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SSAQX vs. DFIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SSAQX vs. DFIEX

Last updated Apr 2, 2026

Compare and contrast key facts about State Street U.S. Core Equity Fund (SSAQX) and DFA International Core Equity Portfolio I (DFIEX).

SSAQX is managed by State Street. It was launched on Dec 31, 1979. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.

Performance

SSAQX vs. DFIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street U.S. Core Equity Fund (SSAQX) and DFA International Core Equity Portfolio I (DFIEX). The values are adjusted to include any dividend payments, if applicable.

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SSAQX vs. DFIEX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
SSAQX
State Street U.S. Core Equity Fund		-6.11%17.43%5.04%28.87%-18.27%12.02%
DFIEX
DFA International Core Equity Portfolio I		4.28%36.18%3.99%17.50%-13.51%0.67%

Returns By Period

In the year-to-date period, SSAQX achieves a -6.11% return, which is significantly lower than DFIEX's 4.28% return.

SSAQX

1D
2.95%
1M
-5.23%
YTD
-6.11%
6M
-3.50%
1Y
16.29%
3Y*
11.81%
5Y*
—
10Y*
—

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

State Street U.S. Core Equity Fund

DFA International Core Equity Portfolio I

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SSAQX vs. VOOSSAQX vs. FELCSSAQX vs. VUGSSAQX vs. FZROXSSAQX vs. FDGFXSSAQX vs. VTISSAQX vs. PRCOX
Often compared with DFIEX:
DFIEX vs. DFICDFIEX vs. VXUSDFIEX vs. DFEOXDFIEX vs. DFEMXDFIEX vs. DFALXDFIEX vs. VBLAXDFIEX vs. BCOSX

SSAQX vs. DFIEX - Expense Ratio Comparison

SSAQX has a 0.16% 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%.

DFIEX
DFA International Core Equity Portfolio I
SSAQX
State Street U.S. Core Equity Fund

Return for Risk

SSAQX vs. DFIEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SSAQX
SSAQX Risk / Return Rank: 5151
Overall Rank
SSAQX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SSAQX Sortino Ratio Rank: 4747
Sortino Ratio Rank
SSAQX Omega Ratio Rank: 4747
Omega Ratio Rank
SSAQX Calmar Ratio Rank: 5959
Calmar Ratio Rank
SSAQX Martin Ratio Rank: 6060
Martin Ratio Rank
DFIEX
DFIEX Risk / Return Rank: 9090
Overall Rank
DFIEX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DFIEX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DFIEX Omega Ratio Rank: 8989
Omega Ratio Rank
DFIEX Calmar Ratio Rank: 9191
Calmar Ratio Rank
DFIEX Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SSAQX vs. DFIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street U.S. Core Equity Fund (SSAQX) 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.

SSAQXDFIEXDifference

Sharpe ratio

Return per unit of total volatility

0.92

2.05

-1.13

Sortino ratio

Return per unit of downside risk

1.43

2.66

-1.23

Omega ratio

Gain probability vs. loss probability

1.21

1.41

-0.19

Calmar ratio

Return relative to maximum drawdown

1.49

2.84

-1.35

Martin ratio

Return relative to average drawdown

6.02

11.17

-5.15

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSAQX vs. DFIEX - Sharpe Ratio Comparison

The current SSAQX Sharpe Ratio is 0.92, which is lower than the DFIEX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of SSAQX and DFIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

SSAQXDFIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

2.05

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.62

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.60

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.35

0.00

Correlation

The correlation between SSAQX 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

SSAQX vs. DFIEX - Dividend Comparison

SSAQX's dividend yield for the trailing twelve months is around 12.80%, more than DFIEX's 3.10% yield.

TTM20252024202320222021202020192018201720162015
SSAQX
State Street U.S. Core Equity Fund		12.80%12.02%0.00%3.83%9.83%13.21%0.00%0.00%0.00%0.00%0.00%0.00%
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

SSAQX vs. DFIEX - Drawdown Comparison

The maximum SSAQX drawdown since its inception was -31.70%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for SSAQX and DFIEX.

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Drawdown Indicators

SSAQXDFIEXDifference

Max Drawdown

Largest peak-to-trough decline

-31.70%

-62.22%

+30.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.49%

-11.01%

-0.48%

Max Drawdown (5Y)

Largest decline over 5 years

—

-28.66%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-41.04%

—

Current Drawdown

Current decline from peak

-10.84%

-6.42%

-4.42%

Average Drawdown

Average peak-to-trough decline

-8.28%

-12.26%

+3.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.80%

+0.04%

Volatility

SSAQX vs. DFIEX - Volatility Comparison

The current volatility for State Street U.S. Core Equity Fund (SSAQX) is 5.43%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that SSAQX 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

SSAQXDFIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

6.66%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.54%

10.52%

-0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

18.05%

15.92%

+2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.06%

15.66%

+3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.06%

16.35%

+2.71%