Correlation
The correlation between DFIVX and DISVX is 0.53, 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.
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.
Performance
DFIVX vs. DISVX - Performance Comparison
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Key characteristics
DFIVX:
0.96
DISVX:
1.22
DFIVX:
1.44
DISVX:
1.74
DFIVX:
1.21
DISVX:
1.26
DFIVX:
1.19
DISVX:
1.59
DFIVX:
4.54
DISVX:
5.24
DFIVX:
3.77%
DISVX:
4.16%
DFIVX:
16.56%
DISVX:
16.82%
DFIVX:
-65.67%
DISVX:
-60.61%
DFIVX:
-0.61%
DISVX:
-0.81%
Returns By Period
In the year-to-date period, DFIVX achieves a 19.67% return, which is significantly lower than DISVX's 23.59% return. Over the past 10 years, DFIVX has underperformed DISVX with an annualized return of 6.63%, while DISVX has yielded a comparatively higher 7.08% annualized return.
DFIVX
19.67%
4.68%
16.26%
15.84%
12.77%
15.86%
6.63%
DISVX
23.59%
7.04%
20.55%
20.45%
14.28%
15.23%
7.08%
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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 Rank
DFIVX
DISVX
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.
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Dividends
DFIVX vs. DISVX - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 3.33%, less than DISVX's 3.74% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 3.33% | 3.94% | 4.40% | 3.78% | 4.49% | 2.43% | 3.70% | 6.60% | 2.85% | 3.37% | 3.45% | 4.89% |
DISVX DFA International Small Cap Value Portfolio | 3.74% | 4.56% | 3.87% | 2.40% | 3.52% | 1.85% | 3.97% | 5.91% | 5.76% | 5.85% | 3.51% | 3.95% |
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 -60.61%. Use the drawdown chart below to compare losses from any high point for DFIVX and DISVX.
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Volatility
DFIVX vs. DISVX - Volatility Comparison
DFA International Value Portfolio (DFIVX) and DFA International Small Cap Value Portfolio (DISVX) have volatilities of 2.65% and 2.70%, 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.
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