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DFIVX vs. EFV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

DFIVX vs. EFV

Last updated May 12, 2025

Compare and contrast key facts about DFA International Value Portfolio (DFIVX) and iShares MSCI EAFE Value ETF (EFV).

DFIVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 14, 1994. EFV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Value Index. It was launched on Aug 1, 2005.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIVX or EFV.

Correlation

The correlation between DFIVX and EFV is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

DFIVX vs. EFV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Value Portfolio (DFIVX) and iShares MSCI EAFE Value ETF (EFV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period

DFIVX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

EFV

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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DFIVX vs. EFV - Expense Ratio Comparison

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

EFV
iShares MSCI EAFE Value ETF
DFIVX
DFA International Value Portfolio

Risk-Adjusted Performance

DFIVX vs. EFV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DFIVX
The Risk-Adjusted Performance Rank of DFIVX is 7878
Overall Rank
The Sharpe Ratio Rank of DFIVX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIVX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of DFIVX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of DFIVX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of DFIVX is 8181
Martin Ratio Rank
EFV
The Risk-Adjusted Performance Rank of EFV is 8383
Overall Rank
The Sharpe Ratio Rank of EFV is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of EFV is 8383
Sortino Ratio Rank
The Omega Ratio Rank of EFV is 8383
Omega Ratio Rank
The Calmar Ratio Rank of EFV is 8787
Calmar Ratio Rank
The Martin Ratio Rank of EFV is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFIVX vs. EFV - Risk-Adjusted Performance Comparison

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.

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Dividends

DFIVX vs. EFV - Dividend Comparison

DFIVX has not paid dividends to shareholders, while EFV's dividend yield for the trailing twelve months is around 3.97%.

TTM20242023202220212020201920182017201620152014
DFIVX
DFA International Value Portfolio		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EFV
iShares MSCI EAFE Value ETF		3.97%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DFIVX vs. EFV - Drawdown Comparison

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Volatility

DFIVX vs. EFV - Volatility Comparison

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