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DFAAX vs. DISVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFAAX vs. DISVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Global Core Plus Real Return Portfolio (DFAAX) and DFA International Small Cap Value Portfolio (DISVX). The values are adjusted to include any dividend payments, if applicable.

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DFAAX vs. DISVX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DFAAX
DFA Global Core Plus Real Return Portfolio
-0.28%5.18%4.41%9.49%-13.40%20.47%
DISVX
DFA International Small Cap Value Portfolio
0.00%52.17%7.88%17.58%-9.80%2.13%

Returns By Period


DFAAX

1D
0.45%
1M
-2.10%
YTD
-0.28%
6M
-0.90%
1Y
1.97%
3Y*
4.78%
5Y*
10Y*

DISVX

1D
-0.35%
1M
-12.61%
YTD
0.00%
6M
7.44%
1Y
37.90%
3Y*
21.91%
5Y*
13.28%
10Y*
10.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFAAX vs. DISVX - Expense Ratio Comparison

DFAAX has a 0.29% expense ratio, which is lower than DISVX's 0.46% expense ratio.


Return for Risk

DFAAX vs. DISVX — Risk / Return Rank

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

DFAAX
DFAAX Risk / Return Rank: 2828
Overall Rank
DFAAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DFAAX Sortino Ratio Rank: 2222
Sortino Ratio Rank
DFAAX Omega Ratio Rank: 2222
Omega Ratio Rank
DFAAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
DFAAX Martin Ratio Rank: 3333
Martin Ratio Rank

DISVX
DISVX Risk / Return Rank: 9292
Overall Rank
DISVX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DISVX Sortino Ratio Rank: 9393
Sortino Ratio Rank
DISVX Omega Ratio Rank: 9393
Omega Ratio Rank
DISVX Calmar Ratio Rank: 9191
Calmar Ratio Rank
DISVX Martin Ratio Rank: 9191
Martin Ratio Rank
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.

DFAAX vs. DISVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Global Core Plus Real Return Portfolio (DFAAX) 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.


DFAAXDISVXDifference

Sharpe ratio

Return per unit of total volatility

0.66

2.26

-1.60

Sortino ratio

Return per unit of downside risk

0.92

2.78

-1.86

Omega ratio

Gain probability vs. loss probability

1.13

1.45

-0.32

Calmar ratio

Return relative to maximum drawdown

0.98

2.59

-1.61

Martin ratio

Return relative to average drawdown

3.60

10.39

-6.80

DFAAX vs. DISVX - Sharpe Ratio Comparison

The current DFAAX Sharpe Ratio is 0.66, which is lower than the DISVX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of DFAAX and DISVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFAAXDISVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

2.26

-1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.50

+0.05

Correlation

The correlation between DFAAX and DISVX is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DFAAX vs. DISVX - Dividend Comparison

DFAAX's dividend yield for the trailing twelve months is around 3.48%, less than DISVX's 7.21% yield.


TTM20252024202320222021202020192018201720162015
DFAAX
DFA Global Core Plus Real Return Portfolio
3.48%2.90%4.09%3.96%2.06%13.05%0.00%0.00%0.00%0.00%0.00%0.00%
DISVX
DFA International Small Cap Value Portfolio
7.21%7.17%4.56%3.87%2.40%3.51%1.84%3.97%5.91%3.77%5.85%3.51%

Drawdowns

DFAAX vs. DISVX - Drawdown Comparison

The maximum DFAAX drawdown since its inception was -16.64%, smaller than the maximum DISVX drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for DFAAX and DISVX.


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Drawdown Indicators


DFAAXDISVXDifference

Max Drawdown

Largest peak-to-trough decline

-16.64%

-61.57%

+44.93%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-13.26%

+10.27%

Max Drawdown (5Y)

Largest decline over 5 years

-27.43%

Max Drawdown (10Y)

Largest decline over 10 years

-49.24%

Current Drawdown

Current decline from peak

-2.10%

-12.61%

+10.51%

Average Drawdown

Average peak-to-trough decline

-4.70%

-12.24%

+7.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

3.30%

-2.49%

Volatility

DFAAX vs. DISVX - Volatility Comparison

The current volatility for DFA Global Core Plus Real Return Portfolio (DFAAX) is 1.37%, while DFA International Small Cap Value Portfolio (DISVX) has a volatility of 6.40%. This indicates that DFAAX experiences smaller price fluctuations and is considered to be less risky than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFAAXDISVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

6.40%

-5.03%

Volatility (6M)

Calculated over the trailing 6-month period

1.98%

10.69%

-8.71%

Volatility (1Y)

Calculated over the trailing 1-year period

3.70%

16.28%

-12.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.45%

15.93%

-7.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.45%

16.71%

-8.26%