DRIGX vs. DFIEX
Compare and contrast key facts about Dimensional 2035 Target Date Retirement Income Fund (DRIGX) and DFA International Core Equity Portfolio I (DFIEX).
DRIGX is managed by Dimensional. It was launched on Nov 1, 2015. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DRIGX vs. DFIEX - Performance Comparison
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DRIGX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRIGX Dimensional 2035 Target Date Retirement Income Fund | -2.36% | 11.65% | 7.31% | 12.95% | -20.97% | 15.21% | 16.43% | 21.77% | -7.36% | 17.24% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 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, DRIGX achieves a -2.36% return, which is significantly lower than DFIEX's -0.21% return. Over the past 10 years, DRIGX has underperformed DFIEX with an annualized return of 6.99%, while DFIEX has yielded a comparatively higher 9.31% annualized return.
DRIGX
- 1D
- 0.44%
- 1M
- -6.06%
- YTD
- -2.36%
- 6M
- -1.26%
- 1Y
- 8.12%
- 3Y*
- 7.54%
- 5Y*
- 3.42%
- 10Y*
- 6.99%
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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DRIGX vs. DFIEX - Expense Ratio Comparison
DRIGX has a 0.21% expense ratio, which is lower than DFIEX's 0.24% expense ratio. Despite the difference, 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
DRIGX vs. DFIEX — Risk / Return Rank
DRIGX
DFIEX
DRIGX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional 2035 Target Date Retirement Income Fund (DRIGX) 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.
| DRIGX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.66 | -0.83 |
Sortino ratioReturn per unit of downside risk | 1.20 | 2.18 | -0.97 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.33 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 2.16 | -1.19 |
Martin ratioReturn relative to average drawdown | 3.90 | 8.72 | -4.82 |
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
| DRIGX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.66 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.58 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.57 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.34 | +0.30 |
Correlation
The correlation between DRIGX and DFIEX is 0.81, 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
DRIGX vs. DFIEX - Dividend Comparison
DRIGX's dividend yield for the trailing twelve months is around 7.07%, more than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRIGX Dimensional 2035 Target Date Retirement Income Fund | 7.07% | 6.76% | 4.33% | 3.96% | 5.94% | 3.45% | 3.32% | 2.31% | 2.46% | 1.23% | 1.38% | 0.00% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DRIGX vs. DFIEX - Drawdown Comparison
The maximum DRIGX drawdown since its inception was -26.73%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DRIGX and DFIEX.
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Drawdown Indicators
| DRIGX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.73% | -62.22% | +35.49% |
Max Drawdown (1Y)Largest decline over 1 year | -7.95% | -11.01% | +3.06% |
Max Drawdown (5Y)Largest decline over 5 years | -26.73% | -28.66% | +1.93% |
Max Drawdown (10Y)Largest decline over 10 years | -26.73% | -41.04% | +14.31% |
Current DrawdownCurrent decline from peak | -6.19% | -10.45% | +4.26% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -12.26% | +6.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 2.84% | -0.86% |
Volatility
DRIGX vs. DFIEX - Volatility Comparison
The current volatility for Dimensional 2035 Target Date Retirement Income Fund (DRIGX) is 3.51%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DRIGX 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
| DRIGX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 6.26% | -2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 5.72% | 10.04% | -4.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.73% | 15.66% | -4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.26% | 15.60% | -4.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.09% | 16.32% | -5.23% |