TIVFX vs. DFIEX
Compare and contrast key facts about American Beacon Tocqueville International Value Fund (TIVFX) and DFA International Core Equity Portfolio I (DFIEX).
TIVFX is managed by American Beacon. It was launched on Aug 1, 1994. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
TIVFX vs. DFIEX - Performance Comparison
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TIVFX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIVFX American Beacon Tocqueville International Value Fund | 12.18% | 36.15% | 3.73% | 15.43% | -20.57% | 7.53% | 12.61% | 19.38% | -19.87% | 24.18% |
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, TIVFX achieves a 12.18% return, which is significantly higher than DFIEX's 2.80% return. Over the past 10 years, TIVFX has underperformed DFIEX with an annualized return of 8.08%, while DFIEX has yielded a comparatively higher 9.64% annualized return.
TIVFX
- 1D
- 1.65%
- 1M
- -9.76%
- YTD
- 12.18%
- 6M
- 16.65%
- 1Y
- 59.68%
- 3Y*
- 19.06%
- 5Y*
- 8.08%
- 10Y*
- 8.08%
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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TIVFX vs. DFIEX - Expense Ratio Comparison
TIVFX has a 1.20% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
TIVFX vs. DFIEX — Risk / Return Rank
TIVFX
DFIEX
TIVFX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Beacon Tocqueville International Value Fund (TIVFX) 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.
| TIVFX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.12 | 1.95 | +1.16 |
Sortino ratioReturn per unit of downside risk | 3.55 | 2.55 | +1.01 |
Omega ratioGain probability vs. loss probability | 1.55 | 1.39 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 4.44 | 2.57 | +1.87 |
Martin ratioReturn relative to average drawdown | 17.93 | 10.07 | +7.86 |
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
| TIVFX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.12 | 1.95 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.60 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.59 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.35 | +0.02 |
Correlation
The correlation between TIVFX and DFIEX is 0.89, 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
TIVFX vs. DFIEX - Dividend Comparison
TIVFX's dividend yield for the trailing twelve months is around 7.86%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIVFX American Beacon Tocqueville International Value Fund | 7.86% | 8.82% | 10.23% | 1.66% | 1.39% | 3.65% | 0.34% | 1.69% | 1.37% | 1.28% | 1.57% | 3.01% |
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
TIVFX vs. DFIEX - Drawdown Comparison
The maximum TIVFX drawdown since its inception was -54.21%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for TIVFX and DFIEX.
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Drawdown Indicators
| TIVFX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.21% | -62.22% | +8.01% |
Max Drawdown (1Y)Largest decline over 1 year | -13.21% | -11.01% | -2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -36.31% | -28.66% | -7.65% |
Max Drawdown (10Y)Largest decline over 10 years | -41.51% | -41.04% | -0.47% |
Current DrawdownCurrent decline from peak | -10.23% | -7.75% | -2.48% |
Average DrawdownAverage peak-to-trough decline | -13.45% | -12.26% | -1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.81% | +0.46% |
Volatility
TIVFX vs. DFIEX - Volatility Comparison
American Beacon Tocqueville International Value Fund (TIVFX) has a higher volatility of 7.93% compared to DFA International Core Equity Portfolio I (DFIEX) at 7.09%. This indicates that TIVFX'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.
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Volatility by Period
| TIVFX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.93% | 7.09% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 14.06% | 10.45% | +3.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.68% | 15.90% | +3.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.21% | 15.65% | +2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 16.35% | +1.05% |