DRIHX vs. DFEOX
Compare and contrast key facts about Dimensional 2040 Target Date Retirement Income Fund (DRIHX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DRIHX is managed by Dimensional. It was launched on Nov 1, 2015. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DRIHX vs. DFEOX - Performance Comparison
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DRIHX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRIHX Dimensional 2040 Target Date Retirement Income Fund | -2.79% | 14.48% | 11.11% | 16.06% | -16.20% | 16.54% | 12.73% | 22.12% | -7.66% | 19.53% |
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Returns By Period
In the year-to-date period, DRIHX achieves a -2.79% return, which is significantly higher than DFEOX's -4.34% return. Over the past 10 years, DRIHX has underperformed DFEOX with an annualized return of 8.63%, while DFEOX has yielded a comparatively higher 12.94% annualized return.
DRIHX
- 1D
- 0.20%
- 1M
- -6.57%
- YTD
- -2.79%
- 6M
- -0.99%
- 1Y
- 11.18%
- 3Y*
- 10.64%
- 5Y*
- 6.02%
- 10Y*
- 8.63%
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
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DRIHX vs. DFEOX - Expense Ratio Comparison
DRIHX has a 0.22% expense ratio, which is higher than DFEOX's 0.14% 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
DRIHX vs. DFEOX — Risk / Return Rank
DRIHX
DFEOX
DRIHX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional 2040 Target Date Retirement Income Fund (DRIHX) and DFA US Core Equity 1 Portfolio I (DFEOX). 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.
| DRIHX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.93 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.46 | 1.43 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 0.98 | +0.22 |
Martin ratioReturn relative to average drawdown | 5.33 | 4.74 | +0.59 |
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
| DRIHX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.93 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.62 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.72 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.51 | +0.17 |
Correlation
The correlation between DRIHX and DFEOX is 0.94, 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
DRIHX vs. DFEOX - Dividend Comparison
DRIHX's dividend yield for the trailing twelve months is around 5.18%, more than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRIHX Dimensional 2040 Target Date Retirement Income Fund | 5.18% | 5.15% | 3.42% | 3.71% | 4.43% | 2.58% | 3.05% | 2.24% | 2.34% | 1.22% | 1.40% | 0.00% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DRIHX vs. DFEOX - Drawdown Comparison
The maximum DRIHX drawdown since its inception was -27.96%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DRIHX and DFEOX.
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Drawdown Indicators
| DRIHX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.96% | -56.77% | +28.81% |
Max Drawdown (1Y)Largest decline over 1 year | -8.81% | -12.58% | +3.77% |
Max Drawdown (5Y)Largest decline over 5 years | -22.51% | -22.86% | +0.35% |
Max Drawdown (10Y)Largest decline over 10 years | -27.96% | -36.55% | +8.59% |
Current DrawdownCurrent decline from peak | -6.78% | -8.28% | +1.50% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -7.25% | +3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.69% | -0.72% |
Volatility
DRIHX vs. DFEOX - Volatility Comparison
The current volatility for Dimensional 2040 Target Date Retirement Income Fund (DRIHX) is 3.69%, while DFA US Core Equity 1 Portfolio I (DFEOX) has a volatility of 4.20%. This indicates that DRIHX experiences smaller price fluctuations and is considered to be less risky than DFEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRIHX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 4.20% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 6.29% | 8.49% | -2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.72% | 17.87% | -6.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.57% | 16.88% | -5.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.78% | 17.98% | -5.20% |