DFIEX vs. DISVX
Compare and contrast key facts about DFA International Core Equity Portfolio I (DFIEX) and DFA International Small Cap Value Portfolio (DISVX).
DFIEX is managed by Dimensional. It was launched on Sep 15, 2005. DISVX is managed by Dimensional. It was launched on Dec 28, 1994.
Performance
DFIEX vs. DISVX - Performance Comparison
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DFIEX vs. DISVX - 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% |
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, DFIEX has underperformed DISVX with an annualized return of 9.31%, while DISVX has yielded a comparatively higher 10.01% 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%
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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DFIEX vs. DISVX - Expense Ratio Comparison
DFIEX has a 0.24% expense ratio, which is lower than DISVX's 0.46% expense ratio.
Return for Risk
DFIEX vs. DISVX — Risk / Return Rank
DFIEX
DISVX
DFIEX vs. DISVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Core Equity Portfolio I (DFIEX) 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.
| DFIEX | DISVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 2.26 | -0.60 |
Sortino ratioReturn per unit of downside risk | 2.18 | 2.78 | -0.60 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.45 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.16 | 2.59 | -0.43 |
Martin ratioReturn relative to average drawdown | 8.72 | 10.39 | -1.67 |
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 | DISVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 2.26 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.84 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.60 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.50 | -0.17 |
Correlation
The correlation between DFIEX and DISVX is 0.96, 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. DISVX - Dividend Comparison
DFIEX's dividend yield for the trailing twelve months is around 3.24%, less than DISVX's 7.21% 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% |
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
DFIEX vs. DISVX - Drawdown Comparison
The maximum DFIEX drawdown since its inception was -62.22%, roughly equal to the maximum DISVX drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for DFIEX and DISVX.
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Drawdown Indicators
| DFIEX | DISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.22% | -61.57% | -0.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -13.26% | +2.25% |
Max Drawdown (5Y)Largest decline over 5 years | -28.66% | -27.43% | -1.23% |
Max Drawdown (10Y)Largest decline over 10 years | -41.04% | -49.24% | +8.20% |
Current DrawdownCurrent decline from peak | -10.45% | -12.61% | +2.16% |
Average DrawdownAverage peak-to-trough decline | -12.26% | -12.24% | -0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 3.30% | -0.46% |
Volatility
DFIEX vs. DISVX - Volatility Comparison
DFA International Core Equity Portfolio I (DFIEX) and DFA International Small Cap Value Portfolio (DISVX) have volatilities of 6.26% and 6.40%, 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.
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Volatility by Period
| DFIEX | DISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 6.40% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 10.69% | -0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.66% | 16.28% | -0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 15.93% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 16.71% | -0.39% |