EVTMX vs. DFIEX
Compare and contrast key facts about Eaton Vance Dividend Builder Fund (EVTMX) and DFA International Core Equity Portfolio I (DFIEX).
EVTMX is managed by Eaton Vance. It was launched on Dec 18, 1981. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
EVTMX vs. DFIEX - Performance Comparison
Loading graphics...
EVTMX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVTMX Eaton Vance Dividend Builder Fund | 0.70% | 8.33% | 14.27% | 11.16% | -9.94% | 24.40% | 12.33% | 36.21% | -5.39% | 18.90% |
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, EVTMX achieves a 0.70% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, EVTMX has outperformed DFIEX with an annualized return of 11.04%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
EVTMX
- 1D
- 1.87%
- 1M
- -5.04%
- YTD
- 0.70%
- 6M
- -1.30%
- 1Y
- 9.12%
- 3Y*
- 11.39%
- 5Y*
- 7.87%
- 10Y*
- 11.04%
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.
EVTMX vs. DFIEX - Expense Ratio Comparison
EVTMX has a 0.99% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
EVTMX vs. DFIEX — Risk / Return Rank
EVTMX
DFIEX
EVTMX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Dividend Builder Fund (EVTMX) 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.
| EVTMX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 1.95 | -1.35 |
Sortino ratioReturn per unit of downside risk | 0.95 | 2.55 | -1.60 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.39 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 2.57 | -1.67 |
Martin ratioReturn relative to average drawdown | 3.88 | 10.07 | -6.19 |
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
| EVTMX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.95 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.60 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.59 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.35 | +0.33 |
Correlation
The correlation between EVTMX and DFIEX is 0.81, 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
EVTMX vs. DFIEX - Dividend Comparison
EVTMX's dividend yield for the trailing twelve months is around 9.20%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVTMX Eaton Vance Dividend Builder Fund | 9.20% | 9.07% | 7.40% | 3.25% | 29.74% | 6.44% | 2.62% | 8.36% | 10.71% | 9.99% | 5.81% | 11.41% |
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
EVTMX vs. DFIEX - Drawdown Comparison
The maximum EVTMX drawdown since its inception was -53.74%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for EVTMX and DFIEX.
Loading graphics...
Drawdown Indicators
| EVTMX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.74% | -62.22% | +8.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -11.01% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -28.66% | +8.27% |
Max Drawdown (10Y)Largest decline over 10 years | -34.93% | -41.04% | +6.11% |
Current DrawdownCurrent decline from peak | -5.21% | -7.75% | +2.54% |
Average DrawdownAverage peak-to-trough decline | -9.78% | -12.26% | +2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.81% | -0.25% |
Volatility
EVTMX vs. DFIEX - Volatility Comparison
The current volatility for Eaton Vance Dividend Builder Fund (EVTMX) is 4.24%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that EVTMX 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
| EVTMX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 7.09% | -2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 7.88% | 10.45% | -2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.18% | 15.90% | -0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 15.65% | -1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.39% | 16.35% | +0.04% |