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. It was launched on Nov 1, 2012. DFSPX is managed by Dimensional. It was launched on Mar 12, 2008.
Performance
DSCLX vs. DFSPX - Performance Comparison
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DSCLX vs. DFSPX - 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% |
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%
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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
DSCLX
DFSPX
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.
| DSCLX | DFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 1.18 | +0.39 |
Sortino ratioReturn per unit of downside risk | 2.08 | 1.63 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.23 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.51 | +0.51 |
Martin ratioReturn relative to average drawdown | 8.06 | 6.04 | +2.02 |
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
| DSCLX | DFSPX | Difference | |
|---|---|---|---|
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.
| 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% |
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
| DSCLX | DFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.58% | -11.91% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -8.29% | -7.26% | -1.03% |
Ulcer IndexDepth 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
| DSCLX | DFSPX | Difference | |
|---|---|---|---|
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% |