WSHFX vs. DFIEX
Compare and contrast key facts about American Funds Washington Mutual Investors Fund Class F-1 (WSHFX) and DFA International Core Equity Portfolio I (DFIEX).
WSHFX is managed by American Funds. It was launched on Aug 5, 2008. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
WSHFX vs. DFIEX - Performance Comparison
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WSHFX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WSHFX American Funds Washington Mutual Investors Fund Class F-1 | -3.20% | 17.13% | 18.94% | 17.15% | -8.50% | 28.36% | 7.62% | 24.82% | -6.27% | 19.91% |
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, WSHFX achieves a -3.20% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, WSHFX has outperformed DFIEX with an annualized return of 11.99%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
WSHFX
- 1D
- 2.21%
- 1M
- -5.86%
- YTD
- -3.20%
- 6M
- -1.44%
- 1Y
- 12.87%
- 3Y*
- 16.05%
- 5Y*
- 11.11%
- 10Y*
- 11.99%
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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WSHFX vs. DFIEX - Expense Ratio Comparison
WSHFX has a 0.64% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
WSHFX vs. DFIEX — Risk / Return Rank
WSHFX
DFIEX
WSHFX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds Washington Mutual Investors Fund Class F-1 (WSHFX) 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.
| WSHFX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.95 | -1.10 |
Sortino ratioReturn per unit of downside risk | 1.33 | 2.55 | -1.21 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.39 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 2.57 | -1.23 |
Martin ratioReturn relative to average drawdown | 5.96 | 10.07 | -4.11 |
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
| WSHFX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.95 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.60 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.59 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.35 | +0.13 |
Correlation
The correlation between WSHFX and DFIEX is 0.80, 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
WSHFX vs. DFIEX - Dividend Comparison
WSHFX's dividend yield for the trailing twelve months is around 10.44%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WSHFX American Funds Washington Mutual Investors Fund Class F-1 | 10.44% | 10.08% | 10.05% | 6.11% | 6.28% | 6.01% | 3.02% | 6.17% | 4.28% | 7.19% | 6.32% | 6.18% |
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
WSHFX vs. DFIEX - Drawdown Comparison
The maximum WSHFX drawdown since its inception was -53.94%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for WSHFX and DFIEX.
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Drawdown Indicators
| WSHFX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.94% | -62.22% | +8.28% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -11.01% | +0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -18.69% | -28.66% | +9.97% |
Max Drawdown (10Y)Largest decline over 10 years | -34.67% | -41.04% | +6.37% |
Current DrawdownCurrent decline from peak | -6.36% | -7.75% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -12.26% | +4.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 2.81% | -0.48% |
Volatility
WSHFX vs. DFIEX - Volatility Comparison
The current volatility for American Funds Washington Mutual Investors Fund Class F-1 (WSHFX) is 4.41%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that WSHFX 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
| WSHFX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 7.09% | -2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 8.28% | 10.45% | -2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 15.90% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 15.65% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 16.35% | -0.02% |