Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | Small Cap Value Equities | 50% |
DISVX DFA International Small Cap Value Portfolio | Foreign Small & Mid Cap Equities | 50% |
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 graphics...
The earliest data available for this chart is Dec 29, 1994, corresponding to the inception date of DISVX
Returns By Period
As of Apr 3, 2026, the 2 Fund Portfolio US SCV and INT"l SCV returned 6.00% Year-To-Date and 10.95% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio 2 Fund Portfolio US SCV and INT"l SCV | 1.01% | -2.89% | 6.00% | 11.50% | 34.01% | 19.57% | 12.11% | 10.95% |
| Portfolio components: | ||||||||
DISVX DFA International Small Cap Value Portfolio | 1.76% | -3.61% | 4.85% | 12.73% | 44.17% | 23.85% | 14.05% | 10.53% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 0.25% | -2.21% | 7.11% | 10.17% | 24.26% | 14.85% | 9.76% | 10.87% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 30, 1994, 2 Fund Portfolio US SCV and INT"l SCV's average daily return is +0.04%, while the average monthly return is +0.94%. At this rate, your investment would double in approximately 6.2 years.
Historically, 62% of months were positive and 38% 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% | 1.01% | 6.00% | ||||||||
| 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 3.58%, beta of 0.75, and R² of 0.64 versus S&P 500 Index. Calculated based on daily prices since December 30, 1994.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (99.63%) than losses (94.12%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.58% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 3.58%
- Beta
- 0.75
- R²
- 0.64
- Upside Capture
- 99.63%
- Downside Capture
- 94.12%
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.
Return for Risk
Risk / Return Rank
2 Fund Portfolio US SCV and INT"l SCV ranks 83 for risk / return — in the top 83% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.01 | 0.88 | +1.13 |
Sortino ratioReturn per unit of downside risk | 2.71 | 1.37 | +1.34 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.21 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.73 | 1.39 | +1.34 |
Martin ratioReturn relative to average drawdown | 10.98 | 6.43 | +4.54 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
DISVX DFA International Small Cap Value Portfolio | 95 | 2.72 | 3.30 | 1.54 | 3.13 | 12.45 |
DFSVX DFA U.S. Small Cap Value Portfolio I | 54 | 1.13 | 1.67 | 1.23 | 1.76 | 6.48 |
Loading graphics...
Dividends
Dividend yield
2 Fund Portfolio US SCV and INT"l SCV provided a 4.25% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.25% | 4.43% | 3.02% | 3.77% | 4.58% | 6.96% | 1.90% | 3.40% | 6.72% | 4.48% | 5.01% | 4.40% |
| Portfolio components: | ||||||||||||
DISVX DFA International Small Cap Value Portfolio | 6.88% | 7.17% | 4.56% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 3.77% | 5.85% | 3.51% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.62% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
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 graphics...
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 6.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.78% | Jul 13, 2007 | 417 | Mar 9, 2009 | 990 | Feb 12, 2013 | 1407 |
| -49.15% | Jan 29, 2018 | 541 | Mar 23, 2020 | 220 | Feb 4, 2021 | 761 |
| -28.81% | Apr 23, 1998 | 118 | Oct 8, 1998 | 321 | Jan 18, 2000 | 439 |
| -25.27% | May 24, 2002 | 96 | Oct 9, 2002 | 161 | Jun 2, 2003 | 257 |
| -23.02% | Jun 24, 2015 | 161 | Feb 11, 2016 | 193 | Nov 15, 2016 | 354 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
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. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | DISVX | DFSVX | Portfolio | |
|---|---|---|---|---|
| Benchmark | 1.00 | 0.53 | 0.79 | 0.76 |
| DISVX | 0.53 | 1.00 | 0.57 | 0.83 |
| DFSVX | 0.79 | 0.57 | 1.00 | 0.92 |
| Portfolio | 0.76 | 0.83 | 0.92 | 1.00 |