PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
DFIVX vs. IOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DFIVX vs. IOO

Last updated Jun 13, 2026

DFIVX (DFA International Value Portfolio) and IOO (iShares Global 100 ETF) are both funds - DFIVX is a Foreign Large Cap Equities fund managed by Dimensional, while IOO is a Global Equities fund tracking the S&P Global 100 Index (Net). Over the past 10 years, DFIVX returned 12.11%/yr vs 16.66%/yr for IOO. Their correlation of 0.80 suggests significant overlap in exposure. DFIVX charges 0.30%/yr vs 0.40%/yr for IOO.

Performance

DFIVX vs. IOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Value Portfolio (DFIVX) and iShares Global 100 ETF (IOO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DFIVX achieves a 11.58% return, which is significantly higher than IOO's 9.16% return. Over the past 10 years, DFIVX has underperformed IOO with an annualized return of 12.11%, while IOO has yielded a comparatively higher 16.66% annualized return.

DFIVX

1D
2.28%
1M
0.82%
YTD
11.58%
6M
13.38%
1Y
34.22%
3Y*
23.51%
5Y*
14.00%
10Y*
12.11%

IOO

1D
0.11%
1M
-1.76%
YTD
9.16%
6M
10.36%
1Y
33.70%
3Y*
23.85%
5Y*
15.85%
10Y*
16.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFIVX vs. IOO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DFIVX
DFA International Value Portfolio		11.58%45.24%6.87%17.83%-3.51%18.57%-2.13%15.68%-17.49%26.08%
IOO
iShares Global 100 ETF		9.16%27.02%26.54%27.71%-16.34%26.03%18.61%30.01%-6.22%23.56%

Correlation

The correlation between DFIVX and IOO is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2000

0.80

The correlation between DFIVX and IOO shifts across timeframes, from 0.64 (3 years) to 0.80 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

DFA International Value Portfolio

iShares Global 100 ETF

Often compared with DFIVX:
DFIVX vs. VXUSDFIVX vs. AVDVDFIVX vs. EFVDFIVX vs. DFVIXDFIVX vs. DFAXDFIVX vs. DISVXDFIVX vs. IDVO
Often compared with IOO:
IOO vs. IVVIOO vs. SPYIOO vs. NDQ.AXIOO vs. OEFIOO vs. NDAQIOO vs. VGTIOO vs. MOAT

Return for Risk

DFIVX vs. IOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DFIVX
DFIVX Risk / Return Rank: 8585
Overall Rank
DFIVX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DFIVX Sortino Ratio Rank: 8282
Sortino Ratio Rank
DFIVX Omega Ratio Rank: 8080
Omega Ratio Rank
DFIVX Calmar Ratio Rank: 8888
Calmar Ratio Rank
DFIVX Martin Ratio Rank: 8989
Martin Ratio Rank
IOO
IOO Risk / Return Rank: 8080
Overall Rank
IOO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IOO Sortino Ratio Rank: 8080
Sortino Ratio Rank
IOO Omega Ratio Rank: 8080
Omega Ratio Rank
IOO Calmar Ratio Rank: 7373
Calmar Ratio Rank
IOO Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFIVX vs. IOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) and iShares Global 100 ETF (IOO). 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.

DFIVXIOODifference
Sharpe ratioReturn per unit of total volatility
2.42
2.28

+0.13

Sortino ratioReturn per unit of downside risk
3.26
3.09

+0.17

Omega ratioGain probability vs. loss probability

1.43

1.41

+0.02

Calmar ratioReturn relative to maximum drawdown

3.60

3.23

+0.37

Martin ratioReturn relative to average drawdown

14.00

14.35

-0.35

DFIVX vs. IOO - Sharpe Ratio Comparison

The current DFIVX Sharpe Ratio is 2.42, which is comparable to the IOO Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of DFIVX and IOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

DFIVX vs. IOO - Drawdown Comparison

The maximum DFIVX drawdown since its inception was -66.61%, which is greater than IOO's maximum drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for DFIVX and IOO.

Loading charts...

Drawdown Indicators

DFIVXIOODifference

Max Drawdown

Largest peak-to-trough decline

-66.61%

-55.85%

-10.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.58%

-9.94%

+0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-14.39%

-19.19%

+4.80%

Max Drawdown (5Y)

Largest decline over 5 years

-25.29%

-23.52%

-1.77%

Max Drawdown (10Y)

Largest decline over 10 years

-48.11%

-31.43%

-16.68%

Current Drawdown

Current decline from peak

-1.55%

-4.05%

+2.50%

Average Drawdown

Average peak-to-trough decline

-12.23%

-11.26%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

2.24%

+0.22%

Volatility

DFIVX vs. IOO - Volatility Comparison

The current volatility for DFA International Value Portfolio (DFIVX) is 4.48%, while iShares Global 100 ETF (IOO) has a volatility of 4.82%. This indicates that DFIVX experiences smaller price fluctuations and is considered to be less risky than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

DFIVXIOODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

4.82%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

11.46%

11.31%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

14.26%

14.07%

+0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.36%

17.12%

-0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

17.80%

+0.21%

DFIVX vs. IOO - Expense Ratio Comparison

DFIVX has a 0.30% expense ratio, which is lower than IOO's 0.40% expense ratio.

Dividends

DFIVX vs. IOO - Dividend Comparison

DFIVX's dividend yield for the trailing twelve months is around 3.77%, more than IOO's 0.84% yield.

PositionTTM20252024202320222021202020192018201720162015
DFIVX
DFA International Value Portfolio		3.77%4.21%3.94%4.40%3.78%4.37%2.42%3.70%6.60%2.85%3.36%3.45%
IOO
iShares Global 100 ETF		0.84%0.92%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%

Frequently Asked Questions

DFIVX and IOO have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IOO has higher volatility (4.82%) compared to DFIVX (4.48%). In terms of maximum drawdown, DFIVX dropped -66.61% vs IOO's -55.85%.

DFIVX currently has the higher Sharpe Ratio (2.42 vs 2.28), 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.

Portfolio Optimizer

Find the right allocation for DFIVX and IOO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer