DFIEX vs. DFSVX
Compare and contrast key facts about DFA International Core Equity Portfolio I (DFIEX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DFIEX is managed by Dimensional. It was launched on Sep 15, 2005. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
DFIEX vs. DFSVX - Performance Comparison
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DFIEX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 4.70% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Returns By Period
In the year-to-date period, DFIEX achieves a -0.21% return, which is significantly lower than DFSVX's 4.70% return. Over the past 10 years, DFIEX has underperformed DFSVX with an annualized return of 9.31%, while DFSVX has yielded a comparatively higher 10.61% annualized return.
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
DFSVX
- 1D
- -0.56%
- 1M
- -5.28%
- YTD
- 4.70%
- 6M
- 8.23%
- 1Y
- 23.60%
- 3Y*
- 13.98%
- 5Y*
- 9.57%
- 10Y*
- 10.61%
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DFIEX vs. DFSVX - Expense Ratio Comparison
DFIEX has a 0.24% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
Return for Risk
DFIEX vs. DFSVX — Risk / Return Rank
DFIEX
DFSVX
DFIEX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Core Equity Portfolio I (DFIEX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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.
| DFIEX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 1.03 | +0.63 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.55 | +0.63 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.22 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.16 | 1.34 | +0.82 |
Martin ratioReturn relative to average drawdown | 8.72 | 4.99 | +3.73 |
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
| DFIEX | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 1.03 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.44 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.45 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.51 | -0.17 |
Correlation
The correlation between DFIEX and DFSVX is 0.73, 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.
Dividends
DFIEX vs. DFSVX - Dividend Comparison
DFIEX's dividend yield for the trailing twelve months is around 3.24%, more than DFSVX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.66% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
Drawdowns
DFIEX vs. DFSVX - Drawdown Comparison
The maximum DFIEX drawdown since its inception was -62.22%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DFIEX and DFSVX.
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Drawdown Indicators
| DFIEX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.22% | -66.70% | +4.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -15.11% | +4.10% |
Max Drawdown (5Y)Largest decline over 5 years | -28.66% | -27.69% | -0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -41.04% | -52.12% | +11.08% |
Current DrawdownCurrent decline from peak | -10.45% | -7.77% | -2.68% |
Average DrawdownAverage peak-to-trough decline | -12.26% | -9.51% | -2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 4.14% | -1.30% |
Volatility
DFIEX vs. DFSVX - Volatility Comparison
DFA International Core Equity Portfolio I (DFIEX) has a higher volatility of 6.26% compared to DFA U.S. Small Cap Value Portfolio I (DFSVX) at 5.00%. This indicates that DFIEX's price experiences larger fluctuations and is considered to be riskier than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIEX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 5.00% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 12.75% | -2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.66% | 23.31% | -7.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 21.67% | -6.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 23.92% | -7.60% |