DFIVX vs. EFV
DFIVX (DFA International Value Portfolio Institutional Class) and EFV (iShares MSCI EAFE Value ETF) are both Foreign Large Cap Equities funds. DFIVX is actively managed, while EFV is passively managed. Over the past 10 years, DFIVX returned 12.30%/yr vs 10.63%/yr for EFV. Their 0.96 correlation means they have historically moved very closely together. DFIVX charges 0.28%/yr vs 0.31%/yr for EFV.
Performance
DFIVX vs. EFV - Performance Comparison
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Returns By Period
In the year-to-date period, DFIVX achieves a 17.19% return, which is significantly higher than EFV's 16.27% return. Over the past 10 years, DFIVX has outperformed EFV with an annualized return of 12.30%, while EFV has yielded a comparatively lower 10.63% annualized return.
DFIVX
- 1D
- 2.64%
- 1M
- 4.98%
- 6M
- 10.51%
- YTD
- 17.19%
- 1Y
- 38.36%
- 3Y*
- 22.87%
- 5Y*
- 16.24%
- 10Y*
- 12.30%
- ALL TIME*
- 7.61%
EFV
- 1D
- -0.53%
- 1M
- 3.89%
- 6M
- 10.21%
- YTD
- 16.27%
- 1Y
- 34.23%
- 3Y*
- 22.38%
- 5Y*
- 14.42%
- 10Y*
- 10.63%
- ALL TIME*
- 6.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $244.79M | $363.40M | $390.92M |
DFIVX vs. EFV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio Institutional Class | 17.19% | 45.24% | 6.87% | 17.83% | -3.51% | 18.57% | -2.13% | 15.68% | -17.49% | 26.08% |
EFV iShares MSCI EAFE Value ETF | 16.27% | 42.22% | 5.35% | 18.85% | -5.22% | 11.08% | -2.97% | 15.80% | -14.67% | 21.22% |
Correlation
The correlation between DFIVX and EFV is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2005 | 0.96 |
The correlation between DFIVX and EFV has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
DFIVX vs. EFV — Risk / Return Rank
DFIVX
EFV
DFIVX vs. EFV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio Institutional Class (DFIVX) and iShares MSCI EAFE Value ETF (EFV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFIVX | EFV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.43 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.91 | 3.14 | +0.77 |
| Martin ratioReturn relative to average drawdown | 15.31 | 11.73 | +3.58 |
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Drawdowns
DFIVX vs. EFV - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -66.61%, roughly equal to the maximum EFV drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for DFIVX and EFV.
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Drawdown Indicators
| DFIVX | EFV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.61% | -63.94% | -2.67% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -10.90% | +1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -14.39% | -13.72% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -25.29% | -25.84% | +0.55% |
Max Drawdown (10Y)Largest decline over 10 years | -48.11% | -43.16% | -4.95% |
Current DrawdownCurrent decline from peak | 0.00% | -0.53% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -12.19% | -14.72% | +2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.91% | -0.47% |
Volatility
DFIVX vs. EFV - Volatility Comparison
DFA International Value Portfolio Institutional Class (DFIVX) and iShares MSCI EAFE Value ETF (EFV) have volatilities of 4.27% and 4.20%, 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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Volatility by Period
| DFIVX | EFV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 4.20% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.77% | 12.23% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.29% | 14.38% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 15.94% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.68% | 17.46% | +0.22% |
DFIVX vs. EFV - Expense Ratio Comparison
DFIVX has a 0.28% expense ratio, which is lower than EFV's 0.31% expense ratio.
Dividends
DFIVX vs. EFV - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 3.62%, less than EFV's 4.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio Institutional Class | 3.62% | 4.21% | 3.94% | 4.40% | 3.78% | 4.37% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% |
EFV iShares MSCI EAFE Value ETF | 4.52% | 4.16% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% |
Frequently Asked Questions
With a correlation of 0.95, DFIVX and EFV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DFIVX has higher volatility (4.27%) compared to EFV (4.20%). In terms of maximum drawdown, DFIVX dropped -66.61% vs EFV's -63.94%.
DFIVX currently has the higher Sharpe Ratio (2.64 vs 2.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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