DFA International Small Cap Value Portfolio (DISVX)
The advisor intends to purchase securities of small value companies associated with developed market countries that the Advisor has designated as approved markets. As a non-fundamental policy, under normal circumstances, the fund will invest at least 80% of its net assets in securities of small companies in the particular markets in which it invests. It may gain exposure to companies associated with approved markets by purchasing equity securities in the form of depositary receipts, which may be listed or traded outside the issuer's domicile country.
Fund Info
US2332037363
Dec 28, 1994
$0
Small-Cap
Value
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA International Small Cap 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.
Returns By Period
DFA International Small Cap Value Portfolio had a return of 8.48% year-to-date (YTD) and 15.89% in the last 12 months. Over the past 10 years, DFA International Small Cap Value Portfolio had an annualized return of 4.17%, while the S&P 500 had an annualized return of 11.16%, indicating that DFA International Small Cap Value Portfolio did not perform as well as the benchmark.
DISVX
8.48%
-3.18%
0.36%
15.89%
6.83%
4.17%
^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Monthly Returns
The table below presents the monthly returns of DISVX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.51% | 1.43% | 5.42% | -1.16% | 6.11% | -3.71% | 5.47% | 1.15% | 1.68% | -5.13% | 8.48% | ||
| 2023 | 8.35% | -1.82% | 0.14% | 2.35% | -5.47% | 4.26% | 5.63% | -2.76% | -2.57% | -3.03% | 6.93% | 5.32% | 17.43% |
| 2022 | -1.68% | -0.33% | -0.59% | -4.95% | 1.82% | -10.79% | 4.59% | -4.55% | -9.95% | 5.59% | 12.14% | 0.75% | -9.80% |
| 2021 | -1.41% | 5.73% | 3.75% | 3.48% | 4.11% | -3.02% | 1.16% | 1.97% | -2.48% | 2.45% | -6.32% | 5.38% | 14.96% |
| 2020 | -5.27% | -9.38% | -22.76% | 11.22% | 4.98% | 2.25% | 2.36% | 6.52% | -2.50% | -3.51% | 15.72% | 7.31% | 0.83% |
| 2019 | 7.51% | 2.68% | -1.58% | 3.32% | -7.81% | 5.16% | -1.56% | -2.54% | 3.66% | 4.38% | 1.67% | 3.81% | 19.22% |
| 2018 | 4.40% | -4.92% | -1.53% | 2.00% | -2.88% | -2.56% | 1.57% | -2.95% | 0.46% | -9.92% | -1.87% | -10.46% | -26.07% |
| 2017 | 4.31% | 1.31% | 1.94% | 2.54% | 1.86% | 1.81% | 3.77% | 0.49% | 3.18% | 0.86% | 0.09% | -0.44% | 23.87% |
| 2016 | -7.39% | -0.87% | 8.04% | 3.41% | -0.79% | -5.60% | 7.20% | 0.37% | 2.74% | -0.82% | -0.57% | -0.14% | 4.59% |
| 2015 | -0.65% | 7.47% | -1.96% | 5.03% | 1.57% | -1.39% | -1.23% | -4.27% | -3.99% | 5.25% | -0.77% | -1.89% | 2.42% |
| 2014 | -1.38% | 6.88% | 0.65% | -0.42% | 0.79% | 1.57% | -3.51% | 0.66% | -5.82% | -2.20% | -0.72% | -2.97% | -6.78% |
| 2013 | 5.13% | 0.59% | 2.04% | 2.84% | -1.97% | -3.04% | 7.46% | -1.23% | 9.69% | 4.18% | 0.15% | 1.75% | 30.38% |
Expense Ratio
DISVX features an expense ratio of 0.46%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DISVX is 34, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DFA International Small Cap Value Portfolio (DISVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA International Small Cap Value Portfolio provided a 3.92% dividend yield over the last twelve months, with an annual payout of $0.88 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.88 | $0.80 | $0.45 | $0.59 | $0.35 | $0.48 | $0.37 | $0.58 | $0.49 | $0.38 | $0.39 | $0.43 |
Dividend yield | 3.92% | 3.75% | 2.40% | 2.76% | 1.85% | 2.47% | 2.20% | 2.54% | 2.60% | 2.01% | 2.09% | 2.12% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA International Small Cap 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.51 | |
| 2023 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.37 | $0.80 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.18 | $0.45 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.46 | $0.59 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.29 | $0.35 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.26 | $0.48 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.27 | $0.37 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.46 | $0.58 |
| 2016 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.16 | $0.49 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.24 | $0.38 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.23 | $0.39 |
| 2013 | $0.00 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.43 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the DFA International Small Cap 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 Small Cap Value Portfolio was 63.79%, occurring on Mar 9, 2009. Recovery took 1215 trading sessions.
The current DFA International Small Cap Value Portfolio drawdown is 6.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.79% | Jul 20, 2007 | 411 | Mar 9, 2009 | 1215 | Jan 6, 2014 | 1626 |
| -51.77% | Jan 29, 2018 | 541 | Mar 23, 2020 | 945 | Dec 21, 2023 | 1486 |
| -39.69% | May 20, 1996 | 621 | Oct 5, 1998 | 1205 | Jul 14, 2003 | 1826 |
| -24.6% | Jul 7, 2014 | 405 | Feb 11, 2016 | 302 | Apr 25, 2017 | 707 |
| -16.88% | May 10, 2006 | 24 | Jun 13, 2006 | 113 | Nov 22, 2006 | 137 |
Volatility
Volatility Chart
The current DFA International Small Cap Value Portfolio volatility is 3.90%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.