DFIVX vs. IVFIX
Compare and contrast key facts about DFA International Value Portfolio (DFIVX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX).
DFIVX is managed by Dimensional. It was launched on Feb 14, 1994. IVFIX is managed by Federated. It was launched on Jun 3, 2008.
Performance
DFIVX vs. IVFIX - Performance Comparison
Loading graphics...
DFIVX vs. IVFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 2.99% | 45.24% | 6.87% | 17.83% | -3.51% | 18.57% | -2.13% | 15.68% | -17.49% | 26.08% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 5.22% | 31.79% | 1.91% | 11.05% | -2.54% | 11.58% | -1.74% | 20.15% | -11.96% | 14.63% |
Returns By Period
In the year-to-date period, DFIVX achieves a 2.99% return, which is significantly lower than IVFIX's 5.22% return. Over the past 10 years, DFIVX has outperformed IVFIX with an annualized return of 11.29%, while IVFIX has yielded a comparatively lower 7.06% annualized return.
DFIVX
- 1D
- 0.26%
- 1M
- -8.38%
- YTD
- 2.99%
- 6M
- 11.70%
- 1Y
- 34.52%
- 3Y*
- 21.08%
- 5Y*
- 14.04%
- 10Y*
- 11.29%
IVFIX
- 1D
- 0.21%
- 1M
- -6.40%
- YTD
- 5.22%
- 6M
- 10.50%
- 1Y
- 23.17%
- 3Y*
- 13.89%
- 5Y*
- 10.28%
- 10Y*
- 7.06%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFIVX vs. IVFIX - Expense Ratio Comparison
DFIVX has a 0.30% expense ratio, which is lower than IVFIX's 0.86% expense ratio.
Return for Risk
DFIVX vs. IVFIX — Risk / Return Rank
DFIVX
IVFIX
DFIVX vs. IVFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). 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.
| DFIVX | IVFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 1.98 | +0.05 |
Sortino ratioReturn per unit of downside risk | 2.59 | 2.58 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 4.08 | -1.52 |
Martin ratioReturn relative to average drawdown | 11.62 | 17.43 | -5.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFIVX | IVFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 1.98 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.83 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.49 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.21 | +0.17 |
Correlation
The correlation between DFIVX and IVFIX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DFIVX vs. IVFIX - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 4.09%, more than IVFIX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 4.09% | 4.21% | 3.94% | 4.40% | 3.78% | 4.37% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 3.14% | 3.37% | 4.44% | 4.01% | 3.99% | 3.67% | 3.62% | 3.98% | 4.97% | 4.17% | 3.38% | 3.95% |
Drawdowns
DFIVX vs. IVFIX - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -66.61%, which is greater than IVFIX's maximum drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for DFIVX and IVFIX.
Loading graphics...
Drawdown Indicators
| DFIVX | IVFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.61% | -51.49% | -15.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -8.47% | -3.52% |
Max Drawdown (5Y)Largest decline over 5 years | -25.29% | -21.29% | -4.00% |
Max Drawdown (10Y)Largest decline over 10 years | -48.11% | -33.46% | -14.65% |
Current DrawdownCurrent decline from peak | -8.44% | -6.58% | -1.86% |
Average DrawdownAverage peak-to-trough decline | -12.30% | -11.69% | -0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 1.98% | +0.77% |
Volatility
DFIVX vs. IVFIX - Volatility Comparison
DFA International Value Portfolio (DFIVX) has a higher volatility of 6.28% compared to Federated Hermes International Strategic Value Dividend Fund (IVFIX) at 4.54%. This indicates that DFIVX's price experiences larger fluctuations and is considered to be riskier than IVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DFIVX | IVFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 4.54% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 10.36% | 8.10% | +2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.49% | 14.63% | +1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 12.96% | +3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 14.74% | +3.32% |