MEQFX vs. DFIEX
Compare and contrast key facts about AMG River Road Large Cap Value Select Fund (MEQFX) and DFA International Core Equity Portfolio I (DFIEX).
MEQFX is managed by AMG. It was launched on Aug 14, 1992. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
MEQFX vs. DFIEX - Performance Comparison
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MEQFX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEQFX AMG River Road Large Cap Value Select Fund | -4.94% | -2.58% | 24.99% | 19.53% | -9.50% | 43.58% | -4.00% | 16.01% | 8.16% | 15.35% |
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, MEQFX achieves a -4.94% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, MEQFX has outperformed DFIEX with an annualized return of 10.62%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
MEQFX
- 1D
- 1.30%
- 1M
- -6.65%
- YTD
- -4.94%
- 6M
- -12.14%
- 1Y
- -10.02%
- 3Y*
- 9.93%
- 5Y*
- 10.34%
- 10Y*
- 10.62%
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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MEQFX vs. DFIEX - Expense Ratio Comparison
MEQFX has a 0.64% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
MEQFX vs. DFIEX — Risk / Return Rank
MEQFX
DFIEX
MEQFX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG River Road Large Cap Value Select Fund (MEQFX) 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.
| MEQFX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.49 | 1.95 | -2.44 |
Sortino ratioReturn per unit of downside risk | -0.52 | 2.55 | -3.07 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.39 | -0.47 |
Calmar ratioReturn relative to maximum drawdown | -0.59 | 2.57 | -3.16 |
Martin ratioReturn relative to average drawdown | -1.55 | 10.07 | -11.62 |
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
| MEQFX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.49 | 1.95 | -2.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.60 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.59 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.35 | -0.03 |
Correlation
The correlation between MEQFX 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
MEQFX vs. DFIEX - Dividend Comparison
MEQFX has not paid dividends to shareholders, while DFIEX's dividend yield for the trailing twelve months is around 3.14%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEQFX AMG River Road Large Cap Value Select Fund | 0.00% | 0.00% | 4.48% | 0.98% | 2.13% | 27.90% | 0.00% | 9.17% | 3.40% | 30.28% | 5.96% | 11.63% |
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
MEQFX vs. DFIEX - Drawdown Comparison
The maximum MEQFX drawdown since its inception was -55.38%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for MEQFX and DFIEX.
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Drawdown Indicators
| MEQFX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.38% | -62.22% | +6.84% |
Max Drawdown (1Y)Largest decline over 1 year | -17.43% | -11.01% | -6.42% |
Max Drawdown (5Y)Largest decline over 5 years | -19.48% | -28.66% | +9.18% |
Max Drawdown (10Y)Largest decline over 10 years | -28.69% | -41.04% | +12.35% |
Current DrawdownCurrent decline from peak | -16.13% | -7.75% | -8.38% |
Average DrawdownAverage peak-to-trough decline | -12.17% | -12.26% | +0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.65% | 2.81% | +3.84% |
Volatility
MEQFX vs. DFIEX - Volatility Comparison
The current volatility for AMG River Road Large Cap Value Select Fund (MEQFX) is 3.85%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that MEQFX 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
| MEQFX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 7.09% | -3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 10.45% | +4.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.77% | 15.90% | +3.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.45% | 15.65% | +1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 16.35% | +3.21% |