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.
Key characteristics
| DFALX | DISVX | |
|---|---|---|
| YTD Return | 6.33% | 8.05% |
| 1Y Return | 17.13% | 19.01% |
| 3Y Return (Ann) | 2.47% | 3.95% |
| 5Y Return (Ann) | 6.60% | 6.78% |
| 10Y Return (Ann) | 5.44% | 4.28% |
| Sharpe Ratio | 1.37 | 1.38 |
| Sortino Ratio | 1.95 | 1.93 |
| Omega Ratio | 1.24 | 1.24 |
| Calmar Ratio | 2.01 | 2.43 |
| Martin Ratio | 7.58 | 7.70 |
| Ulcer Index | 2.29% | 2.49% |
| Daily Std Dev | 12.64% | 13.94% |
| Max Drawdown | -59.59% | -63.79% |
| Current Drawdown | -6.92% | -7.15% |
Correlation
The correlation between DFALX and DISVX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DFALX vs. DISVX - Performance Comparison
In the year-to-date period, DFALX achieves a 6.33% return, which is significantly lower than DISVX's 8.05% return. Over the past 10 years, DFALX has outperformed DISVX with an annualized return of 5.44%, while DISVX has yielded a comparatively lower 4.28% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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 3.25%, less than DISVX's 3.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFALX DFA Large Cap International Portfolio | 3.25% | 3.24% | 2.85% | 3.00% | 1.88% | 2.88% | 3.07% | 2.55% | 2.89% | 2.95% | 3.54% | 2.53% |
DISVX DFA International Small Cap Value Portfolio | 3.93% | 3.75% | 2.40% | 2.76% | 1.85% | 2.47% | 2.20% | 2.54% | 2.60% | 2.01% | 2.09% | 2.12% |
Drawdowns
DFALX vs. DISVX - Drawdown Comparison
The maximum DFALX drawdown since its inception was -59.59%, smaller than the maximum DISVX drawdown of -63.79%. 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 3.85% and 4.05%, 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.