DSHGX vs. DFEOX
Compare and contrast key facts about DFA Selectively Hedged Global Equity Portfolio (DSHGX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DSHGX is managed by Dimensional. It was launched on Nov 13, 2011. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DSHGX vs. DFEOX - Performance Comparison
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DSHGX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSHGX DFA Selectively Hedged Global Equity Portfolio | -1.84% | 21.42% | 15.89% | 20.19% | -12.91% | 21.69% | 11.96% | 25.05% | -11.70% | 20.69% |
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Returns By Period
In the year-to-date period, DSHGX achieves a -1.84% return, which is significantly higher than DFEOX's -4.34% return. Over the past 10 years, DSHGX has underperformed DFEOX with an annualized return of 11.45%, while DFEOX has yielded a comparatively higher 12.94% annualized return.
DSHGX
- 1D
- -0.45%
- 1M
- -8.42%
- YTD
- -1.84%
- 6M
- 1.88%
- 1Y
- 20.78%
- 3Y*
- 16.11%
- 5Y*
- 10.03%
- 10Y*
- 11.45%
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
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DSHGX vs. DFEOX - Expense Ratio Comparison
DSHGX has a 0.31% expense ratio, which is higher than DFEOX's 0.14% expense ratio.
Return for Risk
DSHGX vs. DFEOX — Risk / Return Rank
DSHGX
DFEOX
DSHGX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Selectively Hedged Global Equity Portfolio (DSHGX) and DFA US Core Equity 1 Portfolio I (DFEOX). 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.
| DSHGX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 0.93 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.92 | 1.43 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.22 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 0.98 | +0.43 |
Martin ratioReturn relative to average drawdown | 6.65 | 4.74 | +1.91 |
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
| DSHGX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 0.93 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.62 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.72 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.51 | +0.19 |
Correlation
The correlation between DSHGX and DFEOX is 0.96, 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
DSHGX vs. DFEOX - Dividend Comparison
DSHGX's dividend yield for the trailing twelve months is around 3.26%, more than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSHGX DFA Selectively Hedged Global Equity Portfolio | 3.26% | 3.20% | 5.56% | 6.18% | 9.61% | 6.56% | 2.10% | 2.50% | 4.62% | 1.11% | 3.07% | 3.04% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DSHGX vs. DFEOX - Drawdown Comparison
The maximum DSHGX drawdown since its inception was -36.15%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DSHGX and DFEOX.
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Drawdown Indicators
| DSHGX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.15% | -56.77% | +20.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.98% | -12.58% | +0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -21.82% | -22.86% | +1.04% |
Max Drawdown (10Y)Largest decline over 10 years | -36.15% | -36.55% | +0.40% |
Current DrawdownCurrent decline from peak | -8.93% | -8.28% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -7.25% | +2.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.69% | -0.02% |
Volatility
DSHGX vs. DFEOX - Volatility Comparison
DFA Selectively Hedged Global Equity Portfolio (DSHGX) has a higher volatility of 4.70% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 4.20%. This indicates that DSHGX's price experiences larger fluctuations and is considered to be riskier than DFEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSHGX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 4.20% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 8.49% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 17.87% | -2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.49% | 16.88% | -2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.03% | 17.98% | -1.95% |