CCVAX vs. DFISX
Compare and contrast key facts about Calvert Small-Cap Fund (CCVAX) and DFA International Small Company Portfolio (DFISX).
CCVAX is managed by Calvert Research and Management. It was launched on Oct 1, 2004. DFISX is managed by Dimensional. It was launched on Sep 30, 1996.
Performance
CCVAX vs. DFISX - Performance Comparison
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CCVAX vs. DFISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCVAX Calvert Small-Cap Fund | -4.65% | -6.30% | 11.92% | 11.45% | -16.14% | 19.81% | 14.64% | 26.02% | -6.94% | 13.42% |
DFISX DFA International Small Company Portfolio | 1.00% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
Returns By Period
In the year-to-date period, CCVAX achieves a -4.65% return, which is significantly lower than DFISX's 1.00% return. Over the past 10 years, CCVAX has underperformed DFISX with an annualized return of 7.26%, while DFISX has yielded a comparatively higher 7.99% annualized return.
CCVAX
- 1D
- -0.23%
- 1M
- -9.30%
- YTD
- -4.65%
- 6M
- -7.16%
- 1Y
- -6.55%
- 3Y*
- 1.55%
- 5Y*
- 0.41%
- 10Y*
- 7.26%
DFISX
- 1D
- 3.03%
- 1M
- -7.73%
- YTD
- 1.00%
- 6M
- 5.20%
- 1Y
- 30.54%
- 3Y*
- 15.42%
- 5Y*
- 6.89%
- 10Y*
- 7.99%
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CCVAX vs. DFISX - Expense Ratio Comparison
CCVAX has a 1.19% expense ratio, which is higher than DFISX's 0.39% expense ratio.
Return for Risk
CCVAX vs. DFISX — Risk / Return Rank
CCVAX
DFISX
CCVAX vs. DFISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Small-Cap Fund (CCVAX) and DFA International Small Company Portfolio (DFISX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| CCVAX | DFISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.31 | 1.99 | -2.30 |
Sortino ratioReturn per unit of downside risk | -0.33 | 2.56 | -2.89 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.39 | -0.43 |
Calmar ratioReturn relative to maximum drawdown | -0.59 | 2.34 | -2.93 |
Martin ratioReturn relative to average drawdown | -1.40 | 9.16 | -10.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CCVAX | DFISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 1.99 | -2.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.44 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.50 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.45 | -0.14 |
Correlation
The correlation between CCVAX and DFISX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CCVAX vs. DFISX - Dividend Comparison
CCVAX's dividend yield for the trailing twelve months is around 14.81%, more than DFISX's 3.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCVAX Calvert Small-Cap Fund | 14.81% | 14.12% | 1.47% | 0.12% | 1.43% | 7.26% | 0.00% | 1.23% | 5.97% | 14.34% | 1.39% | 9.12% |
DFISX DFA International Small Company Portfolio | 3.11% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
Drawdowns
CCVAX vs. DFISX - Drawdown Comparison
The maximum CCVAX drawdown since its inception was -55.18%, smaller than the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for CCVAX and DFISX.
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Drawdown Indicators
| CCVAX | DFISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.18% | -60.66% | +5.48% |
Max Drawdown (1Y)Largest decline over 1 year | -13.23% | -11.96% | -1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -35.06% | +9.90% |
Max Drawdown (10Y)Largest decline over 10 years | -36.27% | -43.00% | +6.73% |
Current DrawdownCurrent decline from peak | -17.73% | -9.09% | -8.64% |
Average DrawdownAverage peak-to-trough decline | -9.07% | -11.69% | +2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 3.05% | +2.55% |
Volatility
CCVAX vs. DFISX - Volatility Comparison
The current volatility for Calvert Small-Cap Fund (CCVAX) is 4.87%, while DFA International Small Company Portfolio (DFISX) has a volatility of 6.81%. This indicates that CCVAX experiences smaller price fluctuations and is considered to be less risky than DFISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCVAX | DFISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 6.81% | -1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 10.46% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.11% | 15.63% | +4.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 15.80% | +3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.96% | 16.13% | +3.83% |