SPFFX vs. DFIEX
Compare and contrast key facts about Sphere 500 Fossil Free Fund (SPFFX) and DFA International Core Equity Portfolio I (DFIEX).
SPFFX is managed by Reflection Asset Management. It was launched on Oct 3, 2021. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
SPFFX vs. DFIEX - Performance Comparison
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SPFFX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SPFFX Sphere 500 Fossil Free Fund | -6.37% | 18.12% | 25.13% | 29.48% | -20.03% | 9.04% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 2.56% |
Returns By Period
In the year-to-date period, SPFFX achieves a -6.37% return, which is significantly lower than DFIEX's 2.80% return.
SPFFX
- 1D
- 3.20%
- 1M
- -5.41%
- YTD
- -6.37%
- 6M
- -4.47%
- 1Y
- 16.14%
- 3Y*
- 18.33%
- 5Y*
- —
- 10Y*
- —
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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SPFFX vs. DFIEX - Expense Ratio Comparison
SPFFX has a 0.11% expense ratio, which is lower than DFIEX's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SPFFX vs. DFIEX — Risk / Return Rank
SPFFX
DFIEX
SPFFX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sphere 500 Fossil Free Fund (SPFFX) 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.
| SPFFX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.95 | -1.09 |
Sortino ratioReturn per unit of downside risk | 1.35 | 2.55 | -1.19 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.39 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 2.57 | -1.16 |
Martin ratioReturn relative to average drawdown | 5.92 | 10.07 | -4.16 |
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
| SPFFX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.95 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.60 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.35 | +0.26 |
Correlation
The correlation between SPFFX and DFIEX is 0.72, 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
SPFFX vs. DFIEX - Dividend Comparison
SPFFX's dividend yield for the trailing twelve months is around 7.26%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPFFX Sphere 500 Fossil Free Fund | 7.26% | 6.80% | 1.06% | 1.32% | 0.73% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
SPFFX vs. DFIEX - Drawdown Comparison
The maximum SPFFX drawdown since its inception was -25.11%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for SPFFX and DFIEX.
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Drawdown Indicators
| SPFFX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.11% | -62.22% | +37.11% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -11.01% | -1.13% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.66% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.04% | — |
Current DrawdownCurrent decline from peak | -7.89% | -7.75% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -12.26% | +5.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.81% | +0.09% |
Volatility
SPFFX vs. DFIEX - Volatility Comparison
The current volatility for Sphere 500 Fossil Free Fund (SPFFX) is 5.90%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that SPFFX 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
| SPFFX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 7.09% | -1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 10.56% | 10.45% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.36% | 15.90% | +3.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.29% | 15.65% | +1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.29% | 16.35% | +0.94% |