YCGEX vs. DFIEX
Compare and contrast key facts about YCG Enhanced Fund (YCGEX) and DFA International Core Equity Portfolio I (DFIEX).
YCGEX is managed by YCG FUNDS. It was launched on Dec 28, 2012. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
YCGEX vs. DFIEX - Performance Comparison
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YCGEX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YCGEX YCG Enhanced Fund | -11.42% | 4.14% | 11.99% | 30.15% | -22.38% | 27.32% | 17.27% | 41.20% | -3.25% | 22.81% |
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, YCGEX achieves a -11.42% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, YCGEX has outperformed DFIEX with an annualized return of 10.48%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
YCGEX
- 1D
- 1.15%
- 1M
- -8.10%
- YTD
- -11.42%
- 6M
- -10.89%
- 1Y
- -9.04%
- 3Y*
- 6.35%
- 5Y*
- 4.91%
- 10Y*
- 10.48%
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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YCGEX vs. DFIEX - Expense Ratio Comparison
YCGEX has a 1.19% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
YCGEX vs. DFIEX — Risk / Return Rank
YCGEX
DFIEX
YCGEX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YCG Enhanced Fund (YCGEX) 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.
| YCGEX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.55 | 1.95 | -2.50 |
Sortino ratioReturn per unit of downside risk | -0.68 | 2.55 | -3.23 |
Omega ratioGain probability vs. loss probability | 0.91 | 1.39 | -0.48 |
Calmar ratioReturn relative to maximum drawdown | -0.49 | 2.57 | -3.07 |
Martin ratioReturn relative to average drawdown | -1.61 | 10.07 | -11.68 |
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
| YCGEX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.55 | 1.95 | -2.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.60 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.59 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.35 | +0.31 |
Correlation
The correlation between YCGEX and DFIEX is 0.73, 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
YCGEX vs. DFIEX - Dividend Comparison
YCGEX's dividend yield for the trailing twelve months is around 5.55%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
YCGEX YCG Enhanced Fund | 5.55% | 4.92% | 4.31% | 1.96% | 0.00% | 9.49% | 0.00% | 0.56% | 3.53% | 3.66% | 3.38% | 2.13% |
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
YCGEX vs. DFIEX - Drawdown Comparison
The maximum YCGEX drawdown since its inception was -35.90%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for YCGEX and DFIEX.
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Drawdown Indicators
| YCGEX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.90% | -62.22% | +26.32% |
Max Drawdown (1Y)Largest decline over 1 year | -15.96% | -11.01% | -4.95% |
Max Drawdown (5Y)Largest decline over 5 years | -30.75% | -28.66% | -2.09% |
Max Drawdown (10Y)Largest decline over 10 years | -35.90% | -41.04% | +5.14% |
Current DrawdownCurrent decline from peak | -13.71% | -7.75% | -5.96% |
Average DrawdownAverage peak-to-trough decline | -4.43% | -12.26% | +7.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.91% | 2.81% | +2.10% |
Volatility
YCGEX vs. DFIEX - Volatility Comparison
The current volatility for YCG Enhanced Fund (YCGEX) is 4.56%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that YCGEX 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
| YCGEX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 7.09% | -2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 10.45% | -1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 15.90% | -0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.15% | 15.65% | +1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.93% | 16.35% | +1.58% |