DREIX vs. DGEIX
Compare and contrast key facts about DFA World Core Equity Portfolio (DREIX) and DFA Global Equity Portfolio Institutional Class (DGEIX).
DREIX is managed by Dimensional. It was launched on Mar 6, 2012. DGEIX is managed by Dimensional. It was launched on Dec 24, 2003.
Performance
DREIX vs. DGEIX - Performance Comparison
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DREIX vs. DGEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DREIX DFA World Core Equity Portfolio | -2.71% | 21.88% | 14.91% | 20.52% | -14.84% | 19.09% | 13.43% | 25.48% | -12.30% | 24.27% |
DGEIX DFA Global Equity Portfolio Institutional Class | -2.92% | 19.86% | 15.71% | 20.35% | -14.72% | 20.31% | 13.51% | 26.68% | -11.48% | 21.36% |
Returns By Period
In the year-to-date period, DREIX achieves a -2.71% return, which is significantly higher than DGEIX's -2.92% return. Both investments have delivered pretty close results over the past 10 years, with DREIX having a 10.91% annualized return and DGEIX not far ahead at 11.09%.
DREIX
- 1D
- -0.43%
- 1M
- -8.69%
- YTD
- -2.71%
- 6M
- 0.65%
- 1Y
- 19.92%
- 3Y*
- 15.63%
- 5Y*
- 9.12%
- 10Y*
- 10.91%
DGEIX
- 1D
- -0.46%
- 1M
- -8.33%
- YTD
- -2.92%
- 6M
- 0.08%
- 1Y
- 18.73%
- 3Y*
- 15.30%
- 5Y*
- 8.85%
- 10Y*
- 11.09%
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DREIX vs. DGEIX - Expense Ratio Comparison
DREIX has a 0.27% expense ratio, which is higher than DGEIX's 0.25% 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
DREIX vs. DGEIX — Risk / Return Rank
DREIX
DGEIX
DREIX vs. DGEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World Core Equity Portfolio (DREIX) and DFA Global Equity Portfolio Institutional Class (DGEIX). 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.
| DREIX | DGEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.16 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.69 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.26 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.39 | -0.08 |
Martin ratioReturn relative to average drawdown | 6.30 | 6.66 | -0.36 |
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
| DREIX | DGEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.16 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.57 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.66 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.48 | +0.20 |
Correlation
The correlation between DREIX and DGEIX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DREIX vs. DGEIX - Dividend Comparison
DREIX's dividend yield for the trailing twelve months is around 5.43%, more than DGEIX's 3.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DREIX DFA World Core Equity Portfolio | 5.43% | 5.06% | 3.22% | 3.23% | 3.54% | 1.40% | 1.47% | 2.12% | 2.88% | 1.42% | 1.77% | 2.11% |
DGEIX DFA Global Equity Portfolio Institutional Class | 3.13% | 2.79% | 3.64% | 3.82% | 4.92% | 1.94% | 2.37% | 2.22% | 2.62% | 1.50% | 1.90% | 1.98% |
Drawdowns
DREIX vs. DGEIX - Drawdown Comparison
The maximum DREIX drawdown since its inception was -36.65%, smaller than the maximum DGEIX drawdown of -59.77%. Use the drawdown chart below to compare losses from any high point for DREIX and DGEIX.
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Drawdown Indicators
| DREIX | DGEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.65% | -59.77% | +23.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -12.05% | +0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -24.83% | -25.20% | +0.37% |
Max Drawdown (10Y)Largest decline over 10 years | -36.65% | -37.00% | +0.35% |
Current DrawdownCurrent decline from peak | -9.15% | -8.85% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -4.86% | -8.05% | +3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.51% | +0.13% |
Volatility
DREIX vs. DGEIX - Volatility Comparison
DFA World Core Equity Portfolio (DREIX) and DFA Global Equity Portfolio Institutional Class (DGEIX) have volatilities of 4.80% and 4.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DREIX | DGEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 4.58% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 8.84% | -0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 16.42% | -0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 15.61% | -0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 16.84% | -0.42% |