PINZX vs. DFEOX
Compare and contrast key facts about Principal Overseas Fund (PINZX) and DFA US Core Equity 1 Portfolio I (DFEOX).
PINZX is managed by Principal. It was launched on Sep 29, 2008. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
PINZX vs. DFEOX - Performance Comparison
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PINZX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PINZX Principal Overseas Fund | -3.07% | 40.18% | 13.98% | 22.59% | -4.87% | 11.15% | 4.09% | 20.84% | -17.91% | 25.59% |
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Returns By Period
In the year-to-date period, PINZX achieves a -3.07% return, which is significantly higher than DFEOX's -4.34% return. Over the past 10 years, PINZX has underperformed DFEOX with an annualized return of 10.70%, while DFEOX has yielded a comparatively higher 12.94% annualized return.
PINZX
- 1D
- 0.09%
- 1M
- -12.96%
- YTD
- -3.07%
- 6M
- 3.68%
- 1Y
- 22.76%
- 3Y*
- 19.43%
- 5Y*
- 13.19%
- 10Y*
- 10.70%
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
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PINZX vs. DFEOX - Expense Ratio Comparison
PINZX has a 0.97% expense ratio, which is higher than DFEOX's 0.14% expense ratio.
Return for Risk
PINZX vs. DFEOX — Risk / Return Rank
PINZX
DFEOX
PINZX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Overseas Fund (PINZX) and DFA US Core Equity 1 Portfolio I (DFEOX). 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.
| PINZX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 0.93 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.43 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.22 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 0.98 | +0.51 |
Martin ratioReturn relative to average drawdown | 5.77 | 4.74 | +1.02 |
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
| PINZX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 0.93 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.62 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.72 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.51 | -0.15 |
Correlation
The correlation between PINZX and DFEOX 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
PINZX vs. DFEOX - Dividend Comparison
PINZX's dividend yield for the trailing twelve months is around 10.02%, more than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PINZX Principal Overseas Fund | 10.02% | 9.71% | 29.12% | 6.31% | 8.23% | 7.70% | 1.85% | 3.08% | 10.03% | 3.15% | 2.04% | 4.01% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
PINZX vs. DFEOX - Drawdown Comparison
The maximum PINZX drawdown since its inception was -44.27%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for PINZX and DFEOX.
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Drawdown Indicators
| PINZX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.27% | -56.77% | +12.50% |
Max Drawdown (1Y)Largest decline over 1 year | -13.53% | -12.58% | -0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -25.96% | -22.86% | -3.10% |
Max Drawdown (10Y)Largest decline over 10 years | -44.27% | -36.55% | -7.72% |
Current DrawdownCurrent decline from peak | -13.23% | -8.28% | -4.95% |
Average DrawdownAverage peak-to-trough decline | -9.31% | -7.25% | -2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.69% | +0.81% |
Volatility
PINZX vs. DFEOX - Volatility Comparison
Principal Overseas Fund (PINZX) has a higher volatility of 7.35% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 4.20%. This indicates that PINZX's price experiences larger fluctuations and is considered to be riskier than DFEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PINZX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 4.20% | +3.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.20% | 8.49% | +2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 17.87% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 16.88% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 17.98% | +0.07% |