DFAIX vs. DFIVX
Compare and contrast key facts about DFA Short-Duration Real Return Portfolio (DFAIX) and DFA International Value Portfolio (DFIVX).
DFAIX is managed by Dimensional Fund Advisors LP. It was launched on Nov 5, 2013. DFIVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 14, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFAIX or DFIVX.
Performance
DFAIX vs. DFIVX - Performance Comparison
Returns By Period
In the year-to-date period, DFAIX achieves a 5.75% return, which is significantly lower than DFIVX's 8.01% return. Over the past 10 years, DFAIX has underperformed DFIVX with an annualized return of 2.64%, while DFIVX has yielded a comparatively higher 5.41% annualized return.
DFAIX
5.75%
0.46%
2.84%
6.63%
3.44%
2.64%
DFIVX
8.01%
-3.67%
-2.31%
14.02%
7.92%
5.41%
Key characteristics
| DFAIX | DFIVX | |
|---|---|---|
| Sharpe Ratio | 7.46 | 1.22 |
| Sortino Ratio | 18.08 | 1.66 |
| Omega Ratio | 5.67 | 1.21 |
| Calmar Ratio | 36.20 | 2.08 |
| Martin Ratio | 179.52 | 6.52 |
| Ulcer Index | 0.04% | 2.33% |
| Daily Std Dev | 0.92% | 12.50% |
| Max Drawdown | -5.63% | -65.67% |
| Current Drawdown | 0.00% | -5.75% |
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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.
Correlation
The correlation between DFAIX and DFIVX is 0.16, 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.
Risk-Adjusted Performance
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.
Dividends
DFAIX vs. DFIVX - Dividend Comparison
DFAIX's dividend yield for the trailing twelve months is around 3.47%, less than DFIVX's 4.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAIX DFA Short-Duration Real Return Portfolio | 3.47% | 3.66% | 1.68% | 0.99% | 0.81% | 2.53% | 2.72% | 1.70% | 1.41% | 1.28% | 0.87% | 0.20% |
DFIVX DFA International Value Portfolio | 4.26% | 4.40% | 3.78% | 4.27% | 2.43% | 3.70% | 3.31% | 2.85% | 3.37% | 3.45% | 4.89% | 2.71% |
Drawdowns
DFAIX vs. DFIVX - Drawdown Comparison
The maximum DFAIX drawdown since its inception was -5.63%, smaller than the maximum DFIVX drawdown of -65.67%. Use the drawdown chart below to compare losses from any high point for DFAIX and DFIVX. For additional features, visit the drawdowns tool.
Volatility
DFAIX vs. DFIVX - Volatility Comparison
The current volatility for DFA Short-Duration Real Return Portfolio (DFAIX) is 0.23%, while DFA International Value Portfolio (DFIVX) has a volatility of 3.64%. 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.