DFIVX vs. KGIIX
Compare and contrast key facts about DFA International Value Portfolio (DFIVX) and Kopernik International Fund (KGIIX).
DFIVX is managed by Dimensional. It was launched on Feb 14, 1994. KGIIX is managed by Kopernik. It was launched on Jun 29, 2015.
Performance
DFIVX vs. KGIIX - Performance Comparison
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DFIVX vs. KGIIX - 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% |
KGIIX Kopernik International Fund | 5.93% | 54.97% | -7.01% | 13.86% | -14.05% | 16.62% | 18.94% | 16.37% | -6.24% | 10.50% |
Returns By Period
In the year-to-date period, DFIVX achieves a 2.99% return, which is significantly lower than KGIIX's 5.93% return. Over the past 10 years, DFIVX has outperformed KGIIX with an annualized return of 11.29%, while KGIIX has yielded a comparatively lower 10.58% 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%
KGIIX
- 1D
- 0.11%
- 1M
- -7.56%
- YTD
- 5.93%
- 6M
- 13.36%
- 1Y
- 44.47%
- 3Y*
- 17.90%
- 5Y*
- 10.31%
- 10Y*
- 10.58%
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DFIVX vs. KGIIX - Expense Ratio Comparison
DFIVX has a 0.30% expense ratio, which is lower than KGIIX's 1.04% expense ratio.
Return for Risk
DFIVX vs. KGIIX — Risk / Return Rank
DFIVX
KGIIX
DFIVX vs. KGIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) and Kopernik International Fund (KGIIX). 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 | KGIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 3.30 | -1.26 |
Sortino ratioReturn per unit of downside risk | 2.59 | 4.05 | -1.45 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.60 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 4.99 | -2.44 |
Martin ratioReturn relative to average drawdown | 11.62 | 18.45 | -6.83 |
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 | KGIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 3.30 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.79 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.83 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.92 | -0.54 |
Correlation
The correlation between DFIVX and KGIIX is 0.60, 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. KGIIX - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 4.09%, less than KGIIX's 13.46% 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% |
KGIIX Kopernik International Fund | 13.46% | 14.26% | 0.48% | 12.56% | 2.46% | 5.77% | 2.89% | 2.50% | 1.19% | 1.35% | 0.33% | 0.00% |
Drawdowns
DFIVX vs. KGIIX - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -66.61%, which is greater than KGIIX's maximum drawdown of -27.81%. Use the drawdown chart below to compare losses from any high point for DFIVX and KGIIX.
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Drawdown Indicators
| DFIVX | KGIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.61% | -27.81% | -38.80% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -8.76% | -3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -25.29% | -27.81% | +2.52% |
Max Drawdown (10Y)Largest decline over 10 years | -48.11% | -27.81% | -20.30% |
Current DrawdownCurrent decline from peak | -8.44% | -7.65% | -0.79% |
Average DrawdownAverage peak-to-trough decline | -12.30% | -6.15% | -6.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.37% | +0.38% |
Volatility
DFIVX vs. KGIIX - Volatility Comparison
DFA International Value Portfolio (DFIVX) has a higher volatility of 6.28% compared to Kopernik International Fund (KGIIX) at 4.80%. This indicates that DFIVX's price experiences larger fluctuations and is considered to be riskier than KGIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIVX | KGIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 4.80% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 10.36% | 10.77% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.49% | 13.31% | +3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 13.19% | +3.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 12.73% | +5.33% |