PIEQX vs. DFIEX
Compare and contrast key facts about T. Rowe Price International Equity Index Fund (PIEQX) and DFA International Core Equity Portfolio I (DFIEX).
PIEQX is managed by T. Rowe Price. It was launched on Nov 30, 2000. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
PIEQX vs. DFIEX - Performance Comparison
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PIEQX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PIEQX T. Rowe Price International Equity Index Fund | 1.00% | 31.37% | 3.40% | 18.07% | -14.54% | 11.02% | 9.21% | 21.04% | -14.29% | 23.44% |
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, PIEQX achieves a 1.00% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, PIEQX has underperformed DFIEX with an annualized return of 8.50%, while DFIEX has yielded a comparatively higher 9.64% annualized return.
PIEQX
- 1D
- 3.07%
- 1M
- -6.36%
- YTD
- 1.00%
- 6M
- 4.72%
- 1Y
- 22.75%
- 3Y*
- 14.23%
- 5Y*
- 8.01%
- 10Y*
- 8.50%
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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PIEQX vs. DFIEX - Expense Ratio Comparison
PIEQX has a 0.29% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
PIEQX vs. DFIEX — Risk / Return Rank
PIEQX
DFIEX
PIEQX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Equity Index Fund (PIEQX) 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.
| PIEQX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 1.95 | -0.61 |
Sortino ratioReturn per unit of downside risk | 1.85 | 2.55 | -0.70 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.39 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 2.57 | -0.66 |
Martin ratioReturn relative to average drawdown | 7.30 | 10.07 | -2.77 |
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
| PIEQX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.95 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.60 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.59 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.35 | -0.08 |
Correlation
The correlation between PIEQX and DFIEX is 0.97, 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
PIEQX vs. DFIEX - Dividend Comparison
PIEQX's dividend yield for the trailing twelve months is around 3.16%, which matches DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PIEQX T. Rowe Price International Equity Index Fund | 3.16% | 3.19% | 2.89% | 3.00% | 2.67% | 3.15% | 1.71% | 2.82% | 2.99% | 0.21% | 2.90% | 2.69% |
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
PIEQX vs. DFIEX - Drawdown Comparison
The maximum PIEQX drawdown since its inception was -60.73%, roughly equal to the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for PIEQX and DFIEX.
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Drawdown Indicators
| PIEQX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.73% | -62.22% | +1.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -11.01% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -29.56% | -28.66% | -0.90% |
Max Drawdown (10Y)Largest decline over 10 years | -35.19% | -41.04% | +5.85% |
Current DrawdownCurrent decline from peak | -8.19% | -7.75% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -14.03% | -12.26% | -1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.81% | +0.17% |
Volatility
PIEQX vs. DFIEX - Volatility Comparison
T. Rowe Price International Equity Index Fund (PIEQX) has a higher volatility of 7.77% compared to DFA International Core Equity Portfolio I (DFIEX) at 7.09%. This indicates that PIEQX's price experiences larger fluctuations and is considered to be riskier 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
| PIEQX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.77% | 7.09% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 10.45% | +0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.27% | 15.90% | +1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 15.65% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 16.35% | +0.36% |