HDPBX vs. DFIEX
Compare and contrast key facts about Hodges Blue Chip Equity Income Fund (HDPBX) and DFA International Core Equity Portfolio I (DFIEX).
HDPBX is managed by Hodges. It was launched on Sep 10, 2009. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
HDPBX vs. DFIEX - Performance Comparison
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HDPBX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HDPBX Hodges Blue Chip Equity Income Fund | -5.30% | 23.40% | 52.30% | 21.54% | -11.52% | 23.61% | 15.88% | 30.72% | -9.38% | 24.73% |
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, HDPBX achieves a -5.30% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, HDPBX has outperformed DFIEX with an annualized return of 15.74%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
HDPBX
- 1D
- 3.37%
- 1M
- -5.44%
- YTD
- -5.30%
- 6M
- -2.12%
- 1Y
- 20.87%
- 3Y*
- 26.55%
- 5Y*
- 17.52%
- 10Y*
- 15.74%
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%
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HDPBX vs. DFIEX - Expense Ratio Comparison
HDPBX has a 1.30% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
HDPBX vs. DFIEX — Risk / Return Rank
HDPBX
DFIEX
HDPBX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hodges Blue Chip Equity Income Fund (HDPBX) 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.
| HDPBX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 1.95 | -0.93 |
Sortino ratioReturn per unit of downside risk | 1.52 | 2.55 | -1.03 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.39 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 2.57 | -0.94 |
Martin ratioReturn relative to average drawdown | 6.35 | 10.07 | -3.72 |
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
| HDPBX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.95 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.60 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.59 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.35 | +0.42 |
Correlation
The correlation between HDPBX and DFIEX is 0.76, 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
HDPBX vs. DFIEX - Dividend Comparison
HDPBX's dividend yield for the trailing twelve months is around 5.21%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDPBX Hodges Blue Chip Equity Income Fund | 5.21% | 4.97% | 27.38% | 0.90% | 8.75% | 10.88% | 5.26% | 7.59% | 5.83% | 9.44% | 5.04% | 7.86% |
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
HDPBX vs. DFIEX - Drawdown Comparison
The maximum HDPBX drawdown since its inception was -35.10%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for HDPBX and DFIEX.
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Drawdown Indicators
| HDPBX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -62.22% | +27.12% |
Max Drawdown (1Y)Largest decline over 1 year | -13.59% | -11.01% | -2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -21.76% | -28.66% | +6.90% |
Max Drawdown (10Y)Largest decline over 10 years | -35.10% | -41.04% | +5.94% |
Current DrawdownCurrent decline from peak | -9.52% | -7.75% | -1.77% |
Average DrawdownAverage peak-to-trough decline | -3.99% | -12.26% | +8.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 2.81% | +0.68% |
Volatility
HDPBX vs. DFIEX - Volatility Comparison
The current volatility for Hodges Blue Chip Equity Income Fund (HDPBX) is 5.90%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that HDPBX 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
| HDPBX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 7.09% | -1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 10.64% | 10.45% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.80% | 15.90% | +4.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.83% | 15.65% | +3.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.24% | 16.35% | +2.89% |