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.
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.
Performance
DSCLX vs. DFSPX - Performance Comparison
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Key characteristics
DSCLX:
1.13
DFSPX:
1.05
DSCLX:
1.52
DFSPX:
1.44
DSCLX:
1.21
DFSPX:
1.20
DSCLX:
1.35
DFSPX:
1.29
DSCLX:
4.21
DFSPX:
3.67
DSCLX:
4.07%
DFSPX:
4.38%
DSCLX:
16.08%
DFSPX:
16.15%
DSCLX:
-42.26%
DFSPX:
-55.89%
DSCLX:
-0.18%
DFSPX:
-0.20%
Returns By Period
The year-to-date returns for both stocks are quite close, with DSCLX having a 18.53% return and DFSPX slightly lower at 17.68%. Both investments have delivered pretty close results over the past 10 years, with DSCLX having a 6.24% annualized return and DFSPX not far ahead at 6.52%.
DSCLX
18.53%
5.45%
15.37%
17.93%
11.65%
12.59%
6.24%
DFSPX
17.68%
5.24%
14.19%
16.88%
11.74%
11.69%
6.52%
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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.
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Dividends
DSCLX vs. DFSPX - Dividend Comparison
DSCLX's dividend yield for the trailing twelve months is around 3.00%, more than DFSPX's 2.64% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSCLX DFA International Social Core Equity Portfolio | 3.00% | 3.47% | 3.17% | 2.73% | 3.54% | 1.80% | 2.91% | 2.78% | 2.46% | 2.76% | 2.56% | 3.55% |
DFSPX DFA International Sustainability Core 1 Portfolio | 2.64% | 3.06% | 2.60% | 2.27% | 2.63% | 1.45% | 2.52% | 2.61% | 2.33% | 2.49% | 2.42% | 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.
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Volatility
DSCLX vs. DFSPX - Volatility Comparison
The current volatility for DFA International Social Core Equity Portfolio (DSCLX) is 2.62%, while DFA International Sustainability Core 1 Portfolio (DFSPX) has a volatility of 2.95%. This indicates that DSCLX experiences smaller price fluctuations and is considered to be less risky than DFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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