DFELX vs. DISVX
Compare and contrast key facts about DFA Enhanced U.S. Large Company Portfolio (DFELX) and DFA International Small Cap Value Portfolio (DISVX).
DFELX is managed by Dimensional. It was launched on Jul 2, 1996. DISVX is managed by Dimensional. It was launched on Dec 28, 1994.
Performance
DFELX vs. DISVX - Performance Comparison
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DFELX vs. DISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFELX DFA Enhanced U.S. Large Company Portfolio | -7.31% | 16.16% | 24.57% | 26.57% | -22.41% | -10.98% | 18.48% | 32.76% | -5.48% | 20.57% |
DISVX DFA International Small Cap Value Portfolio | 0.00% | 52.17% | 7.88% | 17.58% | -9.80% | 15.84% | 0.82% | 21.04% | -23.36% | 25.41% |
Returns By Period
Over the past 10 years, DFELX has underperformed DISVX with an annualized return of 8.68%, while DISVX has yielded a comparatively higher 10.01% annualized return.
DFELX
- 1D
- -0.37%
- 1M
- -7.93%
- YTD
- -7.31%
- 6M
- -5.07%
- 1Y
- 12.99%
- 3Y*
- 16.34%
- 5Y*
- 2.02%
- 10Y*
- 8.68%
DISVX
- 1D
- -0.35%
- 1M
- -12.61%
- YTD
- 0.00%
- 6M
- 7.44%
- 1Y
- 37.90%
- 3Y*
- 21.91%
- 5Y*
- 13.28%
- 10Y*
- 10.01%
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DFELX vs. DISVX - Expense Ratio Comparison
DFELX has a 0.15% expense ratio, which is lower than DISVX's 0.46% expense ratio.
Return for Risk
DFELX vs. DISVX — Risk / Return Rank
DFELX
DISVX
DFELX vs. DISVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Enhanced U.S. Large Company Portfolio (DFELX) 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.
| DFELX | DISVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 2.26 | -1.46 |
Sortino ratioReturn per unit of downside risk | 1.26 | 2.78 | -1.52 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.45 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.37 | 2.59 | -2.22 |
Martin ratioReturn relative to average drawdown | 1.59 | 10.39 | -8.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFELX | DISVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 2.26 | -1.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.84 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.60 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.50 | -0.11 |
Correlation
The correlation between DFELX and DISVX is 0.55, 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.
Dividends
DFELX vs. DISVX - Dividend Comparison
DFELX's dividend yield for the trailing twelve months is around 18.81%, more than DISVX's 7.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFELX DFA Enhanced U.S. Large Company Portfolio | 18.81% | 17.26% | 3.77% | 3.00% | 1.76% | 1.21% | 7.55% | 9.97% | 7.79% | 16.57% | 3.36% | 6.99% |
DISVX DFA International Small Cap Value Portfolio | 7.21% | 7.17% | 4.56% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 3.77% | 5.85% | 3.51% |
Drawdowns
DFELX vs. DISVX - Drawdown Comparison
The maximum DFELX drawdown since its inception was -55.54%, smaller than the maximum DISVX drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for DFELX and DISVX.
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Drawdown Indicators
| DFELX | DISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.54% | -61.57% | +6.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -13.26% | +0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -49.14% | -27.43% | -21.71% |
Max Drawdown (10Y)Largest decline over 10 years | -49.14% | -49.24% | +0.10% |
Current DrawdownCurrent decline from peak | -9.09% | -12.61% | +3.52% |
Average DrawdownAverage peak-to-trough decline | -12.77% | -12.24% | -0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.94% | 3.30% | +0.64% |
Volatility
DFELX vs. DISVX - Volatility Comparison
The current volatility for DFA Enhanced U.S. Large Company Portfolio (DFELX) is 4.32%, while DFA International Small Cap Value Portfolio (DISVX) has a volatility of 6.40%. This indicates that DFELX experiences smaller price fluctuations and is considered to be less risky than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFELX | DISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 6.40% | -2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.98% | 10.69% | -1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.85% | 16.28% | +2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.73% | 15.93% | +5.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.32% | 16.71% | +3.61% |