RESGX vs. DFIEX
Compare and contrast key facts about Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) and DFA International Core Equity Portfolio I (DFIEX).
RESGX is managed by Glenmede. It was launched on Dec 22, 2015. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
RESGX vs. DFIEX - Performance Comparison
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RESGX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RESGX Glenmede Responsible ESG U.S. Equity Portfolio | 6.08% | 10.30% | 11.40% | 15.59% | -14.71% | 26.58% | 9.57% | 24.25% | -6.47% | 22.82% |
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, RESGX achieves a 6.08% return, which is significantly higher than DFIEX's 2.80% return. Over the past 10 years, RESGX has outperformed DFIEX with an annualized return of 11.24%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
RESGX
- 1D
- 2.52%
- 1M
- -0.98%
- YTD
- 6.08%
- 6M
- 8.96%
- 1Y
- 22.92%
- 3Y*
- 12.86%
- 5Y*
- 7.19%
- 10Y*
- 11.24%
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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RESGX vs. DFIEX - Expense Ratio Comparison
RESGX has a 0.85% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
RESGX vs. DFIEX — Risk / Return Rank
RESGX
DFIEX
RESGX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) 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.
| RESGX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 1.95 | -0.73 |
Sortino ratioReturn per unit of downside risk | 1.79 | 2.55 | -0.76 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.39 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 2.57 | -0.97 |
Martin ratioReturn relative to average drawdown | 6.82 | 10.07 | -3.25 |
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
| RESGX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 1.95 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.60 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.59 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.35 | +0.27 |
Correlation
The correlation between RESGX and DFIEX is 0.76, 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
RESGX vs. DFIEX - Dividend Comparison
RESGX's dividend yield for the trailing twelve months is around 7.77%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RESGX Glenmede Responsible ESG U.S. Equity Portfolio | 7.77% | 8.24% | 13.38% | 9.08% | 8.17% | 9.98% | 0.82% | 1.90% | 5.09% | 0.94% | 0.72% | 0.00% |
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
RESGX vs. DFIEX - Drawdown Comparison
The maximum RESGX drawdown since its inception was -37.80%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for RESGX and DFIEX.
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Drawdown Indicators
| RESGX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.80% | -62.22% | +24.42% |
Max Drawdown (1Y)Largest decline over 1 year | -12.66% | -11.01% | -1.65% |
Max Drawdown (5Y)Largest decline over 5 years | -23.58% | -28.66% | +5.08% |
Max Drawdown (10Y)Largest decline over 10 years | -37.80% | -41.04% | +3.24% |
Current DrawdownCurrent decline from peak | -4.26% | -7.75% | +3.49% |
Average DrawdownAverage peak-to-trough decline | -5.08% | -12.26% | +7.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.81% | +0.22% |
Volatility
RESGX vs. DFIEX - Volatility Comparison
The current volatility for Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) is 4.82%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that RESGX 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
| RESGX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 7.09% | -2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 10.45% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.07% | 15.90% | +3.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.17% | 15.65% | +1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.65% | 16.35% | +2.30% |