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DFIVX vs. DFUSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFIVX vs. DFUSX - Performance Comparison

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

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DFIVX vs. DFUSX - 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%
DFUSX
DFA U.S. Large Company Portfolio
-7.05%17.76%24.91%26.28%-18.14%28.53%18.41%32.08%-4.45%21.04%

Returns By Period

In the year-to-date period, DFIVX achieves a 2.99% return, which is significantly higher than DFUSX's -7.05% return. Over the past 10 years, DFIVX has underperformed DFUSX with an annualized return of 11.29%, while DFUSX has yielded a comparatively higher 13.60% 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%

DFUSX

1D
-0.40%
1M
-7.66%
YTD
-7.05%
6M
-4.63%
1Y
14.38%
3Y*
17.12%
5Y*
11.34%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFIVX vs. DFUSX - Expense Ratio Comparison

DFIVX has a 0.30% expense ratio, which is higher than DFUSX's 0.08% expense ratio.


Return for Risk

DFIVX vs. DFUSX — 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

DFUSX
DFUSX Risk / Return Rank: 4343
Overall Rank
DFUSX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
DFUSX Sortino Ratio Rank: 4747
Sortino Ratio Rank
DFUSX Omega Ratio Rank: 5151
Omega Ratio Rank
DFUSX Calmar Ratio Rank: 3232
Calmar Ratio Rank
DFUSX Martin Ratio Rank: 4141
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. DFUSX - Risk-Adjusted Trends Comparison

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


DFIVXDFUSXDifference

Sharpe ratio

Return per unit of total volatility

2.03

0.85

+1.18

Sortino ratio

Return per unit of downside risk

2.59

1.32

+1.27

Omega ratio

Gain probability vs. loss probability

1.40

1.20

+0.20

Calmar ratio

Return relative to maximum drawdown

2.56

0.87

+1.69

Martin ratio

Return relative to average drawdown

11.62

4.25

+7.38

DFIVX vs. DFUSX - Sharpe Ratio Comparison

The current DFIVX Sharpe Ratio is 2.03, which is higher than the DFUSX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of DFIVX and DFUSX, 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


DFIVXDFUSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

0.85

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.68

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.76

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.42

-0.04

Correlation

The correlation between DFIVX and DFUSX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DFIVX vs. DFUSX - Dividend Comparison

DFIVX's dividend yield for the trailing twelve months is around 4.09%, more than DFUSX's 1.14% 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%
DFUSX
DFA U.S. Large Company Portfolio
1.14%1.04%1.24%4.17%6.24%6.57%3.82%2.74%2.64%1.56%1.95%2.87%

Drawdowns

DFIVX vs. DFUSX - Drawdown Comparison

The maximum DFIVX drawdown since its inception was -66.61%, which is greater than DFUSX's maximum drawdown of -54.96%. Use the drawdown chart below to compare losses from any high point for DFIVX and DFUSX.


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Drawdown Indicators


DFIVXDFUSXDifference

Max Drawdown

Largest peak-to-trough decline

-66.61%

-54.96%

-11.65%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-12.10%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-25.29%

-24.58%

-0.71%

Max Drawdown (10Y)

Largest decline over 10 years

-48.11%

-33.79%

-14.32%

Current Drawdown

Current decline from peak

-8.44%

-8.88%

+0.44%

Average Drawdown

Average peak-to-trough decline

-12.30%

-10.66%

-1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

2.62%

+0.13%

Volatility

DFIVX vs. DFUSX - Volatility Comparison

DFA International Value Portfolio (DFIVX) has a higher volatility of 6.28% compared to DFA U.S. Large Company Portfolio (DFUSX) at 4.25%. This indicates that DFIVX's price experiences larger fluctuations and is considered to be riskier than DFUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFIVXDFUSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

4.25%

+2.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.36%

8.64%

+1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

16.49%

17.96%

-1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

16.83%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.06%

18.03%

+0.03%