DRIWX vs. DFIEX
Compare and contrast key facts about Dimensional 2030 Target Date Retirement Income Fund (DRIWX) and DFA International Core Equity Portfolio I (DFIEX).
DRIWX is managed by Dimensional. It was launched on Nov 1, 2015. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DRIWX vs. DFIEX - Performance Comparison
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DRIWX vs. DFIEX - 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% |
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, DRIWX achieves a -1.66% return, which is significantly lower than DFIEX's -0.21% return. Over the past 10 years, DRIWX has underperformed DFIEX with an annualized return of 5.87%, while DFIEX has yielded a comparatively higher 9.31% 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%
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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DRIWX vs. DFIEX - Expense Ratio Comparison
DRIWX has a 0.20% 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
DRIWX vs. DFIEX — Risk / Return Rank
DRIWX
DFIEX
DRIWX vs. DFIEX - 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 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.
| DRIWX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 1.66 | -0.90 |
Sortino ratioReturn per unit of downside risk | 1.08 | 2.18 | -1.09 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.33 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 2.16 | -1.20 |
Martin ratioReturn relative to average drawdown | 3.51 | 8.72 | -5.21 |
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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.66 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.58 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.57 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.34 | +0.27 |
Correlation
The correlation between DRIWX and DFIEX is 0.70, 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. DFIEX - Dividend Comparison
DRIWX's dividend yield for the trailing twelve months is around 7.09%, more than DFIEX's 3.24% 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% |
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
DRIWX vs. DFIEX - Drawdown Comparison
The maximum DRIWX drawdown since its inception was -27.45%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DRIWX and DFIEX.
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Drawdown Indicators
| DRIWX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.45% | -62.22% | +34.77% |
Max Drawdown (1Y)Largest decline over 1 year | -6.48% | -11.01% | +4.53% |
Max Drawdown (5Y)Largest decline over 5 years | -27.45% | -28.66% | +1.21% |
Max Drawdown (10Y)Largest decline over 10 years | -27.45% | -41.04% | +13.59% |
Current DrawdownCurrent decline from peak | -5.11% | -10.45% | +5.34% |
Average DrawdownAverage peak-to-trough decline | -6.44% | -12.26% | +5.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 2.84% | -1.06% |
Volatility
DRIWX vs. DFIEX - Volatility Comparison
The current volatility for Dimensional 2030 Target Date Retirement Income Fund (DRIWX) is 3.10%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DRIWX 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
| DRIWX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 6.26% | -3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 4.85% | 10.04% | -5.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.11% | 15.66% | -6.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.65% | 15.60% | -4.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.09% | 16.32% | -6.23% |