DFGEX vs. DISVX
Compare and contrast key facts about DFA Global Real Estate Securities Portfolio (DFGEX) and DFA International Small Cap Value Portfolio (DISVX).
DFGEX is managed by Dimensional Fund Advisors LP. It was launched on Jun 3, 2008. 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: DFGEX or DISVX.
Performance
DFGEX vs. DISVX - Performance Comparison
Returns By Period
In the year-to-date period, DFGEX achieves a 7.89% return, which is significantly lower than DISVX's 8.58% return. Over the past 10 years, DFGEX has outperformed DISVX with an annualized return of 4.90%, while DISVX has yielded a comparatively lower 4.24% annualized return.
DFGEX
7.89%
-3.65%
11.02%
19.91%
2.52%
4.90%
DISVX
8.58%
-4.41%
-1.36%
15.36%
6.89%
4.24%
Key characteristics
| DFGEX | DISVX | |
|---|---|---|
| Sharpe Ratio | 1.44 | 1.16 |
| Sortino Ratio | 2.04 | 1.62 |
| Omega Ratio | 1.26 | 1.20 |
| Calmar Ratio | 0.81 | 1.99 |
| Martin Ratio | 4.95 | 5.84 |
| Ulcer Index | 4.20% | 2.70% |
| Daily Std Dev | 14.43% | 13.58% |
| Max Drawdown | -62.57% | -63.79% |
| Current Drawdown | -9.99% | -6.70% |
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DFGEX vs. DISVX - Expense Ratio Comparison
DFGEX has a 0.14% expense ratio, which is lower than DISVX's 0.46% expense ratio.
Correlation
The correlation between DFGEX and DISVX is 0.64, 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.
Risk-Adjusted Performance
DFGEX vs. DISVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Real Estate Securities Portfolio (DFGEX) 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
DFGEX vs. DISVX - Dividend Comparison
DFGEX's dividend yield for the trailing twelve months is around 3.11%, less than DISVX's 3.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGEX DFA Global Real Estate Securities Portfolio | 3.11% | 3.36% | 1.47% | 3.58% | 2.00% | 5.90% | 5.09% | 3.08% | 4.73% | 2.44% | 3.74% | 3.63% |
DISVX DFA International Small Cap Value Portfolio | 3.92% | 3.75% | 2.40% | 2.76% | 1.85% | 2.47% | 2.20% | 2.54% | 2.60% | 2.01% | 2.09% | 2.12% |
Drawdowns
DFGEX vs. DISVX - Drawdown Comparison
The maximum DFGEX drawdown since its inception was -62.57%, roughly equal to the maximum DISVX drawdown of -63.79%. Use the drawdown chart below to compare losses from any high point for DFGEX and DISVX. For additional features, visit the drawdowns tool.
Volatility
DFGEX vs. DISVX - Volatility Comparison
DFA Global Real Estate Securities Portfolio (DFGEX) and DFA International Small Cap Value Portfolio (DISVX) have volatilities of 4.04% and 4.03%, 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.