DRIHX vs. DFIEX
Compare and contrast key facts about Dimensional 2040 Target Date Retirement Income Fund (DRIHX) and DFA International Core Equity Portfolio I (DFIEX).
DRIHX is managed by Dimensional. It was launched on Nov 1, 2015. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DRIHX vs. DFIEX - Performance Comparison
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DRIHX vs. DFIEX - 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% |
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, DRIHX achieves a -2.79% return, which is significantly lower than DFIEX's -0.21% return. Over the past 10 years, DRIHX has underperformed DFIEX with an annualized return of 8.63%, while DFIEX has yielded a comparatively higher 9.31% 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%
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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DRIHX vs. DFIEX - Expense Ratio Comparison
DRIHX has a 0.22% 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
DRIHX vs. DFIEX — Risk / Return Rank
DRIHX
DFIEX
DRIHX vs. DFIEX - 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 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.
| DRIHX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.66 | -0.66 |
Sortino ratioReturn per unit of downside risk | 1.46 | 2.18 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.33 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 2.16 | -0.97 |
Martin ratioReturn relative to average drawdown | 5.33 | 8.72 | -3.39 |
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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.66 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.58 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.57 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.34 | +0.34 |
Correlation
The correlation between DRIHX and DFIEX is 0.87, 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. DFIEX - Dividend Comparison
DRIHX's dividend yield for the trailing twelve months is around 5.18%, more than DFIEX's 3.24% 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% |
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
DRIHX vs. DFIEX - Drawdown Comparison
The maximum DRIHX drawdown since its inception was -27.96%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DRIHX and DFIEX.
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Drawdown Indicators
| DRIHX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.96% | -62.22% | +34.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.81% | -11.01% | +2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -22.51% | -28.66% | +6.15% |
Max Drawdown (10Y)Largest decline over 10 years | -27.96% | -41.04% | +13.08% |
Current DrawdownCurrent decline from peak | -6.78% | -10.45% | +3.67% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -12.26% | +8.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.84% | -0.87% |
Volatility
DRIHX vs. DFIEX - Volatility Comparison
The current volatility for Dimensional 2040 Target Date Retirement Income Fund (DRIHX) is 3.69%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DRIHX 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
| DRIHX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 6.26% | -2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 6.29% | 10.04% | -3.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.72% | 15.66% | -3.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.57% | 15.60% | -4.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.78% | 16.32% | -3.54% |