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DFSCX vs. DISVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFSCX and DISVX is 0.53, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

DFSCX vs. DISVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Micro Cap Portfolio (DFSCX) and DFA International Small Cap Value Portfolio (DISVX). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
262.49%
447.91%
DFSCX
DISVX

Key characteristics

Sharpe Ratio

DFSCX:

-0.07

DISVX:

1.00

Sortino Ratio

DFSCX:

0.06

DISVX:

1.39

Omega Ratio

DFSCX:

1.01

DISVX:

1.20

Calmar Ratio

DFSCX:

-0.07

DISVX:

1.25

Martin Ratio

DFSCX:

-0.20

DISVX:

3.90

Ulcer Index

DFSCX:

8.76%

DISVX:

4.37%

Daily Std Dev

DFSCX:

23.83%

DISVX:

17.08%

Max Drawdown

DFSCX:

-66.04%

DISVX:

-63.79%

Current Drawdown

DFSCX:

-19.75%

DISVX:

-0.07%

Returns By Period

In the year-to-date period, DFSCX achieves a -12.08% return, which is significantly lower than DISVX's 13.96% return. Over the past 10 years, DFSCX has underperformed DISVX with an annualized return of 3.29%, while DISVX has yielded a comparatively higher 4.68% annualized return.


DFSCX

YTD

-12.08%

1M

-5.60%

6M

-9.99%

1Y

-0.78%

5Y*

12.61%

10Y*

3.29%

DISVX

YTD

13.96%

1M

1.43%

6M

10.50%

1Y

17.69%

5Y*

16.27%

10Y*

4.68%

*Annualized

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DFSCX vs. DISVX - Expense Ratio Comparison

DFSCX has a 0.41% expense ratio, which is lower than DISVX's 0.46% expense ratio.


Expense ratio chart for DISVX: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DISVX: 0.46%
Expense ratio chart for DFSCX: current value is 0.41%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFSCX: 0.41%

Risk-Adjusted Performance

DFSCX vs. DISVX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFSCX
The Risk-Adjusted Performance Rank of DFSCX is 1818
Overall Rank
The Sharpe Ratio Rank of DFSCX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of DFSCX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of DFSCX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of DFSCX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of DFSCX is 1717
Martin Ratio Rank

DISVX
The Risk-Adjusted Performance Rank of DISVX is 7979
Overall Rank
The Sharpe Ratio Rank of DISVX is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of DISVX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of DISVX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of DISVX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of DISVX is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFSCX vs. DISVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Micro Cap Portfolio (DFSCX) and DFA International Small Cap Value Portfolio (DISVX). 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 chart of Sharpe ratio for DFSCX, currently valued at -0.07, compared to the broader market-1.000.001.002.003.00
DFSCX: -0.07
DISVX: 1.00
The chart of Sortino ratio for DFSCX, currently valued at 0.06, compared to the broader market-2.000.002.004.006.008.00
DFSCX: 0.06
DISVX: 1.39
The chart of Omega ratio for DFSCX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.00
DFSCX: 1.01
DISVX: 1.20
The chart of Calmar ratio for DFSCX, currently valued at -0.07, compared to the broader market0.002.004.006.008.0010.00
DFSCX: -0.07
DISVX: 1.25
The chart of Martin ratio for DFSCX, currently valued at -0.20, compared to the broader market0.0010.0020.0030.0040.0050.00
DFSCX: -0.20
DISVX: 3.90

The current DFSCX Sharpe Ratio is -0.07, which is lower than the DISVX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of DFSCX and DISVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.07
1.00
DFSCX
DISVX

Dividends

DFSCX vs. DISVX - Dividend Comparison

DFSCX's dividend yield for the trailing twelve months is around 1.15%, less than DISVX's 3.32% yield.


TTM20242023202220212020201920182017201620152014
DFSCX
DFA U.S. Micro Cap Portfolio
1.15%0.97%1.04%1.08%0.92%0.87%0.81%0.83%0.78%0.74%0.89%0.71%
DISVX
DFA International Small Cap Value Portfolio
3.32%3.72%3.75%2.40%2.76%1.85%2.47%2.20%2.54%2.60%2.01%2.09%

Drawdowns

DFSCX vs. DISVX - Drawdown Comparison

The maximum DFSCX drawdown since its inception was -66.04%, roughly equal to the maximum DISVX drawdown of -63.79%. Use the drawdown chart below to compare losses from any high point for DFSCX and DISVX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.75%
-0.07%
DFSCX
DISVX

Volatility

DFSCX vs. DISVX - Volatility Comparison

DFA U.S. Micro Cap Portfolio (DFSCX) has a higher volatility of 13.81% compared to DFA International Small Cap Value Portfolio (DISVX) at 10.43%. This indicates that DFSCX's price experiences larger fluctuations and is considered to be riskier than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.81%
10.43%
DFSCX
DISVX