TLCIX vs. DFIEX
Compare and contrast key facts about Touchstone Large Cap Fund (TLCIX) and DFA International Core Equity Portfolio I (DFIEX).
TLCIX is managed by Touchstone. It was launched on Jul 9, 2014. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
TLCIX vs. DFIEX - Performance Comparison
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TLCIX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TLCIX Touchstone Large Cap Fund | 1.32% | 8.16% | 15.04% | 14.37% | -15.02% | 26.00% | 10.32% | 31.56% | -6.31% | 21.72% |
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, TLCIX achieves a 1.32% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, TLCIX has outperformed DFIEX with an annualized return of 10.70%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
TLCIX
- 1D
- 1.72%
- 1M
- -4.75%
- YTD
- 1.32%
- 6M
- 1.83%
- 1Y
- 7.38%
- 3Y*
- 12.03%
- 5Y*
- 7.10%
- 10Y*
- 10.70%
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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TLCIX vs. DFIEX - Expense Ratio Comparison
TLCIX has a 0.82% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
TLCIX vs. DFIEX — Risk / Return Rank
TLCIX
DFIEX
TLCIX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Large Cap Fund (TLCIX) 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.
| TLCIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 1.95 | -1.50 |
Sortino ratioReturn per unit of downside risk | 0.75 | 2.55 | -1.80 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.39 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 0.71 | 2.57 | -1.86 |
Martin ratioReturn relative to average drawdown | 2.86 | 10.07 | -7.21 |
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
| TLCIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 1.95 | -1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.60 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.59 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.35 | +0.23 |
Correlation
The correlation between TLCIX and DFIEX is 0.74, 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
TLCIX vs. DFIEX - Dividend Comparison
TLCIX's dividend yield for the trailing twelve months is around 2.84%, less than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLCIX Touchstone Large Cap Fund | 2.84% | 2.88% | 3.76% | 1.93% | 4.29% | 3.01% | 1.28% | 13.22% | 1.12% | 0.73% | 1.02% | 0.77% |
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
TLCIX vs. DFIEX - Drawdown Comparison
The maximum TLCIX drawdown since its inception was -34.19%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for TLCIX and DFIEX.
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Drawdown Indicators
| TLCIX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.19% | -62.22% | +28.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.72% | -11.01% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -23.26% | -28.66% | +5.40% |
Max Drawdown (10Y)Largest decline over 10 years | -34.19% | -41.04% | +6.85% |
Current DrawdownCurrent decline from peak | -5.96% | -7.75% | +1.79% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -12.26% | +7.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.81% | +0.11% |
Volatility
TLCIX vs. DFIEX - Volatility Comparison
The current volatility for Touchstone Large Cap Fund (TLCIX) is 3.88%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that TLCIX 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
| TLCIX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 7.09% | -3.21% |
Volatility (6M)Calculated over the trailing 6-month period | 8.17% | 10.45% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 15.90% | -0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 15.65% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 16.35% | +0.46% |