FCEUX vs. DFIEX
Compare and contrast key facts about Franklin U.S. Core Equity (IU) Fund Advisor (FCEUX) and DFA International Core Equity Portfolio I (DFIEX).
FCEUX is managed by Franklin Templeton. It was launched on Aug 1, 2019. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
FCEUX vs. DFIEX - Performance Comparison
Loading graphics...
FCEUX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FCEUX Franklin U.S. Core Equity (IU) Fund Advisor | -4.21% | 18.76% | 31.47% | 22.29% | -14.71% | 31.00% | 19.13% | 7.05% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 9.18% |
Returns By Period
In the year-to-date period, FCEUX achieves a -4.21% return, which is significantly lower than DFIEX's 2.80% return.
FCEUX
- 1D
- 3.05%
- 1M
- -4.88%
- YTD
- -4.21%
- 6M
- -0.99%
- 1Y
- 18.86%
- 3Y*
- 19.67%
- 5Y*
- 13.49%
- 10Y*
- —
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.
FCEUX vs. DFIEX - Expense Ratio Comparison
FCEUX has a 0.00% 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
FCEUX vs. DFIEX — Risk / Return Rank
FCEUX
DFIEX
FCEUX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Core Equity (IU) Fund Advisor (FCEUX) 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.
| FCEUX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.95 | -0.86 |
Sortino ratioReturn per unit of downside risk | 1.67 | 2.55 | -0.87 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.39 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 2.57 | -0.90 |
Martin ratioReturn relative to average drawdown | 8.22 | 10.07 | -1.85 |
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
| FCEUX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.95 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.60 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.35 | +0.45 |
Correlation
The correlation between FCEUX and DFIEX 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
FCEUX vs. DFIEX - Dividend Comparison
FCEUX's dividend yield for the trailing twelve months is around 3.80%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCEUX Franklin U.S. Core Equity (IU) Fund Advisor | 3.80% | 3.64% | 8.90% | 1.45% | 8.08% | 8.52% | 2.20% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% |
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
FCEUX vs. DFIEX - Drawdown Comparison
The maximum FCEUX drawdown since its inception was -33.57%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for FCEUX and DFIEX.
Loading graphics...
Drawdown Indicators
| FCEUX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.57% | -62.22% | +28.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -11.01% | -0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -28.66% | +5.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.04% | — |
Current DrawdownCurrent decline from peak | -5.69% | -7.75% | +2.06% |
Average DrawdownAverage peak-to-trough decline | -4.89% | -12.26% | +7.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.81% | -0.37% |
Volatility
FCEUX vs. DFIEX - Volatility Comparison
The current volatility for Franklin U.S. Core Equity (IU) Fund Advisor (FCEUX) is 5.46%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that FCEUX 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
| FCEUX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 7.09% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.81% | 10.45% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.84% | 15.90% | +1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.49% | 15.65% | +0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.95% | 16.35% | +3.60% |