TSONX vs. DFSPX
Compare and contrast key facts about TIAA-CREF Social Choice International Equity Fund (TSONX) and DFA International Sustainability Core 1 Portfolio (DFSPX).
TSONX is managed by TIAA Investments. It was launched on Aug 7, 2015. DFSPX is managed by Dimensional. It was launched on Mar 12, 2008.
Performance
TSONX vs. DFSPX - Performance Comparison
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TSONX vs. DFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSONX TIAA-CREF Social Choice International Equity Fund | -4.27% | 28.55% | 3.18% | 19.26% | -14.78% | 11.95% | 9.87% | 23.36% | -13.59% | 21.96% |
DFSPX DFA International Sustainability Core 1 Portfolio | -4.18% | 32.97% | 4.99% | 18.37% | -17.70% | 12.12% | 11.64% | 24.22% | -15.53% | 27.25% |
Returns By Period
The year-to-date returns for both investments are quite close, with TSONX having a -4.27% return and DFSPX slightly higher at -4.18%. Over the past 10 years, TSONX has underperformed DFSPX with an annualized return of 8.05%, while DFSPX has yielded a comparatively higher 8.63% annualized return.
TSONX
- 1D
- 0.40%
- 1M
- -12.16%
- YTD
- -4.27%
- 6M
- -0.63%
- 1Y
- 16.05%
- 3Y*
- 11.63%
- 5Y*
- 7.05%
- 10Y*
- 8.05%
DFSPX
- 1D
- 0.06%
- 1M
- -11.91%
- YTD
- -4.18%
- 6M
- -0.02%
- 1Y
- 19.98%
- 3Y*
- 13.48%
- 5Y*
- 7.03%
- 10Y*
- 8.63%
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TSONX vs. DFSPX - Expense Ratio Comparison
TSONX has a 0.36% expense ratio, which is higher than DFSPX's 0.24% expense ratio.
Return for Risk
TSONX vs. DFSPX — Risk / Return Rank
TSONX
DFSPX
TSONX vs. DFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Social Choice International Equity Fund (TSONX) and DFA International Sustainability Core 1 Portfolio (DFSPX). 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.
| TSONX | DFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 1.18 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.63 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.51 | -0.37 |
Martin ratioReturn relative to average drawdown | 4.50 | 6.04 | -1.54 |
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
| TSONX | DFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.18 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.45 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.54 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.53 | -0.07 |
Correlation
The correlation between TSONX and DFSPX is 0.98, 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
TSONX vs. DFSPX - Dividend Comparison
TSONX's dividend yield for the trailing twelve months is around 6.06%, more than DFSPX's 3.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSONX TIAA-CREF Social Choice International Equity Fund | 6.06% | 5.80% | 3.25% | 3.21% | 2.31% | 3.13% | 1.48% | 1.63% | 2.52% | 0.04% | 2.57% | 0.00% |
DFSPX DFA International Sustainability Core 1 Portfolio | 3.17% | 3.06% | 3.06% | 2.59% | 2.27% | 2.64% | 1.44% | 2.52% | 2.60% | 2.32% | 2.48% | 2.43% |
Drawdowns
TSONX vs. DFSPX - Drawdown Comparison
The maximum TSONX drawdown since its inception was -33.02%, smaller than the maximum DFSPX drawdown of -35.86%. Use the drawdown chart below to compare losses from any high point for TSONX and DFSPX.
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Drawdown Indicators
| TSONX | DFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -35.86% | +2.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.63% | -11.96% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -29.51% | -32.68% | +3.17% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | -35.86% | +2.84% |
Current DrawdownCurrent decline from peak | -12.16% | -11.91% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -6.04% | -7.26% | +1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 2.99% | +0.23% |
Volatility
TSONX vs. DFSPX - Volatility Comparison
TIAA-CREF Social Choice International Equity Fund (TSONX) has a higher volatility of 7.38% compared to DFA International Sustainability Core 1 Portfolio (DFSPX) at 6.68%. This indicates that TSONX's price experiences larger fluctuations and is considered to be riskier than DFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSONX | DFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.38% | 6.68% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 10.48% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.07% | 16.20% | +0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 15.88% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 16.13% | +0.47% |