DREIX vs. GVAL
Compare and contrast key facts about DFA World Core Equity Portfolio (DREIX) and Cambria Global Value ETF (GVAL).
DREIX is managed by Dimensional. It was launched on Mar 6, 2012. GVAL is an actively managed fund by Cambria. It was launched on Mar 11, 2014.
Performance
DREIX vs. GVAL - Performance Comparison
Loading graphics...
DREIX vs. GVAL - 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% |
GVAL Cambria Global Value ETF | 5.70% | 55.87% | 2.59% | 13.30% | -7.98% | 10.70% | -8.51% | 17.24% | -14.30% | 29.50% |
Returns By Period
In the year-to-date period, DREIX achieves a -2.71% return, which is significantly lower than GVAL's 5.70% return. Over the past 10 years, DREIX has outperformed GVAL with an annualized return of 10.91%, while GVAL has yielded a comparatively lower 9.91% annualized return.
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%
GVAL
- 1D
- 3.01%
- 1M
- -6.45%
- YTD
- 5.70%
- 6M
- 14.74%
- 1Y
- 38.86%
- 3Y*
- 23.32%
- 5Y*
- 13.26%
- 10Y*
- 9.91%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DREIX vs. GVAL - Expense Ratio Comparison
DREIX has a 0.27% expense ratio, which is lower than GVAL's 0.66% expense ratio.
Return for Risk
DREIX vs. GVAL — Risk / Return Rank
DREIX
GVAL
DREIX vs. GVAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World Core Equity Portfolio (DREIX) and Cambria Global Value ETF (GVAL). 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 | GVAL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 2.26 | -0.97 |
Sortino ratioReturn per unit of downside risk | 1.85 | 2.90 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.47 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 3.32 | -2.02 |
Martin ratioReturn relative to average drawdown | 6.30 | 12.67 | -6.37 |
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
| DREIX | GVAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 2.26 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.73 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.52 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.32 | +0.36 |
Correlation
The correlation between DREIX and GVAL is 0.74, 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. GVAL - Dividend Comparison
DREIX's dividend yield for the trailing twelve months is around 5.43%, more than GVAL's 3.06% 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% |
GVAL Cambria Global Value ETF | 3.06% | 2.93% | 4.75% | 6.12% | 5.05% | 2.97% | 1.90% | 2.84% | 4.65% | 2.00% | 2.54% | 2.11% |
Drawdowns
DREIX vs. GVAL - Drawdown Comparison
The maximum DREIX drawdown since its inception was -36.65%, smaller than the maximum GVAL drawdown of -46.82%. Use the drawdown chart below to compare losses from any high point for DREIX and GVAL.
Loading graphics...
Drawdown Indicators
| DREIX | GVAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.65% | -46.82% | +10.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -11.50% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -24.83% | -30.83% | +6.00% |
Max Drawdown (10Y)Largest decline over 10 years | -36.65% | -46.82% | +10.17% |
Current DrawdownCurrent decline from peak | -9.15% | -7.55% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -4.86% | -14.04% | +9.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 3.02% | -0.38% |
Volatility
DREIX vs. GVAL - Volatility Comparison
The current volatility for DFA World Core Equity Portfolio (DREIX) is 4.80%, while Cambria Global Value ETF (GVAL) has a volatility of 8.03%. This indicates that DREIX experiences smaller price fluctuations and is considered to be less risky than GVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DREIX | GVAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 8.03% | -3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 11.33% | -2.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 17.32% | -1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 18.31% | -3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 19.18% | -2.76% |