DTCPX vs. DFIEX
Compare and contrast key facts about DFA Targeted Credit Portfolio (DTCPX) and DFA International Core Equity Portfolio I (DFIEX).
DTCPX is managed by Dimensional. It was launched on May 20, 2015. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DTCPX vs. DFIEX - Performance Comparison
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DTCPX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTCPX DFA Targeted Credit Portfolio | -0.28% | 4.58% | 5.57% | 6.04% | -7.30% | -0.22% | 2.70% | 6.45% | 0.75% | 2.22% |
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, DTCPX achieves a -0.28% return, which is significantly lower than DFIEX's -0.21% return. Over the past 10 years, DTCPX has underperformed DFIEX with an annualized return of 2.06%, while DFIEX has yielded a comparatively higher 9.31% annualized return.
DTCPX
- 1D
- 0.03%
- 1M
- -1.41%
- YTD
- -0.28%
- 6M
- 0.74%
- 1Y
- 3.28%
- 3Y*
- 4.76%
- 5Y*
- 1.57%
- 10Y*
- 2.06%
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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DTCPX vs. DFIEX - Expense Ratio Comparison
DTCPX has a 0.20% 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
DTCPX vs. DFIEX — Risk / Return Rank
DTCPX
DFIEX
DTCPX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Targeted Credit Portfolio (DTCPX) 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.
| DTCPX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.32 | 1.66 | +0.67 |
Sortino ratioReturn per unit of downside risk | 3.11 | 2.18 | +0.94 |
Omega ratioGain probability vs. loss probability | 1.59 | 1.33 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 2.13 | 2.16 | -0.04 |
Martin ratioReturn relative to average drawdown | 10.01 | 8.72 | +1.29 |
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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 1.66 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.58 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.00 | 0.57 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 0.34 | +0.72 |
Correlation
The correlation between DTCPX and DFIEX is 0.11, 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. DFIEX - Dividend Comparison
DTCPX's dividend yield for the trailing twelve months is around 3.79%, more than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTCPX DFA Targeted Credit Portfolio | 3.79% | 3.34% | 3.64% | 3.23% | 1.75% | 1.67% | 1.27% | 2.73% | 3.12% | 1.91% | 2.18% | 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
DTCPX vs. DFIEX - Drawdown Comparison
The maximum DTCPX drawdown since its inception was -10.78%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DTCPX and DFIEX.
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Drawdown Indicators
| DTCPX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.78% | -62.22% | +51.44% |
Max Drawdown (1Y)Largest decline over 1 year | -1.44% | -11.01% | +9.57% |
Max Drawdown (5Y)Largest decline over 5 years | -10.78% | -28.66% | +17.88% |
Max Drawdown (10Y)Largest decline over 10 years | -10.78% | -41.04% | +30.26% |
Current DrawdownCurrent decline from peak | -1.41% | -10.45% | +9.04% |
Average DrawdownAverage peak-to-trough decline | -1.71% | -12.26% | +10.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.31% | 2.84% | -2.53% |
Volatility
DTCPX vs. DFIEX - Volatility Comparison
The current volatility for DFA Targeted Credit Portfolio (DTCPX) is 0.74%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DTCPX 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
| DTCPX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 6.26% | -5.52% |
Volatility (6M)Calculated over the trailing 6-month period | 1.02% | 10.04% | -9.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.44% | 15.66% | -14.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.33% | 15.60% | -13.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.07% | 16.32% | -14.25% |