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 Fund Advisors LP. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIVX or IWY.
Key characteristics
| DFIVX | IWY | |
|---|---|---|
| YTD Return | 10.78% | 23.00% |
| 1Y Return | 14.80% | 32.92% |
| 3Y Return (Ann) | 8.42% | 11.09% |
| 5Y Return (Ann) | 9.12% | 20.47% |
| 10Y Return (Ann) | 5.06% | 17.27% |
| Sharpe Ratio | 1.27 | 1.92 |
| Daily Std Dev | 12.89% | 17.60% |
| Max Drawdown | -65.67% | -32.68% |
| Current Drawdown | -1.72% | -4.83% |
Correlation
The correlation between DFIVX and IWY is 0.66, 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.
Performance
DFIVX vs. IWY - Performance Comparison
In the year-to-date period, DFIVX achieves a 10.78% return, which is significantly lower than IWY's 23.00% return. Over the past 10 years, DFIVX has underperformed IWY with an annualized return of 5.06%, while IWY has yielded a comparatively higher 17.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
DFIVX vs. IWY - Risk-Adjusted Performance 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.
Dividends
DFIVX vs. IWY - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 3.83%, more than IWY's 0.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 3.83% | 4.40% | 3.78% | 4.48% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% | 4.89% | 2.71% |
IWY iShares Russell Top 200 Growth ETF | 0.52% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% | 1.44% | 1.56% |
Drawdowns
DFIVX vs. IWY - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -65.67%, 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. For additional features, visit the drawdowns tool.
Volatility
DFIVX vs. IWY - Volatility Comparison
The current volatility for DFA International Value Portfolio (DFIVX) is 4.38%, while iShares Russell Top 200 Growth ETF (IWY) has a volatility of 6.21%. This indicates that DFIVX experiences smaller price fluctuations and is considered to be less risky than IWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.