2 Fund Portfolio US SCV and INT"l SCV

Asset Allocation

Position	Category/Sector	Target Weight
DISVX DFA International Small Cap Value Portfolio	Foreign Small & Mid Cap Equities	50%
DFSVX DFA U.S. Small Cap Value Portfolio I	Small Cap Value Equities	50%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Portfolio Optimizer

Find the right asset allocation for 2 Fund Portfolio US SCV and INT"l SCV

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2 Fund Portfolio US SCV and INT"l SCV, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Loading charts...

Returns By Period

As of Jun 9, 2026, the 2 Fund Portfolio US SCV and INT"l SCV returned 11.31% Year-To-Date and 10.93% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio 2 Fund Portfolio US SCV and INT"l SCV	-1.78%	-1.31%	11.31%	13.51%	32.42%	21.34%	11.64%	10.93%
Portfolio components:
DFSVX DFA U.S. Small Cap Value Portfolio I	-1.27%	0.05%	14.98%	15.29%	32.71%	17.20%	9.93%	11.15%
DISVX DFA International Small Cap Value Portfolio	-2.29%	-2.66%	7.70%	11.65%	32.02%	24.98%	12.91%	10.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 29, 1994, 2 Fund Portfolio US SCV and INT"l SCV's average daily return is +0.04%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +17.9%, while the worst month was Mar 2020 at -24.6%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 2 Fund Portfolio US SCV and INT"l SCV closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -11.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	6.85%	5.28%	-6.71%	6.40%	1.58%	-1.87%							11.31%
2025	3.24%	-1.15%	-0.91%	-0.44%	6.22%	4.51%	0.73%	7.39%	1.34%	-1.05%	3.89%	2.53%	29.15%
2024	-2.15%	2.00%	5.37%	-3.53%	5.77%	-3.07%	7.84%	-0.66%	0.85%	-3.30%	5.56%	-5.15%	8.82%
2023	8.49%	-1.38%	-3.48%	0.24%	-4.52%	7.32%	6.23%	-2.91%	-3.41%	-3.94%	7.68%	8.42%	18.51%
2022	-2.29%	0.84%	0.13%	-5.34%	2.86%	-10.79%	7.26%	-3.33%	-9.66%	10.11%	8.50%	-2.60%	-6.60%
2021	2.10%	9.06%	5.37%	2.88%	4.36%	-2.90%	-0.47%	2.08%	-1.66%	3.14%	-4.32%	5.94%	27.76%

Benchmark Metrics

2 Fund Portfolio US SCV and INT"l SCV has an annualized alpha of 3.43%, beta of 0.75, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since December 29, 1994.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (98.51%) than losses (94.01%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.43% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 3.43%

Beta: 0.75

R²: 0.64

Upside Capture: 98.51%

Downside Capture: 94.01%

Expense Ratio

2 Fund Portfolio US SCV and INT"l SCV has an expense ratio of 0.38%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

DISVX

DFA International Small Cap Value Portfolio

DFSVX

DFA U.S. Small Cap Value Portfolio I

Return for Risk

Risk / Return Rank

2 Fund Portfolio US SCV and INT"l SCV ranks 64 for risk / return — better than 64% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 2 Fund Portfolio US SCV and INT"l SCV and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.38	1.94	+0.45
Sortino ratioReturn per unit of downside risk	3.41	2.63	+0.79
Omega ratioGain probability vs. loss probability	1.42	1.35	+0.07
Calmar ratioReturn relative to maximum drawdown	3.09	2.59	+0.50
Martin ratioReturn relative to average drawdown	12.03	11.84	+0.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
DFSVX DFA U.S. Small Cap Value Portfolio I	58	1.99	2.90	1.35	3.64	11.63
DISVX DFA International Small Cap Value Portfolio	53	2.24	3.09	1.41	2.45	8.67

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

2 Fund Portfolio US SCV and INT"l SCV Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 2.38
5-Year: 0.68
10-Year: 0.58
All Time: 0.58

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.59 to 2.46, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 2 Fund Portfolio US SCV and INT"l SCV compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading charts...

Dividends

Dividend yield

2 Fund Portfolio US SCV and INT"l SCV provided a 4.10% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.10%	4.43%	3.02%	3.77%	4.58%	6.96%	1.90%	3.40%	6.72%	4.48%	5.01%	4.40%
Portfolio components:
DFSVX DFA U.S. Small Cap Value Portfolio I	1.51%	1.69%	1.47%	3.67%	6.77%	10.40%	1.96%	2.83%	7.54%	5.18%	4.18%	5.29%
DISVX DFA International Small Cap Value Portfolio	6.70%	7.17%	4.56%	3.87%	2.40%	3.51%	1.84%	3.97%	5.91%	3.77%	5.85%	3.51%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the 2 Fund Portfolio US SCV and INT"l SCV. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the 2 Fund Portfolio US SCV and INT"l SCV was 63.78%, occurring on Mar 9, 2009. Recovery took 990 trading sessions.

The current 2 Fund Portfolio US SCV and INT"l SCV drawdown is 1.89%.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-63.78%Mar 2009	1y 8mo	3y 11mo	5y 7moJul 2007 - Feb 2013
COVID crash2020	-49.15%Mar 2020	2y 1mo	10mo 18d	3y 7dJan 2018 - Feb 2021
1998 bear market1998	-28.81%Oct 1998	5mo 18d	1y 3mo	1y 9moApr 1998 - Jan 2000
Dot-com crash2000–2002	-25.27%Oct 2002	4mo 18d	7mo 26d	1y 9dMay 2002 - Jun 2003
2016 bear market2016	-23.02%Feb 2016	7mo 22d	9mo 8d	1y 4moJun 2015 - Nov 2016

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading charts...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.13	1.11	1.09	1.07	1.09

The portfolio has a diversification ratio of 1.09, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

2 Fund Portfolio US SCV and INT"l SCV correlation to the S&P 500 Index

2 Fund Portfolio US SCV and INT"l SCV has a 0.74 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.77
Correlation (10Y) Calculated over the trailing 10-year period	0.77
Correlation (All Time) Calculated using the full available price history since Dec 29, 1994	0.76

Benchmark Correlations

Correlation vs. S&P 500 Index. DFSVX has the highest benchmark correlation at 0.79, while DISVX has the lowest at 0.53.

DISVX

0.53

DFSVX

0.79

Portfolio Correlations

Correlation vs. 2 Fund Portfolio US SCV and INT"l SCV. DFSVX has the highest portfolio correlation at 0.91, while DISVX has the lowest at 0.83.

DISVX

0.83

DFSVX

0.91

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	DISVX	DFSVX
DISVX	1.00	0.57
DFSVX	0.57	1.00

The correlation results are calculated based on daily price changes starting from Dec 29, 1994

Diversification Analysis

Find what 2 Fund Portfolio US SCV and INT"l SCV is missing

See which holdings overlap, where 2 Fund Portfolio US SCV and INT"l SCV is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification