DFIVX vs. DFISX
Compare and contrast key facts about DFA International Value Portfolio (DFIVX) and DFA International Small Company Portfolio (DFISX).
DFIVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 14, 1994. DFISX is managed by Dimensional Fund Advisors LP. It was launched on Sep 30, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIVX or DFISX.
Performance
DFIVX vs. DFISX - Performance Comparison
Returns By Period
In the year-to-date period, DFIVX achieves a 8.01% return, which is significantly higher than DFISX's 3.98% return. Over the past 10 years, DFIVX has underperformed DFISX with an annualized return of 5.41%, while DFISX has yielded a comparatively higher 5.96% annualized return.
DFIVX
8.01%
-3.67%
-2.31%
14.02%
7.92%
5.41%
DFISX
3.98%
-5.61%
-2.15%
12.25%
5.36%
5.96%
Key characteristics
| DFIVX | DFISX | |
|---|---|---|
| Sharpe Ratio | 1.22 | 0.98 |
| Sortino Ratio | 1.66 | 1.42 |
| Omega Ratio | 1.21 | 1.18 |
| Calmar Ratio | 2.08 | 0.78 |
| Martin Ratio | 6.52 | 5.03 |
| Ulcer Index | 2.33% | 2.57% |
| Daily Std Dev | 12.50% | 13.15% |
| Max Drawdown | -65.67% | -60.66% |
| Current Drawdown | -5.75% | -8.15% |
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DFIVX vs. DFISX - Expense Ratio Comparison
DFIVX has a 0.30% expense ratio, which is lower than DFISX's 0.39% expense ratio.
Correlation
The correlation between DFIVX and DFISX is 0.88, 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.
Risk-Adjusted Performance
DFIVX vs. DFISX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) and DFA International Small Company Portfolio (DFISX). 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.
Dividends
DFIVX vs. DFISX - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 4.26%, more than DFISX's 3.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 4.26% | 4.40% | 3.78% | 4.27% | 2.43% | 3.70% | 3.31% | 2.85% | 3.37% | 3.45% | 4.89% | 2.71% |
DFISX DFA International Small Company Portfolio | 3.21% | 3.02% | 2.31% | 2.53% | 1.71% | 2.42% | 2.61% | 2.36% | 2.59% | 2.17% | 2.63% | 2.44% |
Drawdowns
DFIVX vs. DFISX - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -65.67%, which is greater than DFISX's maximum drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for DFIVX and DFISX. For additional features, visit the drawdowns tool.
Volatility
DFIVX vs. DFISX - Volatility Comparison
DFA International Value Portfolio (DFIVX) and DFA International Small Company Portfolio (DFISX) have volatilities of 3.64% and 3.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.