Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/05/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DFEOX (U.S. CORE EQUITY 1 PORTFOLIO U.S. CORE EQUITY 1 PORTFOLIO - INSTITUTIONAL CLASS) | -4.39% | 6.86% | 10.00% | 15.26% | 10.62% | 12.01% | NA | 9.91% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFEOX (U.S. CORE EQUITY 1 PORTFOLIO U.S. CORE EQUITY 1 PORTFOLIO - INSTITUTIONAL CLASS) | 11/01/2005 | 05/05/2025 |
The return data shown below all have the same latest date: 05/05/2025.
AR inception is since 11/01/2005.
AR inception is since 11/01/2005.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.22 | 6.86 | 10.00 | 15.26 | 10.62 | 12.01 | NA | 9.91 | -4.39 | 21.35 | 22.97 | -17.03 | 24.27 | 16.44 | 30.18 | -7.79 | 20.89 | 14.78 | -1.35 | 10.52 | 36.60 | 16.91 | -0.64 | 20.11 | 29.84 | -36.53 | 2.79 | 15.53 | 3.78 |
| Sharpe Ratio | NA | 0.19 | 0.32 | 0.71 | 0.49 | NA | NA | 0.42 | -0.51 | 1.14 | 1.39 | -0.78 | 1.68 | 0.52 | 2.15 | -0.54 | 2.60 | 1.03 | -0.09 | 0.86 | 3.07 | 1.22 | -0.03 | 1.00 | 1.00 | -0.92 | -0.01 | 1.08 | 2.53 |
| Standard Deviation(%) | NA | 19.31 | 18.41 | 18.22 | 18.08 | NA | NA | 20.06 | 27.67 | 12.89 | 13.61 | 23.83 | 14.39 | 31.31 | 13.39 | 16.97 | 7.83 | 14.21 | 15.35 | 12.24 | 11.93 | 13.96 | 26.11 | 20.05 | 29.74 | 40.61 | 16.17 | 11.42 | 9.08 |
| Draw Down(%) | NA | 19.49 | 19.49 | 23.95 | 36.55 | NA | NA | 56.75 | 19.19 | 8.29 | 10.61 | 22.86 | 6.61 | 36.55 | 7.67 | 21.82 | 3.39 | 11.36 | 12.69 | 8.49 | 5.24 | 11.12 | 23.10 | 17.23 | 29.02 | 48.53 | 11.30 | 9.26 | 2.31 |
| Yield(%) | 0.00 | 0.94 | 1.40 | 2.01 | 2.68 | 4.07 | 3.47 | 3.65 | 0.00 | 1.36 | 1.74 | 1.28 | 1.39 | 1.55 | 3.80 | 2.12 | 2.50 | 2.47 | 2.86 | 2.11 | 2.37 | 2.02 | 1.52 | 1.59 | 1.94 | 1.58 | 1.49 | 1.46 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFEOX (U.S. CORE EQUITY 1 PORTFOLIO U.S. CORE EQUITY 1 PORTFOLIO - INSTITUTIONAL CLASS) |
-16.25%
Feb 2006 - Feb 2009 |
-0.79%
Sep 2006 - Sep 2011 |
6.29%
Jan 2006 - Jan 2016 |
7.77%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFEOX (U.S. CORE EQUITY 1 PORTFOLIO U.S. CORE EQUITY 1 PORTFOLIO - INSTITUTIONAL CLASS) |
28.00%
Feb 2009 - Feb 2012 |
25.26%
Feb 2009 - Feb 2014 |
17.00%
Feb 2009 - Feb 2019 |
15.50%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart