over the trailing 6-month period | 0.71% | 8.49% | -7.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.17% | 17.87% | -16.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.47% | 16.88% | -14.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.14% | 17.98% | -14.84% |