diff --git a/src/TSFrame.jl b/src/TSFrame.jl
index 94a5426..fb18f96 100644
--- a/src/TSFrame.jl
+++ b/src/TSFrame.jl
@@ -330,7 +330,7 @@ struct TSFrame
         end
 
 
-        sorted_cd = issorted ? (copycols ? copy(coredata) : coredata) : sort(coredata, index)
+        sorted_cd = issorted ? (copycols ? deepcopy(coredata) : coredata) : sort(coredata, index)
 
         if (index isa Symbol && index == :Index) || (index isa String && index == "Index")
             return new(sorted_cd)
@@ -345,9 +345,9 @@ struct TSFrame
 
     # From DataFrame, external index
     function TSFrame(coredata::DataFrame, index::AbstractVector{T}; issorted = false, copycols = true) where {T<:Union{Int, TimeType}}
-        sorted_index = issorted ? (copycols ? copy(index) : index) : sort(index)
+        sorted_index = issorted ? (copycols ? deepcopy(index) : index) : sort(index)
 
-        cd = copy(coredata)
+        cd = deepcopy(coredata)
         insertcols!(cd, 1, :Index => sorted_index, after=false, copycols = copycols)
 
         new(cd)
@@ -378,7 +378,7 @@ end
 # From DataFrame, index range
 function TSFrame(coredata::DataFrame, index::UnitRange{Int}; issorted = false, copycols = true)
     index_vals = collect(index)
-    cd = copy(coredata)
+    cd = deepcopy(coredata)
     insertcols!(cd, 1, :Index => index_vals, after=false, copycols=copycols)
     TSFrame(cd, :Index; issorted = issorted, copycols = copycols)
 end