DWUSX vs. DFEOX
Compare and contrast key facts about DFA World ex U.S. Targeted Value Portfolio (DWUSX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DWUSX is managed by Dimensional. It was launched on Oct 31, 2012. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DWUSX vs. DFEOX - Performance Comparison
Loading graphics...
DWUSX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DWUSX DFA World ex U.S. Targeted Value Portfolio | 0.82% | 39.16% | 5.31% | 17.40% | -11.83% | 26.30% | 4.96% | 17.39% | -20.38% | 30.95% |
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, DWUSX achieves a 0.82% return, which is significantly higher than DFEOX's -4.34% return. Over the past 10 years, DWUSX has underperformed DFEOX with an annualized return of 10.48%, while DFEOX has yielded a comparatively higher 12.94% annualized return.
DWUSX
- 1D
- -0.41%
- 1M
- -11.22%
- YTD
- 0.82%
- 6M
- 6.53%
- 1Y
- 32.97%
- 3Y*
- 17.87%
- 5Y*
- 12.08%
- 10Y*
- 10.48%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DWUSX vs. DFEOX - Expense Ratio Comparison
DWUSX has a 0.52% expense ratio, which is higher than DFEOX's 0.14% expense ratio.
Return for Risk
DWUSX vs. DFEOX — Risk / Return Rank
DWUSX
DFEOX
DWUSX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Targeted Value Portfolio (DWUSX) 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.
| DWUSX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 0.93 | +1.27 |
Sortino ratioReturn per unit of downside risk | 2.74 | 1.43 | +1.31 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.22 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.46 | 0.98 | +1.48 |
Martin ratioReturn relative to average drawdown | 9.72 | 4.74 | +4.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DWUSX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 0.93 | +1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.62 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.72 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.51 | +0.06 |
Correlation
The correlation between DWUSX and DFEOX is 0.75, 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
DWUSX vs. DFEOX - Dividend Comparison
DWUSX's dividend yield for the trailing twelve months is around 2.77%, more than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWUSX DFA World ex U.S. Targeted Value Portfolio | 2.77% | 2.64% | 2.86% | 2.81% | 2.91% | 16.59% | 1.37% | 3.22% | 5.51% | 3.18% | 1.94% | 1.27% |
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
DWUSX vs. DFEOX - Drawdown Comparison
The maximum DWUSX drawdown since its inception was -49.65%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DWUSX and DFEOX.
Loading graphics...
Drawdown Indicators
| DWUSX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.65% | -56.77% | +7.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -12.58% | +1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -26.71% | -22.86% | -3.85% |
Max Drawdown (10Y)Largest decline over 10 years | -49.65% | -36.55% | -13.10% |
Current DrawdownCurrent decline from peak | -11.22% | -8.28% | -2.94% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -7.25% | -1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.69% | +0.31% |
Volatility
DWUSX vs. DFEOX - Volatility Comparison
DFA World ex U.S. Targeted Value Portfolio (DWUSX) has a higher volatility of 6.04% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 4.20%. This indicates that DWUSX'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.
Loading graphics...
Volatility by Period
| DWUSX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 4.20% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 8.49% | +1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.45% | 17.87% | -3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.12% | 16.88% | -1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.91% | 17.98% | -2.07% |