DFIVX vs. DFISX

In the year-to-date period, DFIVX achieves a 15.48% return, which is significantly higher than DFISX's 13.08% return. Over the past 10 years, DFIVX has outperformed DFISX with an annualized return of 5.87%, while DFISX has yielded a comparatively lower 3.85% annualized return.

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DFIVX has a 0.30% expense ratio, which is lower than DFISX's 0.39% expense ratio.

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.

The current DFIVX Sharpe Ratio is 0.79, which is comparable to the DFISX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of DFIVX and DFISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFIVX's dividend yield for the trailing twelve months is around 3.45%, more than DFISX's 3.04% yield.

The maximum DFIVX drawdown since its inception was -65.67%, roughly equal to the maximum DFISX drawdown of -63.00%. Use the drawdown chart below to compare losses from any high point for DFIVX and DFISX. For additional features, visit the drawdowns tool.

DFA International Value Portfolio (DFIVX) has a higher volatility of 3.55% compared to DFA International Small Company Portfolio (DFISX) at 3.28%. This indicates that DFIVX's price experiences larger fluctuations and is considered to be riskier than DFISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.