DFIVX vs. DISVX
Compare and contrast key facts about DFA International Value Portfolio (DFIVX) and DFA International Small Cap Value Portfolio (DISVX).
DFIVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 14, 1994. DISVX is managed by Dimensional Fund Advisors LP. It was launched on Dec 28, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIVX or DISVX.
Key characteristics
| DFIVX | DISVX | |
|---|---|---|
| YTD Return | 10.78% | 11.65% |
| 1Y Return | 14.80% | 18.59% |
| 3Y Return (Ann) | 8.42% | 5.28% |
| 5Y Return (Ann) | 9.12% | 8.66% |
| 10Y Return (Ann) | 5.06% | 5.52% |
| Sharpe Ratio | 1.27 | 1.40 |
| Daily Std Dev | 12.89% | 14.00% |
| Max Drawdown | -65.67% | -60.04% |
| Current Drawdown | -1.72% | -1.97% |
Correlation
The correlation between DFIVX and DISVX is 0.89, 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.
Performance
DFIVX vs. DISVX - Performance Comparison
In the year-to-date period, DFIVX achieves a 10.78% return, which is significantly lower than DISVX's 11.65% return. Over the past 10 years, DFIVX has underperformed DISVX with an annualized return of 5.06%, while DISVX has yielded a comparatively higher 5.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFIVX vs. DISVX - Expense Ratio Comparison
DFIVX has a 0.30% expense ratio, which is lower than DISVX's 0.46% expense ratio.
Risk-Adjusted Performance
DFIVX vs. DISVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) and DFA International Small Cap Value Portfolio (DISVX). 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. DISVX - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 3.83%, more than DISVX's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 3.83% | 4.40% | 3.78% | 4.48% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% | 4.89% | 2.71% |
DISVX DFA International Small Cap Value Portfolio | 3.38% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 5.75% | 5.85% | 3.51% | 3.94% | 3.60% |
Drawdowns
DFIVX vs. DISVX - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -65.67%, which is greater than DISVX's maximum drawdown of -60.04%. Use the drawdown chart below to compare losses from any high point for DFIVX and DISVX. For additional features, visit the drawdowns tool.
Volatility
DFIVX vs. DISVX - Volatility Comparison
The current volatility for DFA International Value Portfolio (DFIVX) is 4.38%, while DFA International Small Cap Value Portfolio (DISVX) has a volatility of 4.80%. This indicates that DFIVX experiences smaller price fluctuations and is considered to be less risky than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.