DSCLX vs. DFSPX
Compare and contrast key facts about DFA International Social Core Equity Portfolio (DSCLX) and DFA International Sustainability Core 1 Portfolio (DFSPX).
DSCLX is managed by Dimensional Fund Advisors LP. It was launched on Nov 1, 2012. DFSPX is managed by Dimensional Fund Advisors LP. It was launched on Mar 12, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSCLX or DFSPX.
Correlation
The correlation between DSCLX and DFSPX is 0.77, 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.
Performance
DSCLX vs. DFSPX - Performance Comparison
Key characteristics
DSCLX:
1.03
DFSPX:
0.97
DSCLX:
1.47
DFSPX:
1.42
DSCLX:
1.20
DFSPX:
1.19
DSCLX:
1.30
DFSPX:
1.27
DSCLX:
4.07
DFSPX:
3.59
DSCLX:
4.08%
DFSPX:
4.38%
DSCLX:
16.16%
DFSPX:
16.19%
DSCLX:
-42.26%
DFSPX:
-55.89%
DSCLX:
0.00%
DFSPX:
0.00%
Returns By Period
The year-to-date returns for both stocks are quite close, with DSCLX having a 13.72% return and DFSPX slightly lower at 13.18%. Over the past 10 years, DSCLX has underperformed DFSPX with an annualized return of 5.75%, while DFSPX has yielded a comparatively higher 6.04% annualized return.
DSCLX
13.72%
14.83%
10.04%
14.77%
13.39%
5.75%
DFSPX
13.18%
14.82%
9.24%
13.74%
12.50%
6.04%
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DSCLX vs. DFSPX - Expense Ratio Comparison
DSCLX has a 0.27% expense ratio, which is higher than DFSPX's 0.24% 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%.
Risk-Adjusted Performance
DSCLX vs. DFSPX — Risk-Adjusted Performance Rank
DSCLX
DFSPX
DSCLX vs. DFSPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Social Core Equity Portfolio (DSCLX) and DFA International Sustainability Core 1 Portfolio (DFSPX). 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.
Dividends
DSCLX vs. DFSPX - Dividend Comparison
DSCLX's dividend yield for the trailing twelve months is around 3.13%, more than DFSPX's 2.74% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSCLX DFA International Social Core Equity Portfolio | 3.13% | 3.48% | 3.17% | 2.73% | 3.53% | 1.80% | 2.91% | 2.77% | 2.45% | 2.75% | 2.56% | 3.55% |
DFSPX DFA International Sustainability Core 1 Portfolio | 2.74% | 3.06% | 2.59% | 2.27% | 2.64% | 1.44% | 2.52% | 2.60% | 2.32% | 2.48% | 2.43% | 3.10% |
Drawdowns
DSCLX vs. DFSPX - Drawdown Comparison
The maximum DSCLX drawdown since its inception was -42.26%, smaller than the maximum DFSPX drawdown of -55.89%. Use the drawdown chart below to compare losses from any high point for DSCLX and DFSPX. For additional features, visit the drawdowns tool.
Volatility
DSCLX vs. DFSPX - Volatility Comparison
DFA International Social Core Equity Portfolio (DSCLX) and DFA International Sustainability Core 1 Portfolio (DFSPX) have volatilities of 6.85% and 7.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.