DRIIX vs. DFEOX
Compare and contrast key facts about Dimensional 2045 Target Date Retirement Income Fund (DRIIX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DRIIX is managed by Dimensional. It was launched on Nov 1, 2015. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DRIIX vs. DFEOX - Performance Comparison
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DRIIX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRIIX Dimensional 2045 Target Date Retirement Income Fund | -3.01% | 17.17% | 15.44% | 19.21% | -14.15% | 20.45% | 13.36% | 25.42% | -9.17% | 21.64% |
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, DRIIX achieves a -3.01% return, which is significantly higher than DFEOX's -4.34% return. Over the past 10 years, DRIIX has underperformed DFEOX with an annualized return of 10.63%, while DFEOX has yielded a comparatively higher 12.94% annualized return.
DRIIX
- 1D
- -0.21%
- 1M
- -6.70%
- YTD
- -3.01%
- 6M
- -0.46%
- 1Y
- 14.84%
- 3Y*
- 13.88%
- 5Y*
- 8.80%
- 10Y*
- 10.63%
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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DRIIX vs. DFEOX - Expense Ratio Comparison
DRIIX 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
DRIIX vs. DFEOX — Risk / Return Rank
DRIIX
DFEOX
DRIIX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional 2045 Target Date Retirement Income Fund (DRIIX) 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.
| DRIIX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.93 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.77 | 1.43 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.22 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 0.98 | +0.30 |
Martin ratioReturn relative to average drawdown | 6.24 | 4.74 | +1.49 |
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
| DRIIX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.93 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.62 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.72 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.51 | +0.22 |
Correlation
The correlation between DRIIX and DFEOX is 0.96, 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
DRIIX vs. DFEOX - Dividend Comparison
DRIIX's dividend yield for the trailing twelve months is around 3.03%, more than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRIIX Dimensional 2045 Target Date Retirement Income Fund | 3.03% | 2.89% | 3.25% | 3.43% | 3.90% | 3.23% | 2.92% | 2.19% | 2.29% | 1.23% | 1.39% | 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
DRIIX vs. DFEOX - Drawdown Comparison
The maximum DRIIX drawdown since its inception was -32.56%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DRIIX and DFEOX.
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Drawdown Indicators
| DRIIX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.56% | -56.77% | +24.21% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -12.58% | +3.28% |
Max Drawdown (5Y)Largest decline over 5 years | -21.77% | -22.86% | +1.09% |
Max Drawdown (10Y)Largest decline over 10 years | -32.56% | -36.55% | +3.99% |
Current DrawdownCurrent decline from peak | -7.13% | -8.28% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -7.25% | +3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.69% | -0.69% |
Volatility
DRIIX vs. DFEOX - Volatility Comparison
The current volatility for Dimensional 2045 Target Date Retirement Income Fund (DRIIX) is 3.67%, while DFA US Core Equity 1 Portfolio I (DFEOX) has a volatility of 4.20%. This indicates that DRIIX 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
| DRIIX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 4.20% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 6.58% | 8.49% | -1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.61% | 17.87% | -5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.83% | 16.88% | -4.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 17.98% | -3.37% |