EAERX vs. DFIEX
Compare and contrast key facts about Eaton Vance Stock Fund (EAERX) and DFA International Core Equity Portfolio I (DFIEX).
EAERX is managed by Eaton Vance. It was launched on Nov 1, 2001. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
EAERX vs. DFIEX - Performance Comparison
Loading graphics...
EAERX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EAERX Eaton Vance Stock Fund | -6.26% | 13.24% | 53.09% | 24.22% | -16.94% | 22.85% | 18.22% | 35.04% | -5.94% | 19.90% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 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, EAERX achieves a -6.26% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, EAERX has outperformed DFIEX with an annualized return of 14.61%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
EAERX
- 1D
- 3.01%
- 1M
- -5.22%
- YTD
- -6.26%
- 6M
- -4.79%
- 1Y
- 11.50%
- 3Y*
- 24.07%
- 5Y*
- 14.33%
- 10Y*
- 14.61%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EAERX vs. DFIEX - Expense Ratio Comparison
EAERX has a 0.98% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
EAERX vs. DFIEX — Risk / Return Rank
EAERX
DFIEX
EAERX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Stock Fund (EAERX) 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.
| EAERX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 1.95 | -1.29 |
Sortino ratioReturn per unit of downside risk | 1.06 | 2.55 | -1.49 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.39 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 2.57 | -1.53 |
Martin ratioReturn relative to average drawdown | 4.34 | 10.07 | -5.73 |
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
| EAERX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 1.95 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.60 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.59 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.35 | +0.18 |
Correlation
The correlation between EAERX and DFIEX is 0.78, 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
EAERX vs. DFIEX - Dividend Comparison
EAERX's dividend yield for the trailing twelve months is around 9.55%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAERX Eaton Vance Stock Fund | 9.55% | 8.95% | 29.39% | 17.32% | 14.50% | 12.48% | 1.96% | 3.92% | 12.04% | 7.77% | 2.87% | 8.13% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
EAERX vs. DFIEX - Drawdown Comparison
The maximum EAERX drawdown since its inception was -48.72%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for EAERX and DFIEX.
Loading graphics...
Drawdown Indicators
| EAERX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.72% | -62.22% | +13.50% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -11.01% | -1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -22.71% | -28.66% | +5.95% |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | -41.04% | +7.21% |
Current DrawdownCurrent decline from peak | -7.99% | -7.75% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -12.26% | +5.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.81% | +0.12% |
Volatility
EAERX vs. DFIEX - Volatility Comparison
The current volatility for Eaton Vance Stock Fund (EAERX) is 5.66%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that EAERX 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.
Loading graphics...
Volatility by Period
| EAERX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 7.09% | -1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 10.45% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 15.90% | +2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.51% | 15.65% | +5.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 16.35% | +3.91% |