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DFAIX vs. DFIVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFAIX and DFIVX is 0.08, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

DFAIX vs. DFIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Short-Duration Real Return Portfolio (DFAIX) and DFA International Value Portfolio (DFIVX). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%80.00%90.00%NovemberDecember2025FebruaryMarchApril
33.28%
81.47%
DFAIX
DFIVX

Key characteristics

Sharpe Ratio

DFAIX:

6.84

DFIVX:

0.79

Sortino Ratio

DFAIX:

14.61

DFIVX:

1.14

Omega Ratio

DFAIX:

4.74

DFIVX:

1.16

Calmar Ratio

DFAIX:

13.13

DFIVX:

0.92

Martin Ratio

DFAIX:

81.37

DFIVX:

3.50

Ulcer Index

DFAIX:

0.08%

DFIVX:

3.78%

Daily Std Dev

DFAIX:

0.90%

DFIVX:

16.75%

Max Drawdown

DFAIX:

-5.63%

DFIVX:

-66.29%

Current Drawdown

DFAIX:

0.00%

DFIVX:

-1.92%

Returns By Period

In the year-to-date period, DFAIX achieves a 2.29% return, which is significantly lower than DFIVX's 12.51% return. Over the past 10 years, DFAIX has underperformed DFIVX with an annualized return of 2.92%, while DFIVX has yielded a comparatively higher 5.39% annualized return.


DFAIX

YTD

2.29%

1M

0.66%

6M

3.28%

1Y

6.13%

5Y*

4.46%

10Y*

2.92%

DFIVX

YTD

12.51%

1M

-0.66%

6M

9.51%

1Y

13.71%

5Y*

18.10%

10Y*

5.39%

*Annualized

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DFAIX vs. DFIVX - Expense Ratio Comparison

DFAIX has a 0.22% expense ratio, which is lower than DFIVX's 0.30% expense ratio.


Expense ratio chart for DFIVX: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFIVX: 0.30%
Expense ratio chart for DFAIX: current value is 0.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFAIX: 0.22%

Risk-Adjusted Performance

DFAIX vs. DFIVX — Risk-Adjusted Performance Rank

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

DFAIX
The Risk-Adjusted Performance Rank of DFAIX is 9999
Overall Rank
The Sharpe Ratio Rank of DFAIX is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAIX is 100100
Sortino Ratio Rank
The Omega Ratio Rank of DFAIX is 9999
Omega Ratio Rank
The Calmar Ratio Rank of DFAIX is 9999
Calmar Ratio Rank
The Martin Ratio Rank of DFAIX is 9999
Martin Ratio Rank

DFIVX
The Risk-Adjusted Performance Rank of DFIVX is 7474
Overall Rank
The Sharpe Ratio Rank of DFIVX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIVX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of DFIVX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of DFIVX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of DFIVX is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFAIX vs. DFIVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Short-Duration Real Return Portfolio (DFAIX) and DFA International Value Portfolio (DFIVX). 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.


The chart of Sharpe ratio for DFAIX, currently valued at 6.84, compared to the broader market-1.000.001.002.003.00
DFAIX: 6.84
DFIVX: 0.79
The chart of Sortino ratio for DFAIX, currently valued at 14.61, compared to the broader market-2.000.002.004.006.008.00
DFAIX: 14.61
DFIVX: 1.14
The chart of Omega ratio for DFAIX, currently valued at 4.74, compared to the broader market0.501.001.502.002.503.00
DFAIX: 4.74
DFIVX: 1.16
The chart of Calmar ratio for DFAIX, currently valued at 13.13, compared to the broader market0.002.004.006.008.0010.00
DFAIX: 13.13
DFIVX: 0.92
The chart of Martin ratio for DFAIX, currently valued at 81.37, compared to the broader market0.0010.0020.0030.0040.0050.00
DFAIX: 81.37
DFIVX: 3.50

The current DFAIX Sharpe Ratio is 6.84, which is higher than the DFIVX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of DFAIX and DFIVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.008.00NovemberDecember2025FebruaryMarchApril
6.84
0.79
DFAIX
DFIVX

Dividends

DFAIX vs. DFIVX - Dividend Comparison

DFAIX's dividend yield for the trailing twelve months is around 4.05%, more than DFIVX's 3.54% yield.


TTM20242023202220212020201920182017201620152014
DFAIX
DFA Short-Duration Real Return Portfolio
4.05%4.14%3.66%1.68%0.98%0.82%2.53%2.72%1.71%1.41%1.29%0.88%
DFIVX
DFA International Value Portfolio
3.54%3.94%4.40%3.78%4.27%2.43%3.70%3.31%2.85%3.37%3.45%4.89%

Drawdowns

DFAIX vs. DFIVX - Drawdown Comparison

The maximum DFAIX drawdown since its inception was -5.63%, smaller than the maximum DFIVX drawdown of -66.29%. Use the drawdown chart below to compare losses from any high point for DFAIX and DFIVX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-1.92%
DFAIX
DFIVX

Volatility

DFAIX vs. DFIVX - Volatility Comparison

The current volatility for DFA Short-Duration Real Return Portfolio (DFAIX) is 0.48%, while DFA International Value Portfolio (DFIVX) has a volatility of 10.95%. This indicates that DFAIX experiences smaller price fluctuations and is considered to be less risky than DFIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
0.48%
10.95%
DFAIX
DFIVX