PXNIX vs. DFIEX
Compare and contrast key facts about Pax International Sustainable Economy Fund Institutional Class (PXNIX) and DFA International Core Equity Portfolio I (DFIEX).
PXNIX is managed by Pax World Funds. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
PXNIX vs. DFIEX - Performance Comparison
Loading graphics...
PXNIX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PXNIX Pax International Sustainable Economy Fund Institutional Class | -0.82% | 28.91% | 5.03% | 19.28% | -17.81% | 11.23% | 10.79% | 23.03% | -12.92% | 23.35% |
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, PXNIX achieves a -0.82% return, which is significantly lower than DFIEX's 4.28% return. Over the past 10 years, PXNIX has underperformed DFIEX with an annualized return of 8.27%, while DFIEX has yielded a comparatively higher 9.79% annualized return.
PXNIX
- 1D
- 3.15%
- 1M
- -6.20%
- YTD
- -0.82%
- 6M
- 2.74%
- 1Y
- 18.75%
- 3Y*
- 13.75%
- 5Y*
- 7.18%
- 10Y*
- 8.27%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PXNIX vs. DFIEX - Expense Ratio Comparison
PXNIX has a 0.47% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
PXNIX vs. DFIEX — Risk / Return Rank
PXNIX
DFIEX
PXNIX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pax International Sustainable Economy Fund Institutional Class (PXNIX) 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.
| PXNIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 2.05 | -0.95 |
Sortino ratioReturn per unit of downside risk | 1.57 | 2.66 | -1.09 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.41 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 2.84 | -1.32 |
Martin ratioReturn relative to average drawdown | 5.90 | 11.17 | -5.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PXNIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 2.05 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.62 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.60 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.35 | +0.17 |
Correlation
The correlation between PXNIX and DFIEX is 0.92, 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
PXNIX vs. DFIEX - Dividend Comparison
PXNIX's dividend yield for the trailing twelve months is around 7.22%, more than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PXNIX Pax International Sustainable Economy Fund Institutional Class | 7.22% | 7.17% | 3.54% | 2.38% | 2.64% | 4.69% | 1.82% | 2.58% | 2.84% | 2.54% | 2.74% | 2.04% |
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
PXNIX vs. DFIEX - Drawdown Comparison
The maximum PXNIX drawdown since its inception was -32.54%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for PXNIX and DFIEX.
Loading graphics...
Drawdown Indicators
| PXNIX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.54% | -62.22% | +29.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.58% | -11.01% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -32.54% | -28.66% | -3.88% |
Max Drawdown (10Y)Largest decline over 10 years | -32.54% | -41.04% | +8.50% |
Current DrawdownCurrent decline from peak | -8.33% | -6.42% | -1.91% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -12.26% | +5.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.80% | +0.20% |
Volatility
PXNIX vs. DFIEX - Volatility Comparison
Pax International Sustainable Economy Fund Institutional Class (PXNIX) has a higher volatility of 8.09% compared to DFA International Core Equity Portfolio I (DFIEX) at 6.66%. This indicates that PXNIX'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.
Loading graphics...
Volatility by Period
| PXNIX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.09% | 6.66% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 11.63% | 10.52% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.31% | 15.92% | +1.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.98% | 15.66% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.46% | 16.35% | +0.11% |