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DFIVX vs. DFFVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFIVX vs. DFFVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Value Portfolio (DFIVX) and DFA U.S. Targeted Value Portfolio (DFFVX). The values are adjusted to include any dividend payments, if applicable.

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DFIVX vs. DFFVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFIVX
DFA International Value Portfolio
2.99%45.24%6.87%17.83%-3.51%18.57%-2.13%15.68%-17.49%26.08%
DFFVX
DFA U.S. Targeted Value Portfolio
3.27%9.53%9.34%19.37%-4.66%31.53%3.78%21.51%-15.79%9.20%

Returns By Period

In the year-to-date period, DFIVX achieves a 2.99% return, which is significantly lower than DFFVX's 3.27% return. Over the past 10 years, DFIVX has outperformed DFFVX with an annualized return of 11.29%, while DFFVX has yielded a comparatively lower 10.23% annualized 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%

DFFVX

1D
-0.57%
1M
-5.78%
YTD
3.27%
6M
6.24%
1Y
21.73%
3Y*
13.51%
5Y*
8.15%
10Y*
10.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFIVX vs. DFFVX - Expense Ratio Comparison

DFIVX has a 0.30% expense ratio, which is higher than DFFVX's 0.29% expense ratio.


Return for Risk

DFIVX vs. DFFVX — Risk / Return Rank

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

DFIVX
DFIVX Risk / Return Rank: 9292
Overall Rank
DFIVX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DFIVX Sortino Ratio Rank: 9191
Sortino Ratio Rank
DFIVX Omega Ratio Rank: 9090
Omega Ratio Rank
DFIVX Calmar Ratio Rank: 9191
Calmar Ratio Rank
DFIVX Martin Ratio Rank: 9393
Martin Ratio Rank

DFFVX
DFFVX Risk / Return Rank: 5454
Overall Rank
DFFVX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DFFVX Sortino Ratio Rank: 5858
Sortino Ratio Rank
DFFVX Omega Ratio Rank: 5252
Omega Ratio Rank
DFFVX Calmar Ratio Rank: 5757
Calmar Ratio Rank
DFFVX Martin Ratio Rank: 5050
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.

DFIVX vs. DFFVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) and DFA U.S. Targeted Value Portfolio (DFFVX). 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.


DFIVXDFFVXDifference

Sharpe ratio

Return per unit of total volatility

2.03

0.97

+1.06

Sortino ratio

Return per unit of downside risk

2.59

1.49

+1.11

Omega ratio

Gain probability vs. loss probability

1.40

1.21

+0.20

Calmar ratio

Return relative to maximum drawdown

2.56

1.31

+1.25

Martin ratio

Return relative to average drawdown

11.62

4.88

+6.74

DFIVX vs. DFFVX - Sharpe Ratio Comparison

The current DFIVX Sharpe Ratio is 2.03, which is higher than the DFFVX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of DFIVX and DFFVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFIVXDFFVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

0.97

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.38

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.43

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.45

-0.08

Correlation

The correlation between DFIVX and DFFVX is 0.70, 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. DFFVX - Dividend Comparison

DFIVX's dividend yield for the trailing twelve months is around 4.09%, more than DFFVX's 1.66% yield.


TTM20252024202320222021202020192018201720162015
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%
DFFVX
DFA U.S. Targeted Value Portfolio
1.66%1.69%1.40%2.26%5.17%2.74%1.52%3.82%5.95%5.16%3.95%5.84%

Drawdowns

DFIVX vs. DFFVX - Drawdown Comparison

The maximum DFIVX drawdown since its inception was -66.61%, roughly equal to the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for DFIVX and DFFVX.


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Drawdown Indicators


DFIVXDFFVXDifference

Max Drawdown

Largest peak-to-trough decline

-66.61%

-64.21%

-2.40%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-14.71%

+2.72%

Max Drawdown (5Y)

Largest decline over 5 years

-25.29%

-26.09%

+0.80%

Max Drawdown (10Y)

Largest decline over 10 years

-48.11%

-50.75%

+2.64%

Current Drawdown

Current decline from peak

-8.44%

-8.07%

-0.37%

Average Drawdown

Average peak-to-trough decline

-12.30%

-9.76%

-2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

3.96%

-1.21%

Volatility

DFIVX vs. DFFVX - Volatility Comparison

DFA International Value Portfolio (DFIVX) has a higher volatility of 6.28% compared to DFA U.S. Targeted Value Portfolio (DFFVX) at 4.90%. This indicates that DFIVX's price experiences larger fluctuations and is considered to be riskier than DFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFIVXDFFVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

4.90%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

10.36%

12.20%

-1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

16.49%

22.60%

-6.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

21.69%

-5.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.06%

23.67%

-5.61%