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DFISX vs. EVIBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFISX vs. EVIBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Small Company Portfolio (DFISX) and Eaton Vance Income Fund of Boston (EVIBX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFISX achieves a 7.65% return, which is significantly higher than EVIBX's 0.83% return. Over the past 10 years, DFISX has outperformed EVIBX with an annualized return of 8.53%, while EVIBX has yielded a comparatively lower 4.96% annualized return.


DFISX

1D
2.27%
1M
-0.97%
YTD
7.65%
6M
9.88%
1Y
21.49%
3Y*
17.56%
5Y*
6.74%
10Y*
8.53%

EVIBX

1D
0.39%
1M
0.51%
YTD
0.83%
6M
1.73%
1Y
5.82%
3Y*
7.28%
5Y*
3.92%
10Y*
4.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFISX vs. EVIBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFISX
DFA International Small Company Portfolio
7.65%36.35%3.76%14.46%-17.13%10.71%9.27%24.18%-19.42%24.78%
EVIBX
Eaton Vance Income Fund of Boston
0.83%8.21%6.57%10.67%-8.16%5.57%4.83%13.30%-2.77%6.03%

Correlation

The correlation between DFISX and EVIBX is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Sep 30, 1996

0.41

The correlation between DFISX and EVIBX shifts across timeframes, from 0.41 (all time) to 0.55 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DFISX vs. EVIBX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFISX
DFISX Risk / Return Rank: 4444
Overall Rank
DFISX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
DFISX Sortino Ratio Rank: 4848
Sortino Ratio Rank
DFISX Omega Ratio Rank: 4646
Omega Ratio Rank
DFISX Calmar Ratio Rank: 3838
Calmar Ratio Rank
DFISX Martin Ratio Rank: 3939
Martin Ratio Rank

EVIBX
EVIBX Risk / Return Rank: 6969
Overall Rank
EVIBX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
EVIBX Sortino Ratio Rank: 7676
Sortino Ratio Rank
EVIBX Omega Ratio Rank: 7878
Omega Ratio Rank
EVIBX Calmar Ratio Rank: 5757
Calmar Ratio Rank
EVIBX Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFISX vs. EVIBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International Small Company Portfolio (DFISX) and Eaton Vance Income Fund of Boston (EVIBX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DFISXEVIBXDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.29

1.43

-0.15

Calmar ratioReturn relative to maximum drawdown

1.90

2.49

-0.59

Martin ratioReturn relative to average drawdown

6.86

12.63

-5.77

DFISX vs. EVIBX - Sharpe Ratio Comparison

The current DFISX Sharpe Ratio is 1.60, which is comparable to the EVIBX Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of DFISX and EVIBX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DFISX vs. EVIBX - Drawdown Comparison

The maximum DFISX drawdown since its inception was -60.66%, which is greater than EVIBX's maximum drawdown of -36.79%. Use the drawdown chart below to compare losses from any high point for DFISX and EVIBX.


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Drawdown Indicators


DFISXEVIBXDifference

Max Drawdown

Largest peak-to-trough decline

-60.66%

-36.79%

-23.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-2.35%

-9.61%

Max Drawdown (3Y)

Largest decline over 3 years

-13.68%

-3.70%

-9.98%

Max Drawdown (5Y)

Largest decline over 5 years

-35.06%

-12.67%

-22.39%

Max Drawdown (10Y)

Largest decline over 10 years

-43.00%

-21.06%

-21.94%

Current Drawdown

Current decline from peak

-3.11%

-0.00%

-3.11%

Average Drawdown

Average peak-to-trough decline

-11.64%

-4.54%

-7.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

0.46%

+2.83%

Volatility

DFISX vs. EVIBX - Volatility Comparison

DFA International Small Company Portfolio (DFISX) has a higher volatility of 4.59% compared to Eaton Vance Income Fund of Boston (EVIBX) at 0.94%. This indicates that DFISX's price experiences larger fluctuations and is considered to be riskier than EVIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFISXEVIBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.59%

0.94%

+3.65%

Volatility (6M)

Calculated over the trailing 6-month period

11.57%

2.50%

+9.07%

Volatility (1Y)

Calculated over the trailing 1-year period

14.17%

3.27%

+10.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

4.89%

+11.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.21%

5.40%

+10.81%

DFISX vs. EVIBX - Expense Ratio Comparison

DFISX has a 0.39% expense ratio, which is lower than EVIBX's 1.00% expense ratio.


Dividends

DFISX vs. EVIBX - Dividend Comparison

DFISX's dividend yield for the trailing twelve months is around 2.92%, less than EVIBX's 6.09% yield.


PositionTTM20252024202320222021202020192018201720162015
DFISX
DFA International Small Company Portfolio
2.92%3.19%3.39%3.01%3.51%3.06%1.71%4.54%7.74%1.27%4.44%4.47%
EVIBX
Eaton Vance Income Fund of Boston
6.09%5.91%5.36%4.59%5.65%5.04%5.69%5.62%6.01%5.53%5.85%6.54%

Frequently Asked Questions


DFISX and EVIBX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DFISX has higher volatility (4.59%) compared to EVIBX (0.94%). In terms of maximum drawdown, DFISX dropped -60.66% vs EVIBX's -36.79%.

EVIBX currently has the higher Sharpe Ratio (1.79 vs 1.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DFISX and EVIBX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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