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DSCLX vs. DGEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSCLX vs. DGEIX - Performance Comparison

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

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DSCLX vs. DGEIX - 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%
DGEIX
DFA Global Equity Portfolio Institutional Class
-2.92%19.86%15.71%20.35%-14.72%20.31%13.51%26.68%-11.48%21.36%

Returns By Period

In the year-to-date period, DSCLX achieves a -2.02% return, which is significantly higher than DGEIX's -2.92% return. Over the past 10 years, DSCLX has underperformed DGEIX with an annualized return of 8.94%, while DGEIX has yielded a comparatively higher 11.09% 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%

DGEIX

1D
-0.46%
1M
-8.33%
YTD
-2.92%
6M
0.08%
1Y
18.73%
3Y*
15.30%
5Y*
8.85%
10Y*
11.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DSCLX vs. DGEIX - Expense Ratio Comparison

DSCLX has a 0.27% expense ratio, which is higher than DGEIX's 0.25% 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. DGEIX — 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

DGEIX
DGEIX Risk / Return Rank: 6868
Overall Rank
DGEIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DGEIX Sortino Ratio Rank: 6969
Sortino Ratio Rank
DGEIX Omega Ratio Rank: 7070
Omega Ratio Rank
DGEIX Calmar Ratio Rank: 6161
Calmar Ratio Rank
DGEIX Martin Ratio Rank: 7171
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. DGEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International Social Core Equity Portfolio (DSCLX) and DFA Global Equity Portfolio Institutional Class (DGEIX). 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.


DSCLXDGEIXDifference

Sharpe ratio

Return per unit of total volatility

1.57

1.16

+0.41

Sortino ratio

Return per unit of downside risk

2.08

1.69

+0.39

Omega ratio

Gain probability vs. loss probability

1.31

1.26

+0.05

Calmar ratio

Return relative to maximum drawdown

2.02

1.39

+0.63

Martin ratio

Return relative to average drawdown

8.06

6.66

+1.40

DSCLX vs. DGEIX - Sharpe Ratio Comparison

The current DSCLX Sharpe Ratio is 1.57, which is higher than the DGEIX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of DSCLX and DGEIX, 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


DSCLXDGEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.16

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.57

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.66

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.48

-0.01

Correlation

The correlation between DSCLX and DGEIX is 0.87, 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. DGEIX - Dividend Comparison

DSCLX's dividend yield for the trailing twelve months is around 3.45%, more than DGEIX's 3.13% 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%
DGEIX
DFA Global Equity Portfolio Institutional Class
3.13%2.79%3.64%3.82%4.92%1.94%2.37%2.22%2.62%1.50%1.90%1.98%

Drawdowns

DSCLX vs. DGEIX - Drawdown Comparison

The maximum DSCLX drawdown since its inception was -42.26%, smaller than the maximum DGEIX drawdown of -59.77%. Use the drawdown chart below to compare losses from any high point for DSCLX and DGEIX.


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Drawdown Indicators


DSCLXDGEIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.26%

-59.77%

+17.51%

Max Drawdown (1Y)

Largest decline over 1 year

-11.93%

-12.05%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-32.15%

-25.20%

-6.95%

Max Drawdown (10Y)

Largest decline over 10 years

-42.26%

-37.00%

-5.26%

Current Drawdown

Current decline from peak

-11.58%

-8.85%

-2.73%

Average Drawdown

Average peak-to-trough decline

-8.29%

-8.05%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

2.51%

+0.48%

Volatility

DSCLX vs. DGEIX - Volatility Comparison

DFA International Social Core Equity Portfolio (DSCLX) has a higher volatility of 6.57% compared to DFA Global Equity Portfolio Institutional Class (DGEIX) at 4.58%. This indicates that DSCLX's price experiences larger fluctuations and is considered to be riskier than DGEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSCLXDGEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.57%

4.58%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

8.84%

+1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

16.42%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

15.61%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.46%

16.84%

-0.38%