SENCX vs. DFIEX
Compare and contrast key facts about Touchstone Large Cap Focused Fund (SENCX) and DFA International Core Equity Portfolio I (DFIEX).
SENCX is managed by Touchstone. It was launched on Jan 12, 1934. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
SENCX vs. DFIEX - Performance Comparison
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SENCX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SENCX Touchstone Large Cap Focused Fund | -7.35% | 17.56% | 20.29% | 25.00% | -17.55% | 25.26% | 23.83% | 47.43% | -2.60% | 22.91% |
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, SENCX achieves a -7.35% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, SENCX has outperformed DFIEX with an annualized return of 14.93%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
SENCX
- 1D
- 3.22%
- 1M
- -5.84%
- YTD
- -7.35%
- 6M
- -4.50%
- 1Y
- 12.82%
- 3Y*
- 14.82%
- 5Y*
- 9.04%
- 10Y*
- 14.93%
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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SENCX vs. DFIEX - Expense Ratio Comparison
SENCX has a 0.99% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
SENCX vs. DFIEX — Risk / Return Rank
SENCX
DFIEX
SENCX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Large Cap Focused Fund (SENCX) 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.
| SENCX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 1.95 | -1.25 |
Sortino ratioReturn per unit of downside risk | 1.13 | 2.55 | -1.41 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.39 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 2.57 | -1.47 |
Martin ratioReturn relative to average drawdown | 4.10 | 10.07 | -5.98 |
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
| SENCX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 1.95 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.60 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.59 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.35 | +0.27 |
Correlation
The correlation between SENCX and DFIEX is 0.79, 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
SENCX vs. DFIEX - Dividend Comparison
SENCX's dividend yield for the trailing twelve months is around 1.58%, less than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SENCX Touchstone Large Cap Focused Fund | 1.58% | 1.46% | 0.66% | 0.65% | 1.58% | 6.74% | 5.59% | 23.32% | 12.26% | 17.28% | 7.08% | 9.70% |
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
SENCX vs. DFIEX - Drawdown Comparison
The maximum SENCX drawdown since its inception was -51.89%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for SENCX and DFIEX.
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Drawdown Indicators
| SENCX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -62.22% | +10.33% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -11.01% | -1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -27.82% | -28.66% | +0.84% |
Max Drawdown (10Y)Largest decline over 10 years | -31.56% | -41.04% | +9.48% |
Current DrawdownCurrent decline from peak | -9.38% | -7.75% | -1.63% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -12.26% | +5.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 2.81% | +0.49% |
Volatility
SENCX vs. DFIEX - Volatility Comparison
The current volatility for Touchstone Large Cap Focused Fund (SENCX) is 5.68%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that SENCX 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
| SENCX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 7.09% | -1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.71% | 10.45% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.72% | 15.90% | +2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.05% | 15.65% | +1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.48% | 16.35% | +2.13% |