DFALX vs. DISVX
Compare and contrast key facts about DFA Large Cap International Portfolio (DFALX) and DFA International Small Cap Value Portfolio (DISVX).
DFALX is managed by Dimensional Fund Advisors LP. It was launched on Jul 17, 1991. DISVX is managed by Dimensional Fund Advisors LP. It was launched on Dec 28, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFALX or DISVX.
Correlation
The correlation between DFALX and DISVX is 0.53, 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.
Performance
DFALX vs. DISVX - Performance Comparison
Key characteristics
DFALX:
0.77
DISVX:
1.11
DFALX:
1.15
DISVX:
1.52
DFALX:
1.16
DISVX:
1.22
DFALX:
0.97
DISVX:
1.38
DFALX:
2.93
DISVX:
4.54
DFALX:
4.25%
DISVX:
4.17%
DFALX:
16.17%
DISVX:
17.04%
DFALX:
-60.14%
DISVX:
-60.04%
DFALX:
-0.66%
DISVX:
-0.19%
Returns By Period
In the year-to-date period, DFALX achieves a 10.27% return, which is significantly lower than DISVX's 13.82% return. Over the past 10 years, DFALX has underperformed DISVX with an annualized return of 5.57%, while DISVX has yielded a comparatively higher 6.25% annualized return.
DFALX
10.27%
0.08%
5.99%
11.57%
12.85%
5.57%
DISVX
13.82%
0.49%
10.83%
18.23%
16.65%
6.25%
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DFALX vs. DISVX - Expense Ratio Comparison
DFALX has a 0.18% expense ratio, which is lower than DISVX's 0.46% expense ratio.
Risk-Adjusted Performance
DFALX vs. DISVX — Risk-Adjusted Performance Rank
DFALX
DISVX
DFALX vs. DISVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Large Cap International Portfolio (DFALX) 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.
Dividends
DFALX vs. DISVX - Dividend Comparison
DFALX's dividend yield for the trailing twelve months is around 2.91%, less than DISVX's 4.06% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFALX DFA Large Cap International Portfolio | 2.91% | 3.18% | 3.24% | 2.86% | 3.00% | 1.88% | 2.88% | 3.07% | 2.55% | 2.89% | 2.94% | 3.54% |
DISVX DFA International Small Cap Value Portfolio | 4.06% | 4.56% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 5.75% | 5.85% | 3.51% | 3.94% |
Drawdowns
DFALX vs. DISVX - Drawdown Comparison
The maximum DFALX drawdown since its inception was -60.14%, roughly equal to the maximum DISVX drawdown of -60.04%. Use the drawdown chart below to compare losses from any high point for DFALX and DISVX. For additional features, visit the drawdowns tool.
Volatility
DFALX vs. DISVX - Volatility Comparison
DFA Large Cap International Portfolio (DFALX) and DFA International Small Cap Value Portfolio (DISVX) have volatilities of 10.43% and 10.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.