DFIVX vs. SPYV
Compare and contrast key facts about DFA International Value Portfolio (DFIVX) and SPDR Portfolio S&P 500 Value ETF (SPYV).
DFIVX is managed by Dimensional. It was launched on Feb 14, 1994. SPYV is a passively managed fund by State Street that tracks the performance of the S&P 500 Value. It was launched on Sep 25, 2000.
Performance
DFIVX vs. SPYV - Performance Comparison
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DFIVX vs. SPYV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 5.83% | 45.24% | 6.87% | 17.83% | -3.51% | 18.57% | -2.13% | 15.68% | -17.49% | 26.08% |
SPYV SPDR Portfolio S&P 500 Value ETF | 0.09% | 13.18% | 12.24% | 22.20% | -5.28% | 24.91% | 1.38% | 31.70% | -9.01% | 15.40% |
Returns By Period
In the year-to-date period, DFIVX achieves a 5.83% return, which is significantly higher than SPYV's 0.09% return. Both investments have delivered pretty close results over the past 10 years, with DFIVX having a 11.59% annualized return and SPYV not far behind at 11.42%.
DFIVX
- 1D
- 2.76%
- 1M
- -4.52%
- YTD
- 5.83%
- 6M
- 14.56%
- 1Y
- 38.11%
- 3Y*
- 22.18%
- 5Y*
- 14.46%
- 10Y*
- 11.59%
SPYV
- 1D
- 0.12%
- 1M
- -4.32%
- YTD
- 0.09%
- 6M
- 3.04%
- 1Y
- 13.08%
- 3Y*
- 13.89%
- 5Y*
- 10.49%
- 10Y*
- 11.42%
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DFIVX vs. SPYV - Expense Ratio Comparison
DFIVX has a 0.30% expense ratio, which is higher than SPYV's 0.04% expense ratio.
Return for Risk
DFIVX vs. SPYV — Risk / Return Rank
DFIVX
SPYV
DFIVX vs. SPYV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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 | SPYV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.31 | 0.85 | +1.46 |
Sortino ratioReturn per unit of downside risk | 2.92 | 1.27 | +1.65 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.19 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 3.08 | 1.08 | +2.00 |
Martin ratioReturn relative to average drawdown | 13.61 | 5.09 | +8.52 |
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 | SPYV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 0.85 | +1.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.73 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.68 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.41 | -0.03 |
Correlation
The correlation between DFIVX and SPYV is 0.73, 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. SPYV - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 3.98%, more than SPYV's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 3.98% | 4.21% | 3.94% | 4.40% | 3.78% | 4.37% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.82% | 1.77% | 2.29% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% |
Drawdowns
DFIVX vs. SPYV - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -66.61%, which is greater than SPYV's maximum drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for DFIVX and SPYV.
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Drawdown Indicators
| DFIVX | SPYV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.61% | -58.45% | -8.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -12.03% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -25.29% | -17.89% | -7.40% |
Max Drawdown (10Y)Largest decline over 10 years | -48.11% | -36.89% | -11.22% |
Current DrawdownCurrent decline from peak | -5.92% | -4.43% | -1.49% |
Average DrawdownAverage peak-to-trough decline | -12.30% | -8.77% | -3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.56% | +0.16% |
Volatility
DFIVX vs. SPYV - Volatility Comparison
DFA International Value Portfolio (DFIVX) has a higher volatility of 6.92% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 3.79%. This indicates that DFIVX's price experiences larger fluctuations and is considered to be riskier than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIVX | SPYV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 3.79% | +3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 10.68% | 7.76% | +2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.67% | 15.52% | +1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.27% | 14.43% | +1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 16.96% | +1.11% |