DFIVX vs. EFV

In the year-to-date period, DFIVX achieves a 19.67% return, which is significantly lower than EFV's 21.42% return. Over the past 10 years, DFIVX has outperformed EFV with an annualized return of 6.63%, while EFV has yielded a comparatively lower 5.60% annualized return.

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DFIVX has a 0.30% expense ratio, which is lower than EFV's 0.39% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (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.

The current DFIVX Sharpe Ratio is 0.96, which is comparable to the EFV Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of DFIVX and EFV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFIVX's dividend yield for the trailing twelve months is around 3.33%, less than EFV's 3.84% yield.

The maximum DFIVX drawdown since its inception was -65.67%, 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.

The current volatility for DFA International Value Portfolio (DFIVX) is 2.65%, while iShares MSCI EAFE Value ETF (EFV) has a volatility of 2.94%. This indicates that DFIVX experiences smaller price fluctuations and is considered to be less risky than EFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.