DRILX vs. DFIEX
DRILX (Dimensional 2060 Target Date Retirement Income Fund) and DFIEX (DFA International Core Equity Portfolio I) are both mutual funds - DRILX is a Target Retirement Date fund managed by Dimensional, while DFIEX is a Foreign Large Cap Equities fund managed by Dimensional. Over the past 10 years, DRILX returned 12.69%/yr vs 10.01%/yr for DFIEX. Their correlation of 0.87 suggests significant overlap in exposure. DRILX charges 0.22%/yr vs 0.24%/yr for DFIEX.
Performance
DRILX vs. DFIEX - Performance Comparison
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Returns By Period
In the year-to-date period, DRILX achieves a 12.39% return, which is significantly higher than DFIEX's 11.05% return. Over the past 10 years, DRILX has outperformed DFIEX with an annualized return of 12.69%, while DFIEX has yielded a comparatively lower 10.01% annualized return.
DRILX
- 1D
- 0.35%
- 1M
- 5.03%
- YTD
- 12.39%
- 6M
- 13.17%
- 1Y
- 28.14%
- 3Y*
- 20.47%
- 5Y*
- 11.73%
- 10Y*
- 12.69%
DFIEX
- 1D
- 0.31%
- 1M
- 3.55%
- YTD
- 11.05%
- 6M
- 14.04%
- 1Y
- 28.12%
- 3Y*
- 19.64%
- 5Y*
- 9.78%
- 10Y*
- 10.01%
DRILX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRILX Dimensional 2060 Target Date Retirement Income Fund | 12.39% | 19.66% | 17.10% | 21.37% | -15.28% | 21.08% | 14.10% | 25.61% | -9.07% | 21.51% |
DFIEX DFA International Core Equity Portfolio I | 11.05% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Correlation
The correlation between DRILX and DFIEX is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.87 |
The correlation between DRILX and DFIEX has been stable across timeframes, ranging from 0.78 to 0.87 - a consistent structural relationship.
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Return for Risk
DRILX vs. DFIEX — Risk / Return Rank
DRILX
DFIEX
DRILX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional 2060 Target Date Retirement Income Fund (DRILX) 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.
| DRILX | DFIEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.36 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.70 | 2.49 | +1.20 |
| Martin ratioReturn relative to average drawdown | 16.18 | 9.74 | +6.44 |
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
| DRILX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.87 | 1.99 | +0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.62 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.61 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.37 | +0.45 |
Drawdowns
DRILX vs. DFIEX - Drawdown Comparison
The maximum DRILX drawdown since its inception was -33.48%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DRILX and DFIEX.
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Drawdown Indicators
| DRILX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.48% | -62.22% | +28.74% |
Max Drawdown (1Y)Largest decline over 1 year | -8.58% | -11.01% | +2.43% |
Max Drawdown (3Y)Largest decline over 3 years | -15.76% | -12.81% | -2.95% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -28.66% | +5.16% |
Max Drawdown (10Y)Largest decline over 10 years | -33.48% | -41.04% | +7.56% |
Current DrawdownCurrent decline from peak | 0.00% | -0.35% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -4.24% | -12.18% | +7.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 2.81% | -0.93% |
Volatility
DRILX vs. DFIEX - Volatility Comparison
The current volatility for Dimensional 2060 Target Date Retirement Income Fund (DRILX) is 3.12%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 4.11%. This indicates that DRILX 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
| DRILX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 4.11% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 11.15% | -2.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.07% | 13.85% | -2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 15.75% | -0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.75% | 16.39% | -0.64% |
DRILX vs. DFIEX - Expense Ratio Comparison
DRILX 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%.
Dividends
DRILX vs. DFIEX - Dividend Comparison
DRILX's dividend yield for the trailing twelve months is around 1.34%, less than DFIEX's 2.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIEX DFA International Core Equity Portfolio I | 2.91% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
DRILX Dimensional 2060 Target Date Retirement Income Fund | 1.34% | 1.47% | 2.40% | 3.26% | 3.97% | 2.25% | 2.11% | 2.12% | 2.25% | 0.91% | 1.96% | 0.00% |
Frequently Asked Questions
DRILX and DFIEX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFIEX has higher volatility (4.11%) compared to DRILX (3.12%). In terms of maximum drawdown, DRILX dropped -33.48% vs DFIEX's -62.22%.
DRILX currently has the higher Sharpe Ratio (2.87 vs 1.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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