DFIVX vs. IWY
Compare and contrast key facts about DFA International Value Portfolio (DFIVX) and iShares Russell Top 200 Growth ETF (IWY).
DFIVX is managed by Dimensional. It was launched on Feb 14, 1994. IWY is a passively managed fund by iShares that tracks the performance of the Russell Top 200 Growth Index. It was launched on Sep 22, 2009.
Performance
DFIVX vs. IWY - Performance Comparison
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DFIVX vs. IWY - 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% |
IWY iShares Russell Top 200 Growth ETF | -10.08% | 18.19% | 34.89% | 46.49% | -29.91% | 31.05% | 39.01% | 36.20% | -0.72% | 31.69% |
Returns By Period
In the year-to-date period, DFIVX achieves a 2.99% return, which is significantly higher than IWY's -10.08% return. Over the past 10 years, DFIVX has underperformed IWY with an annualized return of 11.29%, while IWY has yielded a comparatively higher 17.49% 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%
IWY
- 1D
- 3.73%
- 1M
- -5.06%
- YTD
- -10.08%
- 6M
- -8.91%
- 1Y
- 18.41%
- 3Y*
- 22.06%
- 5Y*
- 13.41%
- 10Y*
- 17.49%
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DFIVX vs. IWY - Expense Ratio Comparison
DFIVX has a 0.30% expense ratio, which is higher than IWY's 0.20% expense ratio.
Return for Risk
DFIVX vs. IWY — Risk / Return Rank
DFIVX
IWY
DFIVX vs. IWY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) and iShares Russell Top 200 Growth ETF (IWY). 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 | IWY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 0.83 | +1.20 |
Sortino ratioReturn per unit of downside risk | 2.59 | 1.34 | +1.26 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.19 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.12 | +1.44 |
Martin ratioReturn relative to average drawdown | 11.62 | 3.79 | +7.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFIVX | IWY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 0.83 | +1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.63 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.84 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.86 | -0.49 |
Correlation
The correlation between DFIVX and IWY is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DFIVX vs. IWY - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 4.09%, more than IWY's 0.39% 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% |
IWY iShares Russell Top 200 Growth ETF | 0.39% | 0.36% | 0.42% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% |
Drawdowns
DFIVX vs. IWY - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -66.61%, which is greater than IWY's maximum drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for DFIVX and IWY.
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Drawdown Indicators
| DFIVX | IWY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.61% | -32.68% | -33.93% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -16.63% | +4.64% |
Max Drawdown (5Y)Largest decline over 5 years | -25.29% | -32.68% | +7.39% |
Max Drawdown (10Y)Largest decline over 10 years | -48.11% | -32.68% | -15.43% |
Current DrawdownCurrent decline from peak | -8.44% | -13.52% | +5.08% |
Average DrawdownAverage peak-to-trough decline | -12.30% | -4.76% | -7.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 4.93% | -2.18% |
Volatility
DFIVX vs. IWY - Volatility Comparison
DFA International Value Portfolio (DFIVX) and iShares Russell Top 200 Growth ETF (IWY) have volatilities of 6.28% and 6.61%, 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 | IWY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 6.61% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.36% | 12.39% | -2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.49% | 22.28% | -5.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 21.50% | -5.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 20.92% | -2.86% |