DSCLX vs. DFEOX
Compare and contrast key facts about DFA International Social Core Equity Portfolio (DSCLX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DSCLX is managed by Dimensional. It was launched on Nov 1, 2012. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DSCLX vs. DFEOX - Performance Comparison
Loading graphics...
DSCLX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSCLX DFA International Social Core Equity Portfolio | -2.02% | 37.80% | 4.92% | 18.46% | -16.62% | 13.39% | 7.53% | 21.13% | -17.38% | 27.65% |
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, DSCLX achieves a -2.02% return, which is significantly higher than DFEOX's -4.34% return. Over the past 10 years, DSCLX has underperformed DFEOX with an annualized return of 8.94%, while DFEOX has yielded a comparatively higher 12.94% annualized return.
DSCLX
- 1D
- -0.08%
- 1M
- -11.58%
- YTD
- -2.02%
- 6M
- 3.16%
- 1Y
- 26.13%
- 3Y*
- 15.77%
- 5Y*
- 8.27%
- 10Y*
- 8.94%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DSCLX vs. DFEOX - Expense Ratio Comparison
DSCLX has a 0.27% 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
DSCLX vs. DFEOX — Risk / Return Rank
DSCLX
DFEOX
DSCLX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Social Core Equity Portfolio (DSCLX) 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.
| DSCLX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 0.93 | +0.64 |
Sortino ratioReturn per unit of downside risk | 2.08 | 1.43 | +0.65 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.22 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 0.98 | +1.04 |
Martin ratioReturn relative to average drawdown | 8.06 | 4.74 | +3.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DSCLX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 0.93 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.62 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.72 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.51 | -0.04 |
Correlation
The correlation between DSCLX and DFEOX is 0.78, 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
DSCLX vs. DFEOX - Dividend Comparison
DSCLX's dividend yield for the trailing twelve months is around 3.45%, more than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSCLX DFA International Social Core Equity Portfolio | 3.45% | 3.38% | 3.48% | 3.17% | 2.73% | 3.53% | 1.80% | 2.91% | 2.77% | 2.45% | 2.75% | 2.56% |
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
DSCLX vs. DFEOX - Drawdown Comparison
The maximum DSCLX drawdown since its inception was -42.26%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DSCLX and DFEOX.
Loading graphics...
Drawdown Indicators
| DSCLX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.26% | -56.77% | +14.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -12.58% | +0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -32.15% | -22.86% | -9.29% |
Max Drawdown (10Y)Largest decline over 10 years | -42.26% | -36.55% | -5.71% |
Current DrawdownCurrent decline from peak | -11.58% | -8.28% | -3.30% |
Average DrawdownAverage peak-to-trough decline | -8.29% | -7.25% | -1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.69% | +0.30% |
Volatility
DSCLX vs. DFEOX - Volatility Comparison
DFA International Social Core Equity Portfolio (DSCLX) has a higher volatility of 6.57% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 4.20%. This indicates that DSCLX's price experiences larger fluctuations and is considered to be riskier than DFEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DSCLX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 4.20% | +2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 8.49% | +1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 17.87% | -1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 16.88% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.46% | 17.98% | -1.52% |