PINZX vs. DFIEX
Compare and contrast key facts about Principal Overseas Fund (PINZX) and DFA International Core Equity Portfolio I (DFIEX).
PINZX is managed by Principal. It was launched on Sep 29, 2008. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
PINZX vs. DFIEX - Performance Comparison
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PINZX vs. DFIEX - 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% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 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, PINZX achieves a -3.07% return, which is significantly lower than DFIEX's -0.21% return. Over the past 10 years, PINZX has outperformed DFIEX with an annualized return of 10.70%, while DFIEX has yielded a comparatively lower 9.31% 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%
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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PINZX vs. DFIEX - Expense Ratio Comparison
PINZX has a 0.97% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
PINZX vs. DFIEX — Risk / Return Rank
PINZX
DFIEX
PINZX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Overseas Fund (PINZX) 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.
| PINZX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 1.66 | -0.44 |
Sortino ratioReturn per unit of downside risk | 1.64 | 2.18 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.33 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 2.16 | -0.67 |
Martin ratioReturn relative to average drawdown | 5.77 | 8.72 | -2.95 |
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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.66 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.58 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.57 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.34 | +0.02 |
Correlation
The correlation between PINZX and DFIEX is 0.95, 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. DFIEX - Dividend Comparison
PINZX's dividend yield for the trailing twelve months is around 10.02%, more than DFIEX's 3.24% 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% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
PINZX vs. DFIEX - Drawdown Comparison
The maximum PINZX drawdown since its inception was -44.27%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for PINZX and DFIEX.
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Drawdown Indicators
| PINZX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.27% | -62.22% | +17.95% |
Max Drawdown (1Y)Largest decline over 1 year | -13.53% | -11.01% | -2.52% |
Max Drawdown (5Y)Largest decline over 5 years | -25.96% | -28.66% | +2.70% |
Max Drawdown (10Y)Largest decline over 10 years | -44.27% | -41.04% | -3.23% |
Current DrawdownCurrent decline from peak | -13.23% | -10.45% | -2.78% |
Average DrawdownAverage peak-to-trough decline | -9.31% | -12.26% | +2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.84% | +0.66% |
Volatility
PINZX vs. DFIEX - Volatility Comparison
Principal Overseas Fund (PINZX) has a higher volatility of 7.35% compared to DFA International Core Equity Portfolio I (DFIEX) at 6.26%. This indicates that PINZX'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
| PINZX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 6.26% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 11.20% | 10.04% | +1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 15.66% | +2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 15.60% | +1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 16.32% | +1.73% |