PRSGX vs. DFIEX
Compare and contrast key facts about T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) and DFA International Core Equity Portfolio I (DFIEX).
PRSGX is managed by T. Rowe Price. It was launched on Jun 29, 1990. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
PRSGX vs. DFIEX - Performance Comparison
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PRSGX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRSGX T. Rowe Price Spectrum Diversified Equity Fund | -3.39% | 33.73% | 17.16% | 20.89% | -18.86% | 20.65% | 18.34% | 27.08% | -8.66% | 24.22% |
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, PRSGX achieves a -3.39% return, which is significantly lower than DFIEX's 4.28% return. Over the past 10 years, PRSGX has outperformed DFIEX with an annualized return of 12.59%, while DFIEX has yielded a comparatively lower 9.79% annualized return.
PRSGX
- 1D
- 0.57%
- 1M
- -3.96%
- YTD
- -3.39%
- 6M
- 14.76%
- 1Y
- 31.21%
- 3Y*
- 20.13%
- 5Y*
- 10.67%
- 10Y*
- 12.59%
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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PRSGX vs. DFIEX - Expense Ratio Comparison
PRSGX has a 0.73% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
PRSGX vs. DFIEX — Risk / Return Rank
PRSGX
DFIEX
PRSGX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) 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.
| PRSGX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 2.05 | -0.70 |
Sortino ratioReturn per unit of downside risk | 2.69 | 2.66 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.35 | 2.84 | -0.49 |
Martin ratioReturn relative to average drawdown | 10.76 | 11.17 | -0.41 |
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
| PRSGX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 2.05 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.62 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.60 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.35 | +0.22 |
Correlation
The correlation between PRSGX and DFIEX is 0.85, 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
PRSGX vs. DFIEX - Dividend Comparison
PRSGX's dividend yield for the trailing twelve months is around 30.43%, more than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRSGX T. Rowe Price Spectrum Diversified Equity Fund | 30.43% | 29.40% | 6.66% | 4.93% | 10.33% | 6.54% | 13.48% | 9.06% | 11.25% | 6.98% | 6.39% | 11.48% |
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
PRSGX vs. DFIEX - Drawdown Comparison
The maximum PRSGX drawdown since its inception was -56.47%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for PRSGX and DFIEX.
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Drawdown Indicators
| PRSGX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.47% | -62.22% | +5.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.88% | -11.01% | +2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -26.86% | -28.66% | +1.80% |
Max Drawdown (10Y)Largest decline over 10 years | -34.52% | -41.04% | +6.52% |
Current DrawdownCurrent decline from peak | -5.73% | -6.42% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -7.49% | -12.26% | +4.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.80% | +0.13% |
Volatility
PRSGX vs. DFIEX - Volatility Comparison
The current volatility for T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) is 5.49%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that PRSGX 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
| PRSGX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 6.66% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 18.36% | 10.52% | +7.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.76% | 15.92% | +8.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.77% | 15.66% | +2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 16.35% | +1.68% |