PortfoliosLab logo
DFAX vs. DFIVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFAX and DFIVX is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

DFAX vs. DFIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional World ex US Core Equity 2 ETF (DFAX) and DFA International Value Portfolio (DFIVX). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
9.59%
37.10%
DFAX
DFIVX

Key characteristics

Sharpe Ratio

DFAX:

0.60

DFIVX:

0.79

Sortino Ratio

DFAX:

0.95

DFIVX:

1.14

Omega Ratio

DFAX:

1.13

DFIVX:

1.16

Calmar Ratio

DFAX:

0.73

DFIVX:

0.92

Martin Ratio

DFAX:

2.36

DFIVX:

3.50

Ulcer Index

DFAX:

4.27%

DFIVX:

3.78%

Daily Std Dev

DFAX:

16.71%

DFIVX:

16.75%

Max Drawdown

DFAX:

-28.15%

DFIVX:

-66.29%

Current Drawdown

DFAX:

-1.59%

DFIVX:

-1.92%

Returns By Period

In the year-to-date period, DFAX achieves a 7.72% return, which is significantly lower than DFIVX's 12.51% return.


DFAX

YTD

7.72%

1M

1.10%

6M

4.02%

1Y

9.47%

5Y*

N/A

10Y*

N/A

DFIVX

YTD

12.51%

1M

0.26%

6M

9.51%

1Y

13.17%

5Y*

17.28%

10Y*

5.52%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFAX vs. DFIVX - Expense Ratio Comparison

Both DFAX and DFIVX have an expense ratio of 0.30%.


Expense ratio chart for DFAX: 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%
DFAX: 0.30%
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%

Risk-Adjusted Performance

DFAX vs. DFIVX — Risk-Adjusted Performance Rank

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

DFAX
The Risk-Adjusted Performance Rank of DFAX is 6767
Overall Rank
The Sharpe Ratio Rank of DFAX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of DFAX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of DFAX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of DFAX is 6666
Martin Ratio Rank

DFIVX
The Risk-Adjusted Performance Rank of DFIVX is 7474
Overall Rank
The Sharpe Ratio Rank of DFIVX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIVX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of DFIVX is 7171
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.

DFAX vs. DFIVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional World ex US Core Equity 2 ETF (DFAX) 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 DFAX, currently valued at 0.60, compared to the broader market-1.000.001.002.003.004.00
DFAX: 0.60
DFIVX: 0.79
The chart of Sortino ratio for DFAX, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.00
DFAX: 0.95
DFIVX: 1.14
The chart of Omega ratio for DFAX, currently valued at 1.13, compared to the broader market0.501.001.502.00
DFAX: 1.13
DFIVX: 1.16
The chart of Calmar ratio for DFAX, currently valued at 0.73, compared to the broader market0.002.004.006.008.0010.0012.00
DFAX: 0.73
DFIVX: 0.92
The chart of Martin ratio for DFAX, currently valued at 2.36, compared to the broader market0.0020.0040.0060.00
DFAX: 2.36
DFIVX: 3.50

The current DFAX Sharpe Ratio is 0.60, which is comparable to the DFIVX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of DFAX 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.60
0.79
DFAX
DFIVX

Dividends

DFAX vs. DFIVX - Dividend Comparison

DFAX's dividend yield for the trailing twelve months is around 2.92%, less than DFIVX's 3.54% yield.


TTM20242023202220212020201920182017201620152014
DFAX
Dimensional World ex US Core Equity 2 ETF
2.92%2.98%3.01%3.30%1.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

DFAX vs. DFIVX - Drawdown Comparison

The maximum DFAX drawdown since its inception was -28.15%, smaller than the maximum DFIVX drawdown of -66.29%. Use the drawdown chart below to compare losses from any high point for DFAX and DFIVX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.59%
-1.92%
DFAX
DFIVX

Volatility

DFAX vs. DFIVX - Volatility Comparison

Dimensional World ex US Core Equity 2 ETF (DFAX) and DFA International Value Portfolio (DFIVX) have volatilities of 11.11% and 10.95%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.11%
10.95%
DFAX
DFIVX