DSFIX vs. DFIEX
Compare and contrast key facts about DFA Social Fixed Income Portfolio (DSFIX) and DFA International Core Equity Portfolio I (DFIEX).
DSFIX is managed by Dimensional. It was launched on Apr 5, 2016. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DSFIX vs. DFIEX - Performance Comparison
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DSFIX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSFIX DFA Social Fixed Income Portfolio | -0.34% | 6.80% | 1.81% | 7.18% | -13.07% | -2.19% | 9.26% | 9.83% | -0.32% | 3.24% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 27.17% |
Returns By Period
In the year-to-date period, DSFIX achieves a -0.34% return, which is significantly lower than DFIEX's -0.21% return.
DSFIX
- 1D
- 0.52%
- 1M
- -2.16%
- YTD
- -0.34%
- 6M
- 0.44%
- 1Y
- 3.96%
- 3Y*
- 4.02%
- 5Y*
- 0.51%
- 10Y*
- —
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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DSFIX vs. DFIEX - Expense Ratio Comparison
DSFIX has a 0.21% expense ratio, which is lower than DFIEX's 0.24% expense ratio. Despite the difference, 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
DSFIX vs. DFIEX — Risk / Return Rank
DSFIX
DFIEX
DSFIX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Social Fixed Income Portfolio (DSFIX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| DSFIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.66 | -0.69 |
Sortino ratioReturn per unit of downside risk | 1.38 | 2.18 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.33 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 2.16 | -0.51 |
Martin ratioReturn relative to average drawdown | 5.05 | 8.72 | -3.67 |
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
| DSFIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.66 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.58 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.34 | +0.10 |
Correlation
The correlation between DSFIX and DFIEX is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DSFIX vs. DFIEX - Dividend Comparison
DSFIX's dividend yield for the trailing twelve months is around 4.03%, more than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSFIX DFA Social Fixed Income Portfolio | 4.03% | 3.61% | 3.95% | 3.28% | 2.54% | 2.70% | 2.22% | 2.58% | 2.56% | 1.87% | 0.00% | 0.00% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DSFIX vs. DFIEX - Drawdown Comparison
The maximum DSFIX drawdown since its inception was -18.94%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DSFIX and DFIEX.
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Drawdown Indicators
| DSFIX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.94% | -62.22% | +43.28% |
Max Drawdown (1Y)Largest decline over 1 year | -2.66% | -11.01% | +8.35% |
Max Drawdown (5Y)Largest decline over 5 years | -18.87% | -28.66% | +9.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.04% | — |
Current DrawdownCurrent decline from peak | -2.16% | -10.45% | +8.29% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -12.26% | +7.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 2.84% | -1.97% |
Volatility
DSFIX vs. DFIEX - Volatility Comparison
The current volatility for DFA Social Fixed Income Portfolio (DSFIX) is 1.59%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DSFIX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSFIX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.59% | 6.26% | -4.67% |
Volatility (6M)Calculated over the trailing 6-month period | 2.60% | 10.04% | -7.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.39% | 15.66% | -11.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.77% | 15.60% | -9.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.97% | 16.32% | -11.35% |