DSCLX vs. VEU
Compare and contrast key facts about DFA International Social Core Equity Portfolio (DSCLX) and Vanguard FTSE All-World ex-US ETF (VEU).
DSCLX is managed by Dimensional. It was launched on Nov 1, 2012. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007.
Performance
DSCLX vs. VEU - Performance Comparison
Loading graphics...
DSCLX vs. VEU - 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% |
VEU Vanguard FTSE All-World ex-US ETF | 2.25% | 32.35% | 5.56% | 15.84% | -15.58% | 8.27% | 11.10% | 21.83% | -14.18% | 27.40% |
Returns By Period
In the year-to-date period, DSCLX achieves a -2.02% return, which is significantly lower than VEU's 2.25% return. Both investments have delivered pretty close results over the past 10 years, with DSCLX having a 8.94% annualized return and VEU not far ahead at 9.02%.
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%
VEU
- 1D
- 3.23%
- 1M
- -8.07%
- YTD
- 2.25%
- 6M
- 7.22%
- 1Y
- 27.68%
- 3Y*
- 15.69%
- 5Y*
- 7.46%
- 10Y*
- 9.02%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DSCLX vs. VEU - Expense Ratio Comparison
DSCLX has a 0.27% expense ratio, which is higher than VEU's 0.07% 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. VEU — Risk / Return Rank
DSCLX
VEU
DSCLX vs. VEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Social Core Equity Portfolio (DSCLX) and Vanguard FTSE All-World ex-US ETF (VEU). 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 | VEU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 1.62 | -0.05 |
Sortino ratioReturn per unit of downside risk | 2.08 | 2.23 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.33 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.36 | -0.34 |
Martin ratioReturn relative to average drawdown | 8.06 | 9.13 | -1.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DSCLX | VEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.62 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.47 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.53 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.23 | +0.24 |
Correlation
The correlation between DSCLX and VEU is 0.95, 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. VEU - Dividend Comparison
DSCLX's dividend yield for the trailing twelve months is around 3.45%, more than VEU's 2.92% 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% |
VEU Vanguard FTSE All-World ex-US ETF | 2.92% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
Drawdowns
DSCLX vs. VEU - Drawdown Comparison
The maximum DSCLX drawdown since its inception was -42.26%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for DSCLX and VEU.
Loading graphics...
Drawdown Indicators
| DSCLX | VEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.26% | -61.52% | +19.26% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -11.43% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -32.15% | -29.31% | -2.84% |
Max Drawdown (10Y)Largest decline over 10 years | -42.26% | -34.98% | -7.28% |
Current DrawdownCurrent decline from peak | -11.58% | -8.57% | -3.01% |
Average DrawdownAverage peak-to-trough decline | -8.29% | -13.23% | +4.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.95% | +0.04% |
Volatility
DSCLX vs. VEU - Volatility Comparison
The current volatility for DFA International Social Core Equity Portfolio (DSCLX) is 6.57%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 8.23%. This indicates that DSCLX experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DSCLX | VEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 8.23% | -1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 11.54% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 17.22% | -1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 15.83% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.46% | 17.13% | -0.67% |