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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA International Value Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
DFA International Value Portfolio (DFIVX) has returned 2.99% so far this year and 34.52% over the past 12 months. Over the last ten years, DFIVX has returned 11.29% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
DFA International Value Portfolio
- 1D
- 0.26%
- 1M
- -8.38%
- YTD
- 2.99%
- 6M
- 11.70%
- 1Y
- 34.52%
- 3Y*
- 21.08%
- 5Y*
- 14.04%
- 10Y*
- 11.29%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Feb 15, 1994, DFIVX's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, your investment would double in approximately 8.1 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +19.2%, while the worst month was Oct 2008 at -25.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, DFIVX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +14.0%, while the worst single day was Mar 16, 2020 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.05% | 6.00% | -8.38% | 2.99% | |||||||||
| 2025 | 4.86% | 4.17% | 1.81% | 1.97% | 5.02% | 3.35% | 0.04% | 6.22% | 2.41% | 0.63% | 3.47% | 4.15% | 45.24% |
| 2024 | -1.30% | 2.68% | 5.53% | -1.64% | 5.09% | -3.76% | 3.87% | 1.93% | 0.84% | -3.98% | 0.57% | -2.58% | 6.87% |
| 2023 | 8.61% | -1.61% | -0.68% | 3.35% | -5.45% | 6.43% | 4.69% | -3.19% | -1.10% | -4.72% | 6.71% | 4.75% | 17.83% |
| 2022 | 3.65% | -2.11% | 0.56% | -5.33% | 4.87% | -10.97% | 2.77% | -3.50% | -9.54% | 7.50% | 12.23% | -1.15% | -3.51% |
| 2021 | -0.65% | 7.22% | 4.90% | 1.54% | 5.33% | -2.61% | -0.72% | 0.78% | -0.54% | 3.56% | -6.36% | 5.58% | 18.57% |
Benchmark Metrics
DFA International Value Portfolio has an annualized alpha of 1.71%, beta of 0.73, and R² of 0.50 versus S&P 500 Index. Calculated based on daily prices since February 16, 1994.
- This fund participated in 94.50% of S&P 500 Index downside but only 89.34% of its upside — more exposed to losses than it benefited from rallies.
- R² of 0.50 means the benchmark explains less than half of this fund's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 1.71%
- Beta
- 0.73
- R²
- 0.50
- Upside Capture
- 89.34%
- Downside Capture
- 94.50%
Expense Ratio
DFIVX has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DFIVX ranks 91 for risk / return — in the top 91% of mutual funds 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
The table below present risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) and compare them to a chosen benchmark (S&P 500 Index).
| DFIVX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 0.90 | +1.14 |
Sortino ratioReturn per unit of downside risk | 2.59 | 1.39 | +1.21 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.21 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.40 | +1.16 |
Martin ratioReturn relative to average drawdown | 11.62 | 6.61 | +5.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DFIVX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
DFA International Value Portfolio provided a 4.09% dividend yield over the last twelve months, with an annual payout of $1.20 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.20 | $1.20 | $0.81 | $0.88 | $0.67 | $0.84 | $0.41 | $0.66 | $1.05 | $0.58 | $0.56 | $0.55 |
Dividend yield | 4.09% | 4.21% | 3.94% | 4.40% | 3.78% | 4.37% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA International Value Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.05 | $0.05 | |||||||||
| 2025 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.56 | $1.20 |
| 2024 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.20 | $0.81 |
| 2023 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.29 | $0.88 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.18 | $0.67 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.40 | $0.84 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the DFA International Value Portfolio. 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 DFA International Value Portfolio was 66.61%, occurring on Mar 9, 2009. Recovery took 2119 trading sessions.
The current DFA International Value Portfolio drawdown is 8.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -66.61% | Nov 1, 2007 | 339 | Mar 9, 2009 | 2119 | Aug 7, 2017 | 2458 |
| -48.11% | Jan 29, 2018 | 541 | Mar 23, 2020 | 283 | May 6, 2021 | 824 |
| -32.98% | Jul 12, 2000 | 563 | Oct 9, 2002 | 248 | Oct 3, 2003 | 811 |
| -25.89% | Jul 21, 1998 | 54 | Oct 5, 1998 | 194 | Jul 14, 1999 | 248 |
| -25.29% | Feb 10, 2022 | 158 | Sep 27, 2022 | 197 | Jul 12, 2023 | 355 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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