DFIVX vs. BTC-USD
DFIVX (DFA International Value Portfolio Institutional Class) is Foreign Large Cap Equities fund actively managed by Dimensional, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, DFIVX returned 12.41%/yr vs 56.48%/yr for BTC-USD. At a 0.11 correlation, their price movements are largely independent.
Performance
DFIVX vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, DFIVX achieves a 12.49% return, which is significantly higher than BTC-USD's -24.33% return. Over the past 10 years, DFIVX has underperformed BTC-USD with an annualized return of 12.41%, while BTC-USD has yielded a comparatively higher 56.48% annualized return.
DFIVX
- 1D
- 0.82%
- 1M
- 1.65%
- YTD
- 12.49%
- 6M
- 13.52%
- 1Y
- 35.31%
- 3Y*
- 23.46%
- 5Y*
- 14.18%
- 10Y*
- 12.41%
BTC-USD
- 1D
- 0.77%
- 1M
- -15.23%
- YTD
- -24.33%
- 6M
- -23.38%
- 1Y
- -37.30%
- 3Y*
- 35.99%
- 5Y*
- 11.54%
- 10Y*
- 56.48%
DFIVX vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio Institutional Class | 12.49% | 45.24% | 6.87% | 17.83% | -3.51% | 18.57% | -2.13% | 15.68% | -17.49% | 26.08% |
BTC-USD Bitcoin | -24.33% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between DFIVX and BTC-USD is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2012 | 0.11 |
Over the past year, DFIVX and BTC-USD have become more correlated (0.32) than their long-term average of 0.11, meaning their price movements have been converging.
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Return for Risk
DFIVX vs. BTC-USD — Risk / Return Rank
DFIVX
BTC-USD
DFIVX vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio Institutional Class (DFIVX) and Bitcoin (BTC-USD). 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.
| DFIVX | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.28 | ||
| Sortino ratioReturn per unit of downside risk | +4.42 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 0.88 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | -0.73 | +4.31 |
| Martin ratioReturn relative to average drawdown | 13.95 | -1.26 | +15.21 |
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Drawdowns
DFIVX vs. BTC-USD - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -66.61%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for DFIVX and BTC-USD.
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Drawdown Indicators
| DFIVX | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.61% | -85.30% | +18.69% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -51.21% | +41.63% |
Max Drawdown (3Y)Largest decline over 3 years | -14.39% | -51.21% | +36.82% |
Max Drawdown (5Y)Largest decline over 5 years | -25.29% | -76.67% | +51.38% |
Max Drawdown (10Y)Largest decline over 10 years | -48.11% | -83.80% | +35.69% |
Current DrawdownCurrent decline from peak | -0.74% | -46.91% | +46.17% |
Average DrawdownAverage peak-to-trough decline | -12.23% | -42.38% | +30.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 34.75% | -32.29% |
Volatility
DFIVX vs. BTC-USD - Volatility Comparison
The current volatility for DFA International Value Portfolio Institutional Class (DFIVX) is 4.52%, while Bitcoin (BTC-USD) has a volatility of 12.14%. This indicates that DFIVX experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIVX | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 12.14% | -7.62% |
Volatility (6M)Calculated over the trailing 6-month period | 11.41% | 34.59% | -23.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.27% | 35.62% | -21.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.36% | 44.55% | -28.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 56.55% | -38.55% |
Frequently Asked Questions
DFIVX and BTC-USD have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (12.14%) compared to DFIVX (4.52%). In terms of maximum drawdown, DFIVX dropped -66.61% vs BTC-USD's -85.30%.
DFIVX currently has the higher Sharpe Ratio (2.41 vs -0.87), 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.
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