DFIVX vs. SPDW

In the year-to-date period, DFIVX achieves a 14.90% return, which is significantly higher than SPDW's 12.60% return. Both investments have delivered pretty close results over the past 10 years, with DFIVX having a 5.63% annualized return and SPDW not far behind at 5.60%.

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DFIVX has a 0.30% expense ratio, which is higher than SPDW's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) and SPDR Portfolio World ex-US ETF (SPDW). 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.

The current DFIVX Sharpe Ratio is 0.78, which is comparable to the SPDW Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of DFIVX and SPDW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFIVX's dividend yield for the trailing twelve months is around 3.46%, more than SPDW's 2.84% yield.

The maximum DFIVX drawdown since its inception was -66.29%, which is greater than SPDW's maximum drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for DFIVX and SPDW. For additional features, visit the drawdowns tool.