MUHLX vs. DFIEX
Compare and contrast key facts about Muhlenkamp Fund (MUHLX) and DFA International Core Equity Portfolio I (DFIEX).
MUHLX is managed by Muhlenkamp. It was launched on Nov 1, 1988. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
MUHLX vs. DFIEX - Performance Comparison
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MUHLX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MUHLX Muhlenkamp Fund | 9.11% | 17.82% | 3.38% | 13.92% | 2.89% | 28.98% | 11.96% | 14.39% | -13.29% | 18.78% |
DFIEX DFA International Core Equity Portfolio I | 4.28% | 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, MUHLX achieves a 9.11% return, which is significantly higher than DFIEX's 4.28% return. Over the past 10 years, MUHLX has outperformed DFIEX with an annualized return of 10.68%, while DFIEX has yielded a comparatively lower 9.79% annualized return.
MUHLX
- 1D
- 2.42%
- 1M
- -3.30%
- YTD
- 9.11%
- 6M
- 10.26%
- 1Y
- 22.16%
- 3Y*
- 14.41%
- 5Y*
- 12.05%
- 10Y*
- 10.68%
DFIEX
- 1D
- 1.44%
- 1M
- -2.09%
- YTD
- 4.28%
- 6M
- 9.56%
- 1Y
- 32.02%
- 3Y*
- 17.30%
- 5Y*
- 9.72%
- 10Y*
- 9.79%
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MUHLX vs. DFIEX - Expense Ratio Comparison
MUHLX has a 1.14% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
MUHLX vs. DFIEX — Risk / Return Rank
MUHLX
DFIEX
MUHLX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Muhlenkamp Fund (MUHLX) 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.
| MUHLX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 2.05 | -0.63 |
Sortino ratioReturn per unit of downside risk | 1.97 | 2.66 | -0.69 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.41 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.37 | 2.84 | -0.47 |
Martin ratioReturn relative to average drawdown | 8.57 | 11.17 | -2.59 |
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
| MUHLX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 2.05 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.62 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.60 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.35 | +0.16 |
Correlation
The correlation between MUHLX and DFIEX is 0.77, 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
MUHLX vs. DFIEX - Dividend Comparison
MUHLX's dividend yield for the trailing twelve months is around 3.06%, less than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUHLX Muhlenkamp Fund | 3.06% | 3.34% | 0.58% | 0.89% | 6.80% | 7.77% | 10.28% | 1.26% | 14.70% | 4.30% | 0.00% | 11.02% |
DFIEX DFA International Core Equity Portfolio I | 3.10% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
MUHLX vs. DFIEX - Drawdown Comparison
The maximum MUHLX drawdown since its inception was -62.05%, roughly equal to the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for MUHLX and DFIEX.
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Drawdown Indicators
| MUHLX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.05% | -62.22% | +0.17% |
Max Drawdown (1Y)Largest decline over 1 year | -10.23% | -11.01% | +0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -28.66% | +10.03% |
Max Drawdown (10Y)Largest decline over 10 years | -40.85% | -41.04% | +0.19% |
Current DrawdownCurrent decline from peak | -5.65% | -6.42% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -10.81% | -12.26% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.80% | +0.03% |
Volatility
MUHLX vs. DFIEX - Volatility Comparison
The current volatility for Muhlenkamp Fund (MUHLX) is 6.01%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that MUHLX 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
| MUHLX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 6.66% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 10.52% | +1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.85% | 15.92% | +0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | 15.66% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.04% | 16.35% | +0.69% |