MNNAX vs. DFIEX
Compare and contrast key facts about Victory Munder Multi-Cap Fund (MNNAX) and DFA International Core Equity Portfolio I (DFIEX).
MNNAX is managed by Victory. It was launched on Aug 19, 1996. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
MNNAX vs. DFIEX - Performance Comparison
Loading graphics...
MNNAX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MNNAX Victory Munder Multi-Cap Fund | -1.92% | 21.78% | 25.59% | 24.59% | -19.03% | 35.03% | 11.18% | 28.33% | -14.68% | 28.41% |
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, MNNAX achieves a -1.92% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, MNNAX has outperformed DFIEX with an annualized return of 13.09%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
MNNAX
- 1D
- 3.45%
- 1M
- -5.06%
- YTD
- -1.92%
- 6M
- 0.79%
- 1Y
- 25.45%
- 3Y*
- 20.59%
- 5Y*
- 13.31%
- 10Y*
- 13.09%
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.
MNNAX vs. DFIEX - Expense Ratio Comparison
MNNAX has a 1.28% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
MNNAX vs. DFIEX — Risk / Return Rank
MNNAX
DFIEX
MNNAX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Munder Multi-Cap Fund (MNNAX) 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.
| MNNAX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 1.95 | -0.60 |
Sortino ratioReturn per unit of downside risk | 1.97 | 2.55 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.39 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 2.57 | -0.38 |
Martin ratioReturn relative to average drawdown | 10.13 | 10.07 | +0.06 |
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
| MNNAX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 1.95 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.60 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.59 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.35 | +0.01 |
Correlation
The correlation between MNNAX and DFIEX is 0.74, 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
MNNAX vs. DFIEX - Dividend Comparison
MNNAX's dividend yield for the trailing twelve months is around 14.66%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MNNAX Victory Munder Multi-Cap Fund | 14.66% | 14.38% | 8.72% | 4.65% | 15.37% | 10.88% | 0.07% | 2.76% | 19.25% | 5.28% | 0.00% | 21.54% |
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
MNNAX vs. DFIEX - Drawdown Comparison
The maximum MNNAX drawdown since its inception was -92.93%, which is greater than DFIEX's maximum drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for MNNAX and DFIEX.
Loading graphics...
Drawdown Indicators
| MNNAX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.93% | -62.22% | -30.71% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -11.01% | -0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -30.29% | -28.66% | -1.63% |
Max Drawdown (10Y)Largest decline over 10 years | -38.01% | -41.04% | +3.03% |
Current DrawdownCurrent decline from peak | -6.60% | -7.75% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -51.03% | -12.26% | -38.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.81% | -0.22% |
Volatility
MNNAX vs. DFIEX - Volatility Comparison
The current volatility for Victory Munder Multi-Cap Fund (MNNAX) is 6.36%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that MNNAX 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
| MNNAX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 7.09% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 10.45% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 15.90% | +3.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.03% | 15.65% | +4.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.30% | 16.35% | +3.95% |