TOCQX vs. DFIEX
Compare and contrast key facts about Tocqueville Fund (TOCQX) and DFA International Core Equity Portfolio I (DFIEX).
TOCQX is managed by Tocqueville. It was launched on Jan 13, 1987. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
TOCQX vs. DFIEX - Performance Comparison
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TOCQX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TOCQX Tocqueville Fund | 2.14% | 22.96% | 20.70% | 16.82% | -13.72% | 25.81% | 12.58% | 29.34% | -7.23% | 20.38% |
DFIEX DFA International Core Equity Portfolio I | 4.28% | 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, TOCQX achieves a 2.14% return, which is significantly lower than DFIEX's 4.28% return. Over the past 10 years, TOCQX has outperformed DFIEX with an annualized return of 12.96%, while DFIEX has yielded a comparatively lower 9.79% annualized return.
TOCQX
- 1D
- 3.68%
- 1M
- -5.85%
- YTD
- 2.14%
- 6M
- 7.49%
- 1Y
- 31.58%
- 3Y*
- 19.56%
- 5Y*
- 12.13%
- 10Y*
- 12.96%
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%
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TOCQX vs. DFIEX - Expense Ratio Comparison
TOCQX has a 1.25% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
TOCQX vs. DFIEX — Risk / Return Rank
TOCQX
DFIEX
TOCQX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tocqueville Fund (TOCQX) 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.
| TOCQX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 2.05 | -0.49 |
Sortino ratioReturn per unit of downside risk | 2.19 | 2.66 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.41 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.63 | 2.84 | -0.22 |
Martin ratioReturn relative to average drawdown | 11.68 | 11.17 | +0.51 |
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
| TOCQX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 2.05 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.62 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.60 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.35 | +0.21 |
Correlation
The correlation between TOCQX and DFIEX is 0.82, 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
TOCQX vs. DFIEX - Dividend Comparison
TOCQX's dividend yield for the trailing twelve months is around 6.63%, more than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TOCQX Tocqueville Fund | 6.63% | 6.77% | 8.65% | 5.91% | 5.05% | 10.71% | 3.38% | 7.10% | 9.39% | 9.73% | 5.66% | 2.09% |
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
TOCQX vs. DFIEX - Drawdown Comparison
The maximum TOCQX drawdown since its inception was -54.34%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for TOCQX and DFIEX.
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Drawdown Indicators
| TOCQX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.34% | -62.22% | +7.88% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -11.01% | -1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -22.26% | -28.66% | +6.40% |
Max Drawdown (10Y)Largest decline over 10 years | -35.13% | -41.04% | +5.91% |
Current DrawdownCurrent decline from peak | -6.22% | -6.42% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -12.26% | +4.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.80% | -0.01% |
Volatility
TOCQX vs. DFIEX - Volatility Comparison
Tocqueville Fund (TOCQX) has a higher volatility of 7.18% compared to DFA International Core Equity Portfolio I (DFIEX) at 6.66%. This indicates that TOCQX'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
| TOCQX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 6.66% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 13.41% | 10.52% | +2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.81% | 15.92% | +4.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 15.66% | +1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 16.35% | +1.81% |