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DNYMX vs. DFIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DNYMX vs. DFIEX - Performance Comparison

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

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DNYMX vs. DFIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DNYMX
DFA NY Municipal Bond Portfolio
0.47%2.69%2.87%2.76%-1.17%-0.10%1.26%2.42%1.02%1.74%
DFIEX
DFA International Core Equity Portfolio I
2.80%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, DNYMX achieves a 0.47% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, DNYMX has underperformed DFIEX with an annualized return of 1.33%, while DFIEX has yielded a comparatively higher 9.64% annualized return.


DNYMX

1D
-0.04%
1M
-0.24%
YTD
0.47%
6M
1.14%
1Y
2.87%
3Y*
2.64%
5Y*
1.49%
10Y*
1.33%

DFIEX

1D
3.02%
1M
-6.42%
YTD
2.80%
6M
8.00%
1Y
30.46%
3Y*
16.74%
5Y*
9.40%
10Y*
9.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DNYMX vs. DFIEX - Expense Ratio Comparison

DNYMX has a 0.25% expense ratio, which is higher than DFIEX's 0.24% 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

DNYMX vs. DFIEX — Risk / Return Rank

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

DNYMX
DNYMX Risk / Return Rank: 9797
Overall Rank
DNYMX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DNYMX Sortino Ratio Rank: 9898
Sortino Ratio Rank
DNYMX Omega Ratio Rank: 9999
Omega Ratio Rank
DNYMX Calmar Ratio Rank: 9494
Calmar Ratio Rank
DNYMX Martin Ratio Rank: 9898
Martin Ratio Rank

DFIEX
DFIEX Risk / Return Rank: 9090
Overall Rank
DFIEX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DFIEX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DFIEX Omega Ratio Rank: 8989
Omega Ratio Rank
DFIEX Calmar Ratio Rank: 9090
Calmar Ratio Rank
DFIEX Martin Ratio Rank: 9090
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.

DNYMX vs. DFIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA NY Municipal Bond Portfolio (DNYMX) 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.


DNYMXDFIEXDifference

Sharpe ratio

Return per unit of total volatility

3.04

1.95

+1.09

Sortino ratio

Return per unit of downside risk

4.72

2.55

+2.17

Omega ratio

Gain probability vs. loss probability

2.56

1.39

+1.17

Calmar ratio

Return relative to maximum drawdown

3.01

2.57

+0.44

Martin ratio

Return relative to average drawdown

18.75

10.07

+8.68

DNYMX vs. DFIEX - Sharpe Ratio Comparison

The current DNYMX Sharpe Ratio is 3.04, which is higher than the DFIEX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of DNYMX 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


DNYMXDFIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.04

1.95

+1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.71

0.60

+1.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.26

0.59

+0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

0.35

+0.95

Correlation

The correlation between DNYMX and DFIEX is 0.02, 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

DNYMX vs. DFIEX - Dividend Comparison

DNYMX's dividend yield for the trailing twelve months is around 2.74%, less than DFIEX's 3.14% yield.


TTM20252024202320222021202020192018201720162015
DNYMX
DFA NY Municipal Bond Portfolio
2.74%2.36%2.73%1.92%0.70%0.59%1.06%1.31%1.21%1.04%1.08%0.00%
DFIEX
DFA International Core Equity Portfolio I
3.14%3.22%3.42%3.36%2.88%2.98%1.77%2.90%2.95%2.49%2.76%4.20%

Drawdowns

DNYMX vs. DFIEX - Drawdown Comparison

The maximum DNYMX drawdown since its inception was -3.19%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DNYMX and DFIEX.


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Drawdown Indicators


DNYMXDFIEXDifference

Max Drawdown

Largest peak-to-trough decline

-3.19%

-62.22%

+59.03%

Max Drawdown (1Y)

Largest decline over 1 year

-0.89%

-11.01%

+10.12%

Max Drawdown (5Y)

Largest decline over 5 years

-2.53%

-28.66%

+26.13%

Max Drawdown (10Y)

Largest decline over 10 years

-3.19%

-41.04%

+37.85%

Current Drawdown

Current decline from peak

-0.24%

-7.75%

+7.51%

Average Drawdown

Average peak-to-trough decline

-0.42%

-12.26%

+11.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.14%

2.81%

-2.67%

Volatility

DNYMX vs. DFIEX - Volatility Comparison

The current volatility for DFA NY Municipal Bond Portfolio (DNYMX) is 0.20%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that DNYMX 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


DNYMXDFIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.20%

7.09%

-6.89%

Volatility (6M)

Calculated over the trailing 6-month period

0.44%

10.45%

-10.01%

Volatility (1Y)

Calculated over the trailing 1-year period

0.95%

15.90%

-14.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.87%

15.65%

-14.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.06%

16.35%

-15.29%