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DSCLX vs. DFSPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSCLX vs. DFSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Social Core Equity Portfolio (DSCLX) and DFA International Sustainability Core 1 Portfolio (DFSPX). The values are adjusted to include any dividend payments, if applicable.

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DSCLX vs. DFSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DFSPX
DFA International Sustainability Core 1 Portfolio
-4.18%32.97%4.99%18.37%-17.70%12.12%11.64%24.22%-15.53%27.25%

Returns By Period

In the year-to-date period, DSCLX achieves a -2.02% return, which is significantly higher than DFSPX's -4.18% return. Both investments have delivered pretty close results over the past 10 years, with DSCLX having a 8.94% annualized return and DFSPX not far behind at 8.63%.


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%

DFSPX

1D
0.06%
1M
-11.91%
YTD
-4.18%
6M
-0.02%
1Y
19.98%
3Y*
13.48%
5Y*
7.03%
10Y*
8.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

DSCLX vs. DFSPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DSCLX
DSCLX Risk / Return Rank: 8282
Overall Rank
DSCLX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DSCLX Sortino Ratio Rank: 8181
Sortino Ratio Rank
DSCLX Omega Ratio Rank: 8080
Omega Ratio Rank
DSCLX Calmar Ratio Rank: 8282
Calmar Ratio Rank
DSCLX Martin Ratio Rank: 8282
Martin Ratio Rank

DFSPX
DFSPX Risk / Return Rank: 6565
Overall Rank
DFSPX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DFSPX Sortino Ratio Rank: 6565
Sortino Ratio Rank
DFSPX Omega Ratio Rank: 6262
Omega Ratio Rank
DFSPX Calmar Ratio Rank: 6767
Calmar Ratio Rank
DFSPX Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DSCLX vs. DFSPX - Risk-Adjusted Trends 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.


DSCLXDFSPXDifference

Sharpe ratio

Return per unit of total volatility

1.57

1.18

+0.39

Sortino ratio

Return per unit of downside risk

2.08

1.63

+0.45

Omega ratio

Gain probability vs. loss probability

1.31

1.23

+0.08

Calmar ratio

Return relative to maximum drawdown

2.02

1.51

+0.51

Martin ratio

Return relative to average drawdown

8.06

6.04

+2.02

DSCLX vs. DFSPX - Sharpe Ratio Comparison

The current DSCLX Sharpe Ratio is 1.57, which is higher than the DFSPX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of DSCLX and DFSPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DSCLXDFSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.18

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.45

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.54

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.53

-0.06

Correlation

The correlation between DSCLX and DFSPX is 0.99, 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. DFSPX - Dividend Comparison

DSCLX's dividend yield for the trailing twelve months is around 3.45%, more than DFSPX's 3.17% yield.


TTM20252024202320222021202020192018201720162015
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%
DFSPX
DFA International Sustainability Core 1 Portfolio
3.17%3.06%3.06%2.59%2.27%2.64%1.44%2.52%2.60%2.32%2.48%2.43%

Drawdowns

DSCLX vs. DFSPX - Drawdown Comparison

The maximum DSCLX drawdown since its inception was -42.26%, which is greater than DFSPX's maximum drawdown of -35.86%. Use the drawdown chart below to compare losses from any high point for DSCLX and DFSPX.


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Drawdown Indicators


DSCLXDFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-42.26%

-35.86%

-6.40%

Max Drawdown (1Y)

Largest decline over 1 year

-11.93%

-11.96%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-32.15%

-32.68%

+0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-42.26%

-35.86%

-6.40%

Current Drawdown

Current decline from peak

-11.58%

-11.91%

+0.33%

Average Drawdown

Average peak-to-trough decline

-8.29%

-7.26%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

2.99%

0.00%

Volatility

DSCLX vs. DFSPX - Volatility Comparison

DFA International Social Core Equity Portfolio (DSCLX) and DFA International Sustainability Core 1 Portfolio (DFSPX) have volatilities of 6.57% and 6.68%, 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.


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Volatility by Period


DSCLXDFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.57%

6.68%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

10.48%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

16.20%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

15.88%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.46%

16.13%

+0.33%