DTCPX vs. DFEOX
Compare and contrast key facts about DFA Targeted Credit Portfolio (DTCPX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DTCPX is managed by Dimensional. It was launched on May 20, 2015. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DTCPX vs. DFEOX - Performance Comparison
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DTCPX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTCPX DFA Targeted Credit Portfolio | -0.07% | 4.58% | 5.57% | 6.04% | -7.30% | -0.22% | 2.70% | 6.45% | 0.75% | 2.22% |
DFEOX DFA US Core Equity 1 Portfolio I | -1.72% | 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, DTCPX achieves a -0.07% return, which is significantly higher than DFEOX's -1.72% return. Over the past 10 years, DTCPX has underperformed DFEOX with an annualized return of 2.08%, while DFEOX has yielded a comparatively higher 13.25% annualized return.
DTCPX
- 1D
- 0.21%
- 1M
- -1.00%
- YTD
- -0.07%
- 6M
- 0.95%
- 1Y
- 3.39%
- 3Y*
- 4.83%
- 5Y*
- 1.59%
- 10Y*
- 2.08%
DFEOX
- 1D
- 2.75%
- 1M
- -4.90%
- YTD
- -1.72%
- 6M
- 0.66%
- 1Y
- 18.51%
- 3Y*
- 17.18%
- 5Y*
- 10.79%
- 10Y*
- 13.25%
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DTCPX vs. DFEOX - Expense Ratio Comparison
DTCPX has a 0.20% expense ratio, which is higher than DFEOX's 0.14% 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
DTCPX vs. DFEOX — Risk / Return Rank
DTCPX
DFEOX
DTCPX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Targeted Credit Portfolio (DTCPX) 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.
| DTCPX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.45 | 1.07 | +1.39 |
Sortino ratioReturn per unit of downside risk | 3.31 | 1.61 | +1.70 |
Omega ratioGain probability vs. loss probability | 1.63 | 1.24 | +0.38 |
Calmar ratioReturn relative to maximum drawdown | 2.28 | 1.33 | +0.95 |
Martin ratioReturn relative to average drawdown | 10.40 | 6.41 | +4.00 |
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
| DTCPX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.45 | 1.07 | +1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.64 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.01 | 0.74 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 0.51 | +0.55 |
Correlation
The correlation between DTCPX and DFEOX is 0.02, 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
DTCPX vs. DFEOX - Dividend Comparison
DTCPX's dividend yield for the trailing twelve months is around 3.78%, more than DFEOX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTCPX DFA Targeted Credit Portfolio | 3.78% | 3.34% | 3.64% | 3.23% | 1.75% | 1.67% | 1.27% | 2.73% | 3.12% | 1.91% | 2.18% | 0.00% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.09% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DTCPX vs. DFEOX - Drawdown Comparison
The maximum DTCPX drawdown since its inception was -10.78%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DTCPX and DFEOX.
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Drawdown Indicators
| DTCPX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.78% | -56.77% | +45.99% |
Max Drawdown (1Y)Largest decline over 1 year | -1.44% | -12.58% | +11.14% |
Max Drawdown (5Y)Largest decline over 5 years | -10.78% | -22.86% | +12.08% |
Max Drawdown (10Y)Largest decline over 10 years | -10.78% | -36.55% | +25.77% |
Current DrawdownCurrent decline from peak | -1.20% | -5.76% | +4.56% |
Average DrawdownAverage peak-to-trough decline | -1.71% | -7.24% | +5.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.32% | 2.63% | -2.31% |
Volatility
DTCPX vs. DFEOX - Volatility Comparison
The current volatility for DFA Targeted Credit Portfolio (DTCPX) is 0.78%, while DFA US Core Equity 1 Portfolio I (DFEOX) has a volatility of 5.19%. This indicates that DTCPX experiences smaller price fluctuations and is considered to be less risky 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
| DTCPX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.78% | 5.19% | -4.41% |
Volatility (6M)Calculated over the trailing 6-month period | 1.04% | 8.89% | -7.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.45% | 18.03% | -16.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.33% | 16.92% | -14.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.07% | 18.00% | -15.93% |