DAABX vs. DISVX

Last updated Jun 5, 2026

DAABX (DFA U.S. Sustainability Targeted Value Portfolio) and DISVX (DFA International Small Cap Value Portfolio) are both mutual funds - DAABX is a Small Cap Value Equities fund managed by Dimensional, while DISVX is a Foreign Small & Mid Cap Equities fund managed by Dimensional. Over the past 5 years, DAABX returned 8.01%/yr vs 13.35%/yr for DISVX. A 0.68 correlation means they provide meaningful diversification when combined. DAABX charges 0.36%/yr vs 0.46%/yr for DISVX.

Performance

DAABX vs. DISVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Sustainability Targeted Value Portfolio (DAABX) and DFA International Small Cap Value Portfolio (DISVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DAABX achieves a 11.37% return, which is significantly higher than DISVX's 9.80% return.

DAABX

• 1D: -0.80%
• 1M: 0.98%
• YTD: 11.37%
• 6M: 11.89%
• 1Y: 29.58%
• 3Y*: 15.96%
• 5Y*: 8.01%
• 10Y*: —

DISVX

• 1D: -0.73%
• 1M: 1.80%
• YTD: 9.80%
• 6M: 13.72%
• 1Y: 34.64%
• 3Y*: 25.96%
• 5Y*: 13.35%
• 10Y*: 10.57%

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

DAABX vs. DISVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DAABX DFA U.S. Sustainability Targeted Value Portfolio	11.37%	9.62%	9.07%	18.81%	-8.37%	31.44%	44.33%
DISVX DFA International Small Cap Value Portfolio	9.80%	52.17%	7.88%	17.58%	-9.80%	15.84%	26.87%

Correlation

The correlation between DAABX and DISVX is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (5Y) Calculated over the trailing 5-year period	0.68
Correlation (All Time) Calculated using the full available price history since Jul 6, 2020	0.68

The correlation between DAABX and DISVX shifts across timeframes, from 0.57 (1 year) to 0.68 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

DAABX vs. DISVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DAABX

DAABX Risk / Return Rank: 37
DAABX Sharpe Ratio Rank: 34
DAABX Sortino Ratio Rank: 37
DAABX Omega Ratio Rank: 34
DAABX Calmar Ratio Rank: 42
DAABX Martin Ratio Rank: 38

DISVX

DISVX Risk / Return Rank: 60
DISVX Sharpe Ratio Rank: 73
DISVX Sortino Ratio Rank: 67
DISVX Omega Ratio Rank: 66
DISVX Calmar Ratio Rank: 49
DISVX Martin Ratio Rank: 46

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.

DAABX vs. DISVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Targeted Value Portfolio (DAABX) and DFA International Small Cap Value Portfolio (DISVX). 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.

	DAABX	DISVX	Difference
Sharpe ratio: Return per unit of total volatility	1.65	2.50	-0.85
Sortino ratio: Return per unit of downside risk	2.48	3.44	-0.96
Omega ratio: Gain probability vs. loss probability	1.29	1.45	-0.16
Calmar ratio: Return relative to maximum drawdown	2.40	2.69	-0.29
Martin ratio: Return relative to average drawdown	8.13	9.58	-1.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DAABX vs. DISVX - Sharpe Ratio Comparison

The current DAABX Sharpe Ratio is 1.65, which is lower than the DISVX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of DAABX and DISVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DAABX	DISVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.65	2.50	-0.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.37	0.84	-0.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.85	0.52	+0.33

Drawdowns

DAABX vs. DISVX - Drawdown Comparison

The maximum DAABX drawdown since its inception was -26.11%, smaller than the maximum DISVX drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for DAABX and DISVX.

Drawdown Indicators

	DAABX	DISVX	Difference
Max Drawdown Largest peak-to-trough decline	-26.11%	-61.57%	+35.46%
Max Drawdown (1Y) Largest decline over 1 year	-12.13%	-13.26%	+1.13%
Max Drawdown (3Y) Largest decline over 3 years	-26.11%	-13.69%	-12.42%
Max Drawdown (5Y) Largest decline over 5 years	-26.11%	-27.43%	+1.32%
Max Drawdown (10Y) Largest decline over 10 years	—	-49.24%	—
Current Drawdown Current decline from peak	-0.80%	-4.05%	+3.25%
Average Drawdown Average peak-to-trough decline	-5.98%	-12.19%	+6.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.57%	3.70%	-0.13%

Volatility

DAABX vs. DISVX - Volatility Comparison

DFA U.S. Sustainability Targeted Value Portfolio (DAABX) has a higher volatility of 4.86% compared to DFA International Small Cap Value Portfolio (DISVX) at 3.93%. This indicates that DAABX's price experiences larger fluctuations and is considered to be riskier than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DAABX	DISVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.86%	3.93%	+0.93%
Volatility (6M) Calculated over the trailing 6-month period	12.13%	11.66%	+0.47%
Volatility (1Y) Calculated over the trailing 1-year period	17.75%	14.33%	+3.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.48%	16.07%	+5.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.10%	16.78%	+5.32%

DAABX vs. DISVX - Expense Ratio Comparison

DAABX has a 0.36% expense ratio, which is lower than DISVX's 0.46% expense ratio.

Dividends

DAABX vs. DISVX - Dividend Comparison

DAABX's dividend yield for the trailing twelve months is around 1.29%, less than DISVX's 6.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DAABX DFA U.S. Sustainability Targeted Value Portfolio	1.29%	1.06%	1.11%	1.82%	3.69%	5.30%	1.19%	0.00%	0.00%	0.00%	0.00%	0.00%
DISVX DFA International Small Cap Value Portfolio	6.57%	7.17%	4.56%	3.87%	2.40%	3.51%	1.84%	3.97%	5.91%	3.77%	5.85%	3.51%

Frequently Asked Questions

Can I hold both DAABX and DISVX in my portfolio?

DAABX and DISVX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DAABX or DISVX?

DAABX has higher volatility (4.86%) compared to DISVX (3.93%). In terms of maximum drawdown, DAABX dropped -26.11% vs DISVX's -61.57%.

Which has better risk-adjusted returns?

DISVX currently has the higher Sharpe Ratio (2.50 vs 1.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.