DFITX vs. DISVX

Last updated Apr 1, 2026

Compare and contrast key facts about DFA International Real Estate Securities (DFITX) and DFA International Small Cap Value Portfolio (DISVX).

DFITX is managed by Dimensional. It was launched on Feb 28, 2007. DISVX is managed by Dimensional. It was launched on Dec 28, 1994.

Performance

DFITX vs. DISVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Real Estate Securities (DFITX) and DFA International Small Cap Value Portfolio (DISVX). The values are adjusted to include any dividend payments, if applicable.

DFITX vs. DISVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFITX DFA International Real Estate Securities	-7.92%	24.65%	-7.70%	5.96%	-21.73%	12.81%	-9.02%	23.61%	-6.93%	15.38%
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, DFITX has underperformed DISVX with an annualized return of 1.34%, while DISVX has yielded a comparatively higher 10.01% annualized return.

DFITX

• 1D: -0.29%
• 1M: -12.31%
• YTD: -7.92%
• 6M: -6.97%
• 1Y: 10.05%
• 3Y*: 4.12%
• 5Y*: -0.61%
• 10Y*: 1.34%

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFITX vs. DISVX - Expense Ratio Comparison

DFITX has a 0.27% expense ratio, which is lower than DISVX's 0.46% expense ratio.

DISVX

DFA International Small Cap Value Portfolio

DFITX

DFA International Real Estate Securities

Return for Risk

DFITX vs. DISVX — Risk / Return Rank

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

DFITX

DFITX Risk / Return Rank: 27
DFITX Sharpe Ratio Rank: 31
DFITX Sortino Ratio Rank: 27
DFITX Omega Ratio Rank: 25
DFITX Calmar Ratio Rank: 24
DFITX Martin Ratio Rank: 27

DISVX

DISVX Risk / Return Rank: 92
DISVX Sharpe Ratio Rank: 95
DISVX Sortino Ratio Rank: 93
DISVX Omega Ratio Rank: 93
DISVX Calmar Ratio Rank: 91
DISVX Martin Ratio Rank: 91

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.

DFITX vs. DISVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International Real Estate Securities (DFITX) 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.

	DFITX	DISVX	Difference
Sharpe ratio Return per unit of total volatility	0.73	2.26	-1.53
Sortino ratio Return per unit of downside risk	1.03	2.78	-1.75
Omega ratio Gain probability vs. loss probability	1.14	1.45	-0.31
Calmar ratio Return relative to maximum drawdown	0.71	2.59	-1.88
Martin ratio Return relative to average drawdown	2.98	10.39	-7.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFITX vs. DISVX - Sharpe Ratio Comparison

The current DFITX Sharpe Ratio is 0.73, which is lower than the DISVX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of DFITX and DISVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DFITX	DISVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.73	2.26	-1.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.04	0.84	-0.88
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.08	0.60	-0.52
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	0.50	-0.42

Correlation

The correlation between DFITX and DISVX is 0.76, 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

DFITX vs. DISVX - Dividend Comparison

DFITX's dividend yield for the trailing twelve months is around 7.24%, which matches DISVX's 7.21% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFITX DFA International Real Estate Securities	7.24%	6.67%	6.24%	5.05%	0.00%	7.86%	0.00%	12.86%	5.99%	4.21%	8.62%	1.79%
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

DFITX vs. DISVX - Drawdown Comparison

The maximum DFITX drawdown since its inception was -73.49%, which is greater than DISVX's maximum drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for DFITX and DISVX.

Drawdown Indicators

	DFITX	DISVX	Difference
Max Drawdown Largest peak-to-trough decline	-73.49%	-61.57%	-11.92%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	-13.26%	+0.95%
Max Drawdown (5Y) Largest decline over 5 years	-34.84%	-27.43%	-7.41%
Max Drawdown (10Y) Largest decline over 10 years	-45.26%	-49.24%	+3.98%
Current Drawdown Current decline from peak	-14.12%	-12.61%	-1.51%
Average Drawdown Average peak-to-trough decline	-18.19%	-12.24%	-5.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.94%	3.30%	-0.36%

Volatility

DFITX vs. DISVX - Volatility Comparison

The current volatility for DFA International Real Estate Securities (DFITX) is 4.58%, while DFA International Small Cap Value Portfolio (DISVX) has a volatility of 6.40%. This indicates that DFITX experiences smaller price fluctuations and is considered to be less risky than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFITX	DISVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.58%	6.40%	-1.82%
Volatility (6M) Calculated over the trailing 6-month period	8.25%	10.69%	-2.44%
Volatility (1Y) Calculated over the trailing 1-year period	12.98%	16.28%	-3.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.90%	15.93%	-1.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.41%	16.71%	-0.30%