DRIWX vs. DFEOX
Compare and contrast key facts about Dimensional 2030 Target Date Retirement Income Fund (DRIWX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DRIWX is managed by Dimensional. It was launched on Nov 1, 2015. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DRIWX vs. DFEOX - Performance Comparison
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DRIWX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRIWX Dimensional 2030 Target Date Retirement Income Fund | -1.66% | 9.89% | 5.12% | 10.05% | -22.34% | 13.46% | 18.33% | 21.04% | -7.35% | 15.68% |
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, DRIWX achieves a -1.66% return, which is significantly higher than DFEOX's -4.34% return. Over the past 10 years, DRIWX has underperformed DFEOX with an annualized return of 5.87%, while DFEOX has yielded a comparatively higher 12.94% annualized return.
DRIWX
- 1D
- 0.67%
- 1M
- -5.04%
- YTD
- -1.66%
- 6M
- -1.03%
- 1Y
- 6.17%
- 3Y*
- 5.63%
- 5Y*
- 2.02%
- 10Y*
- 5.87%
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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DRIWX vs. DFEOX - Expense Ratio Comparison
DRIWX has a 0.20% 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
DRIWX vs. DFEOX — Risk / Return Rank
DRIWX
DFEOX
DRIWX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional 2030 Target Date Retirement Income Fund (DRIWX) 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.
| DRIWX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.93 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.43 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.22 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 0.98 | -0.01 |
Martin ratioReturn relative to average drawdown | 3.51 | 4.74 | -1.23 |
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
| DRIWX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.93 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.62 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.72 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.51 | +0.10 |
Correlation
The correlation between DRIWX and DFEOX is 0.71, 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
DRIWX vs. DFEOX - Dividend Comparison
DRIWX's dividend yield for the trailing twelve months is around 7.09%, more than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRIWX Dimensional 2030 Target Date Retirement Income Fund | 7.09% | 6.89% | 6.04% | 4.10% | 6.63% | 5.81% | 3.93% | 2.39% | 2.45% | 1.33% | 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
DRIWX vs. DFEOX - Drawdown Comparison
The maximum DRIWX drawdown since its inception was -27.45%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DRIWX and DFEOX.
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Drawdown Indicators
| DRIWX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.45% | -56.77% | +29.32% |
Max Drawdown (1Y)Largest decline over 1 year | -6.48% | -12.58% | +6.10% |
Max Drawdown (5Y)Largest decline over 5 years | -27.45% | -22.86% | -4.59% |
Max Drawdown (10Y)Largest decline over 10 years | -27.45% | -36.55% | +9.10% |
Current DrawdownCurrent decline from peak | -5.11% | -8.28% | +3.17% |
Average DrawdownAverage peak-to-trough decline | -6.44% | -7.25% | +0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 2.69% | -0.91% |
Volatility
DRIWX vs. DFEOX - Volatility Comparison
The current volatility for Dimensional 2030 Target Date Retirement Income Fund (DRIWX) is 3.10%, while DFA US Core Equity 1 Portfolio I (DFEOX) has a volatility of 4.20%. This indicates that DRIWX 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
| DRIWX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 4.20% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 4.85% | 8.49% | -3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.11% | 17.87% | -8.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.65% | 16.88% | -6.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.09% | 17.98% | -7.89% |