DFIVX vs. DFAX
Compare and contrast key facts about DFA International Value Portfolio (DFIVX) and Dimensional World ex US Core Equity 2 ETF (DFAX).
DFIVX is managed by Dimensional. It was launched on Feb 14, 1994. DFAX is a passively managed fund by Dimensional that tracks the performance of the MSCI All Country World ex USA Index. It was launched on Mar 6, 2008.
Performance
DFIVX vs. DFAX - Performance Comparison
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DFIVX vs. DFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 2.99% | 45.24% | 6.87% | 17.83% | -3.51% | 0.38% |
DFAX Dimensional World ex US Core Equity 2 ETF | 3.97% | 35.42% | 4.78% | 16.66% | -14.48% | -2.68% |
Returns By Period
In the year-to-date period, DFIVX achieves a 2.99% return, which is significantly lower than DFAX's 3.97% return.
DFIVX
- 1D
- 0.26%
- 1M
- -8.38%
- YTD
- 2.99%
- 6M
- 11.70%
- 1Y
- 34.52%
- 3Y*
- 21.08%
- 5Y*
- 14.04%
- 10Y*
- 11.29%
DFAX
- 1D
- 3.06%
- 1M
- -8.01%
- YTD
- 3.97%
- 6M
- 9.21%
- 1Y
- 33.25%
- 3Y*
- 17.18%
- 5Y*
- —
- 10Y*
- —
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DFIVX vs. DFAX - Expense Ratio Comparison
Both DFIVX and DFAX have an expense ratio of 0.30%.
Return for Risk
DFIVX vs. DFAX — Risk / Return Rank
DFIVX
DFAX
DFIVX vs. DFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) and Dimensional World ex US Core Equity 2 ETF (DFAX). 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.
| DFIVX | DFAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 1.98 | +0.05 |
Sortino ratioReturn per unit of downside risk | 2.59 | 2.62 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 2.84 | -0.28 |
Martin ratioReturn relative to average drawdown | 11.62 | 11.22 | +0.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFIVX | DFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 1.98 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.52 | -0.14 |
Correlation
The correlation between DFIVX and DFAX is 0.93, 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
DFIVX vs. DFAX - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 4.09%, more than DFAX's 2.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 4.09% | 4.21% | 3.94% | 4.40% | 3.78% | 4.37% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% |
DFAX Dimensional World ex US Core Equity 2 ETF | 2.46% | 2.58% | 2.98% | 3.01% | 3.30% | 1.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFIVX vs. DFAX - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -66.61%, which is greater than DFAX's maximum drawdown of -28.15%. Use the drawdown chart below to compare losses from any high point for DFIVX and DFAX.
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Drawdown Indicators
| DFIVX | DFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.61% | -28.15% | -38.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -11.31% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -25.29% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.11% | — | — |
Current DrawdownCurrent decline from peak | -8.44% | -8.28% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -12.30% | -6.86% | -5.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.87% | -0.12% |
Volatility
DFIVX vs. DFAX - Volatility Comparison
The current volatility for DFA International Value Portfolio (DFIVX) is 6.28%, while Dimensional World ex US Core Equity 2 ETF (DFAX) has a volatility of 8.05%. This indicates that DFIVX experiences smaller price fluctuations and is considered to be less risky than DFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIVX | DFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 8.05% | -1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 10.36% | 11.27% | -0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.49% | 16.86% | -0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 15.86% | +0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 15.86% | +2.20% |