DFSCX vs. DISVX
Compare and contrast key facts about DFA U.S. Micro Cap Portfolio (DFSCX) and DFA International Small Cap Value Portfolio (DISVX).
DFSCX is managed by Dimensional Fund Advisors LP. It was launched on Dec 23, 1981. DISVX is managed by Dimensional Fund Advisors LP. It was launched on Dec 28, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSCX or DISVX.
Performance
DFSCX vs. DISVX - Performance Comparison
Returns By Period
In the year-to-date period, DFSCX achieves a 16.14% return, which is significantly higher than DISVX's 8.58% return. Over the past 10 years, DFSCX has outperformed DISVX with an annualized return of 9.36%, while DISVX has yielded a comparatively lower 4.24% annualized return.
DFSCX
16.14%
3.06%
11.25%
29.66%
12.62%
9.36%
DISVX
8.58%
-4.41%
-1.36%
15.36%
6.89%
4.24%
Key characteristics
| DFSCX | DISVX | |
|---|---|---|
| Sharpe Ratio | 1.47 | 1.16 |
| Sortino Ratio | 2.23 | 1.62 |
| Omega Ratio | 1.26 | 1.20 |
| Calmar Ratio | 0.51 | 1.99 |
| Martin Ratio | 8.50 | 5.84 |
| Ulcer Index | 3.54% | 2.70% |
| Daily Std Dev | 20.40% | 13.58% |
| Max Drawdown | -97.78% | -63.79% |
| Current Drawdown | -45.69% | -6.70% |
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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.
Correlation
The correlation between DFSCX and DISVX is 0.56, 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.
Risk-Adjusted Performance
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.
Dividends
DFSCX vs. DISVX - Dividend Comparison
DFSCX's dividend yield for the trailing twelve months is around 0.97%, less than DISVX's 3.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 0.97% | 1.04% | 1.08% | 0.92% | 0.87% | 0.81% | 0.83% | 0.78% | 0.74% | 0.89% | 0.71% | 0.52% |
DISVX DFA International Small Cap Value Portfolio | 3.92% | 3.75% | 2.40% | 2.76% | 1.85% | 2.47% | 2.20% | 2.54% | 2.60% | 2.01% | 2.09% | 2.12% |
Drawdowns
DFSCX vs. DISVX - Drawdown Comparison
The maximum DFSCX drawdown since its inception was -97.78%, which is greater than DISVX's maximum 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.
Volatility
DFSCX vs. DISVX - Volatility Comparison
DFA U.S. Micro Cap Portfolio (DFSCX) has a higher volatility of 8.22% compared to DFA International Small Cap Value Portfolio (DISVX) at 4.03%. 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.