DNYMX vs. DFIEX
Compare and contrast key facts about DFA NY Municipal Bond Portfolio (DNYMX) and DFA International Core Equity Portfolio I (DFIEX).
DNYMX is managed by Dimensional. It was launched on Jun 15, 2015. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DNYMX vs. DFIEX - Performance Comparison
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DNYMX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
DNYMX
DFIEX
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.
| DNYMX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.04 | 1.95 | +1.09 |
Sortino ratioReturn per unit of downside risk | 4.72 | 2.55 | +2.17 |
Omega ratioGain probability vs. loss probability | 2.56 | 1.39 | +1.17 |
Calmar ratioReturn relative to maximum drawdown | 3.01 | 2.57 | +0.44 |
Martin ratioReturn relative to average drawdown | 18.75 | 10.07 | +8.68 |
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
| DNYMX | DFIEX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| DNYMX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.24% | -7.75% | +7.51% |
Average DrawdownAverage peak-to-trough decline | -0.42% | -12.26% | +11.84% |
Ulcer IndexDepth 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
| DNYMX | DFIEX | Difference | |
|---|---|---|---|
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% |