DFIVX vs. DFSPX
Compare and contrast key facts about DFA International Value Portfolio (DFIVX) and DFA International Sustainability Core 1 Portfolio (DFSPX).
DFIVX is managed by Dimensional. It was launched on Feb 14, 1994. DFSPX is managed by Dimensional. It was launched on Mar 12, 2008.
Performance
DFIVX vs. DFSPX - Performance Comparison
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DFIVX vs. DFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFSPX DFA International Sustainability Core 1 Portfolio | -4.18% | 32.97% | 4.99% | 18.37% | -17.70% | 12.12% | 11.64% | 24.22% | -15.53% | 27.25% |
Returns By Period
In the year-to-date period, DFIVX achieves a 2.99% return, which is significantly higher than DFSPX's -4.18% return. Over the past 10 years, DFIVX has outperformed DFSPX with an annualized return of 11.29%, while DFSPX has yielded a comparatively lower 8.63% 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%
DFSPX
- 1D
- 0.06%
- 1M
- -11.91%
- YTD
- -4.18%
- 6M
- -0.02%
- 1Y
- 19.98%
- 3Y*
- 13.48%
- 5Y*
- 7.03%
- 10Y*
- 8.63%
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DFIVX vs. DFSPX - Expense Ratio Comparison
DFIVX has a 0.30% expense ratio, which is higher than DFSPX's 0.24% expense ratio.
Return for Risk
DFIVX vs. DFSPX — Risk / Return Rank
DFIVX
DFSPX
DFIVX vs. DFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) and DFA International Sustainability Core 1 Portfolio (DFSPX). 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 | DFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 1.18 | +0.85 |
Sortino ratioReturn per unit of downside risk | 2.59 | 1.63 | +0.96 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.23 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.51 | +1.05 |
Martin ratioReturn relative to average drawdown | 11.62 | 6.04 | +5.59 |
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 | DFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 1.18 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.45 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.54 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.53 | -0.15 |
Correlation
The correlation between DFIVX and DFSPX is 0.94, 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. DFSPX - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 4.09%, more than DFSPX's 3.17% 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% |
DFSPX DFA International Sustainability Core 1 Portfolio | 3.17% | 3.06% | 3.06% | 2.59% | 2.27% | 2.64% | 1.44% | 2.52% | 2.60% | 2.32% | 2.48% | 2.43% |
Drawdowns
DFIVX vs. DFSPX - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -66.61%, which is greater than DFSPX's maximum drawdown of -35.86%. Use the drawdown chart below to compare losses from any high point for DFIVX and DFSPX.
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Drawdown Indicators
| DFIVX | DFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.61% | -35.86% | -30.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -11.96% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -25.29% | -32.68% | +7.39% |
Max Drawdown (10Y)Largest decline over 10 years | -48.11% | -35.86% | -12.25% |
Current DrawdownCurrent decline from peak | -8.44% | -11.91% | +3.47% |
Average DrawdownAverage peak-to-trough decline | -12.30% | -7.26% | -5.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.99% | -0.24% |
Volatility
DFIVX vs. DFSPX - Volatility Comparison
The current volatility for DFA International Value Portfolio (DFIVX) is 6.28%, while DFA International Sustainability Core 1 Portfolio (DFSPX) has a volatility of 6.68%. This indicates that DFIVX experiences smaller price fluctuations and is considered to be less risky than DFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIVX | DFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 6.68% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 10.36% | 10.48% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.49% | 16.20% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 15.88% | +0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 16.13% | +1.93% |