Correlation
The correlation between DFISX and VVIAX is 0.63, 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. VVIAX
Compare and contrast key facts about DFA International Small Company Portfolio (DFISX) and Vanguard Value Index Fund Admiral Shares (VVIAX).
DFISX is managed by Dimensional Fund Advisors LP. It was launched on Sep 30, 1996. VVIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFISX or VVIAX.
Performance
DFISX vs. VVIAX - Performance Comparison
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Key characteristics
DFISX:
1.00
VVIAX:
0.67
DFISX:
1.36
VVIAX:
0.97
DFISX:
1.19
VVIAX:
1.13
DFISX:
1.06
VVIAX:
0.68
DFISX:
3.33
VVIAX:
2.43
DFISX:
4.57%
VVIAX:
4.04%
DFISX:
15.87%
VVIAX:
15.73%
DFISX:
-63.00%
VVIAX:
-59.32%
DFISX:
0.00%
VVIAX:
-4.55%
Returns By Period
In the year-to-date period, DFISX achieves a 17.63% return, which is significantly higher than VVIAX's 1.88% return. Over the past 10 years, DFISX has underperformed VVIAX with an annualized return of 4.41%, while VVIAX has yielded a comparatively higher 9.97% annualized return.
DFISX
17.63%
6.05%
14.42%
15.76%
9.30%
10.68%
4.41%
VVIAX
1.88%
2.91%
-4.55%
10.53%
8.68%
13.87%
9.97%
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DFISX vs. VVIAX - Expense Ratio Comparison
DFISX has a 0.39% expense ratio, which is higher than VVIAX's 0.05% expense ratio.
Risk-Adjusted Performance
DFISX vs. VVIAX — Risk-Adjusted Performance Rank
DFISX
VVIAX
DFISX vs. VVIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Company Portfolio (DFISX) and Vanguard Value Index Fund Admiral Shares (VVIAX). 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. VVIAX - Dividend Comparison
DFISX's dividend yield for the trailing twelve months is around 2.92%, more than VVIAX's 2.28% 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% |
VVIAX Vanguard Value Index Fund Admiral Shares | 2.28% | 2.30% | 2.45% | 2.51% | 2.14% | 2.54% | 2.49% | 2.72% | 2.29% | 2.45% | 2.60% | 2.22% |
Drawdowns
DFISX vs. VVIAX - Drawdown Comparison
The maximum DFISX drawdown since its inception was -63.00%, which is greater than VVIAX's maximum drawdown of -59.32%. Use the drawdown chart below to compare losses from any high point for DFISX and VVIAX.
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Volatility
DFISX vs. VVIAX - Volatility Comparison
The current volatility for DFA International Small Company Portfolio (DFISX) is 2.62%, while Vanguard Value Index Fund Admiral Shares (VVIAX) has a volatility of 4.32%. This indicates that DFISX experiences smaller price fluctuations and is considered to be less risky than VVIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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