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DRIJX vs. DFIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRIJX vs. DFIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional 2050 Target Date Retirement Income Fund (DRIJX) and DFA International Core Equity Portfolio I (DFIEX). The values are adjusted to include any dividend payments, if applicable.

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DRIJX vs. DFIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRIJX
Dimensional 2050 Target Date Retirement Income Fund
-3.53%19.64%17.05%21.37%-15.25%21.63%14.09%25.59%-9.14%21.76%
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, DRIJX achieves a -3.53% return, which is significantly lower than DFIEX's -0.21% return. Over the past 10 years, DRIJX has outperformed DFIEX with an annualized return of 11.20%, while DFIEX has yielded a comparatively lower 9.31% annualized return.


DRIJX

1D
-0.34%
1M
-7.57%
YTD
-3.53%
6M
-0.58%
1Y
17.10%
3Y*
15.48%
5Y*
9.69%
10Y*
11.20%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DRIJX vs. DFIEX - Expense Ratio Comparison

DRIJX 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

DRIJX vs. DFIEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DRIJX
DRIJX Risk / Return Rank: 6565
Overall Rank
DRIJX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DRIJX Sortino Ratio Rank: 7171
Sortino Ratio Rank
DRIJX Omega Ratio Rank: 7070
Omega Ratio Rank
DRIJX Calmar Ratio Rank: 5151
Calmar Ratio Rank
DRIJX Martin Ratio Rank: 6565
Martin Ratio Rank

DFIEX
DFIEX Risk / Return Rank: 8585
Overall Rank
DFIEX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DFIEX Sortino Ratio Rank: 8484
Sortino Ratio Rank
DFIEX Omega Ratio Rank: 8383
Omega Ratio Rank
DFIEX Calmar Ratio Rank: 8686
Calmar Ratio Rank
DFIEX Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DRIJX vs. DFIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional 2050 Target Date Retirement Income Fund (DRIJX) 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.


DRIJXDFIEXDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.66

-0.47

Sortino ratio

Return per unit of downside risk

1.74

2.18

-0.43

Omega ratio

Gain probability vs. loss probability

1.26

1.33

-0.07

Calmar ratio

Return relative to maximum drawdown

1.24

2.16

-0.92

Martin ratio

Return relative to average drawdown

6.15

8.72

-2.57

DRIJX vs. DFIEX - Sharpe Ratio Comparison

The current DRIJX Sharpe Ratio is 1.19, which is comparable to the DFIEX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of DRIJX and DFIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DRIJXDFIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.66

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.58

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.57

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.34

+0.38

Correlation

The correlation between DRIJX and DFIEX is 0.88, 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

DRIJX vs. DFIEX - Dividend Comparison

DRIJX's dividend yield for the trailing twelve months is around 2.63%, less than DFIEX's 3.24% yield.


TTM20252024202320222021202020192018201720162015
DRIJX
Dimensional 2050 Target Date Retirement Income Fund
2.63%2.49%2.53%3.40%3.98%2.87%4.15%2.18%2.29%1.25%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

DRIJX vs. DFIEX - Drawdown Comparison

The maximum DRIJX drawdown since its inception was -33.55%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DRIJX and DFIEX.


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Drawdown Indicators


DRIJXDFIEXDifference

Max Drawdown

Largest peak-to-trough decline

-33.55%

-62.22%

+28.67%

Max Drawdown (1Y)

Largest decline over 1 year

-10.85%

-11.01%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-23.49%

-28.66%

+5.17%

Max Drawdown (10Y)

Largest decline over 10 years

-33.55%

-41.04%

+7.49%

Current Drawdown

Current decline from peak

-8.12%

-10.45%

+2.33%

Average Drawdown

Average peak-to-trough decline

-4.25%

-12.26%

+8.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

2.84%

-0.53%

Volatility

DRIJX vs. DFIEX - Volatility Comparison

The current volatility for Dimensional 2050 Target Date Retirement Income Fund (DRIJX) is 4.16%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DRIJX 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


DRIJXDFIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

6.26%

-2.10%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

10.04%

-2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

14.80%

15.66%

-0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.52%

15.60%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

16.32%

-0.72%