DSHGX vs. DFIEX
Compare and contrast key facts about DFA Selectively Hedged Global Equity Portfolio (DSHGX) and DFA International Core Equity Portfolio I (DFIEX).
DSHGX is managed by Dimensional. It was launched on Nov 13, 2011. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DSHGX vs. DFIEX - Performance Comparison
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DSHGX vs. DFIEX - 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% |
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% | 28.04% |
Returns By Period
In the year-to-date period, DSHGX achieves a -1.84% return, which is significantly lower than DFIEX's -0.21% return. Over the past 10 years, DSHGX has outperformed DFIEX with an annualized return of 11.45%, while DFIEX has yielded a comparatively lower 9.31% 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%
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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DSHGX vs. DFIEX - Expense Ratio Comparison
DSHGX has a 0.31% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
DSHGX vs. DFIEX — Risk / Return Rank
DSHGX
DFIEX
DSHGX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Selectively Hedged Global Equity Portfolio (DSHGX) 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.
| DSHGX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 1.66 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.92 | 2.18 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.33 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 2.16 | -0.76 |
Martin ratioReturn relative to average drawdown | 6.65 | 8.72 | -2.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DSHGX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 1.66 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.58 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.57 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.34 | +0.36 |
Correlation
The correlation between DSHGX and DFIEX is 0.88, 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. DFIEX - Dividend Comparison
DSHGX's dividend yield for the trailing twelve months is around 3.26%, which matches DFIEX's 3.24% 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% |
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
DSHGX vs. DFIEX - Drawdown Comparison
The maximum DSHGX drawdown since its inception was -36.15%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DSHGX and DFIEX.
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Drawdown Indicators
| DSHGX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.15% | -62.22% | +26.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.98% | -11.01% | -0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -21.82% | -28.66% | +6.84% |
Max Drawdown (10Y)Largest decline over 10 years | -36.15% | -41.04% | +4.89% |
Current DrawdownCurrent decline from peak | -8.93% | -10.45% | +1.52% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -12.26% | +7.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.84% | -0.17% |
Volatility
DSHGX vs. DFIEX - Volatility Comparison
The current volatility for DFA Selectively Hedged Global Equity Portfolio (DSHGX) is 4.70%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DSHGX 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
| DSHGX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 6.26% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 10.04% | -1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 15.66% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.49% | 15.60% | -1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.03% | 16.32% | -0.29% |