Correlation
The correlation between DFISX and DISVX is 0.54, 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.
DFISX vs. DISVX
Compare and contrast key facts about DFA International Small Company Portfolio (DFISX) and DFA International Small Cap Value Portfolio (DISVX).
DFISX is managed by Dimensional Fund Advisors LP. It was launched on Sep 30, 1996. 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: DFISX or DISVX.
Performance
DFISX vs. DISVX - Performance Comparison
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Key characteristics
DFISX:
1.00
DISVX:
1.26
DFISX:
1.36
DISVX:
1.64
DFISX:
1.19
DISVX:
1.24
DFISX:
1.06
DISVX:
1.50
DFISX:
3.33
DISVX:
4.93
DFISX:
4.57%
DISVX:
4.16%
DFISX:
15.87%
DISVX:
16.79%
DFISX:
-63.00%
DISVX:
-60.61%
DFISX:
0.00%
DISVX:
0.00%
Returns By Period
In the year-to-date period, DFISX achieves a 17.63% return, which is significantly lower than DISVX's 22.68% return. Over the past 10 years, DFISX has underperformed DISVX with an annualized return of 4.41%, while DISVX has yielded a comparatively higher 6.85% annualized return.
DFISX
17.63%
6.74%
14.42%
14.58%
9.30%
10.68%
4.41%
DISVX
22.68%
7.35%
20.24%
19.82%
14.19%
16.19%
6.85%
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DFISX vs. DISVX - Expense Ratio Comparison
DFISX has a 0.39% expense ratio, which is lower than DISVX's 0.46% expense ratio.
Risk-Adjusted Performance
DFISX vs. DISVX — Risk-Adjusted Performance Rank
DFISX
DISVX
DFISX vs. DISVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Company Portfolio (DFISX) 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.
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Dividends
DFISX vs. DISVX - Dividend Comparison
DFISX's dividend yield for the trailing twelve months is around 2.92%, less than DISVX's 3.77% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 2.92% | 3.40% | 3.02% | 3.51% | 6.18% | 1.71% | 4.54% | 7.75% | 5.52% | 5.28% | 4.47% | 6.00% |
DISVX DFA International Small Cap Value Portfolio | 3.77% | 4.56% | 3.87% | 2.40% | 3.52% | 1.85% | 3.97% | 5.91% | 5.76% | 5.85% | 3.51% | 3.95% |
Drawdowns
DFISX vs. DISVX - Drawdown Comparison
The maximum DFISX drawdown since its inception was -63.00%, roughly equal to the maximum DISVX drawdown of -60.61%. Use the drawdown chart below to compare losses from any high point for DFISX and DISVX.
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Volatility
DFISX vs. DISVX - Volatility Comparison
DFA International Small Company Portfolio (DFISX) and DFA International Small Cap Value Portfolio (DISVX) have volatilities of 2.62% and 2.54%, 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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