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DFSIX vs. DISVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFSIX vs. DISVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and DFA International Small Cap Value Portfolio (DISVX). The values are adjusted to include any dividend payments, if applicable.

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DFSIX vs. DISVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFSIX
DFA U.S. Sustainability Core 1 Portfolio
-8.15%15.92%23.19%25.70%-17.85%27.38%21.25%32.52%-6.72%20.80%
DISVX
DFA International Small Cap Value Portfolio
0.00%52.17%7.88%17.58%-9.80%15.84%0.82%21.04%-23.36%25.41%

Returns By Period

Over the past 10 years, DFSIX has outperformed DISVX with an annualized return of 13.25%, while DISVX has yielded a comparatively lower 10.01% annualized return.


DFSIX

1D
-0.40%
1M
-8.45%
YTD
-8.15%
6M
-5.85%
1Y
12.48%
3Y*
15.73%
5Y*
9.81%
10Y*
13.25%

DISVX

1D
-0.35%
1M
-12.61%
YTD
0.00%
6M
7.44%
1Y
37.90%
3Y*
21.91%
5Y*
13.28%
10Y*
10.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFSIX vs. DISVX - Expense Ratio Comparison

DFSIX has a 0.18% expense ratio, which is lower than DISVX's 0.46% expense ratio.


Return for Risk

DFSIX vs. DISVX — Risk / Return Rank

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

DFSIX
DFSIX Risk / Return Rank: 3030
Overall Rank
DFSIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
DFSIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
DFSIX Omega Ratio Rank: 3535
Omega Ratio Rank
DFSIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
DFSIX Martin Ratio Rank: 2828
Martin Ratio Rank

DISVX
DISVX Risk / Return Rank: 9292
Overall Rank
DISVX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DISVX Sortino Ratio Rank: 9393
Sortino Ratio Rank
DISVX Omega Ratio Rank: 9393
Omega Ratio Rank
DISVX Calmar Ratio Rank: 9191
Calmar Ratio Rank
DISVX Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFSIX vs. DISVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) 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.


DFSIXDISVXDifference

Sharpe ratio

Return per unit of total volatility

0.71

2.26

-1.55

Sortino ratio

Return per unit of downside risk

1.13

2.78

-1.65

Omega ratio

Gain probability vs. loss probability

1.16

1.45

-0.28

Calmar ratio

Return relative to maximum drawdown

0.68

2.59

-1.91

Martin ratio

Return relative to average drawdown

2.99

10.39

-7.40

DFSIX vs. DISVX - Sharpe Ratio Comparison

The current DFSIX Sharpe Ratio is 0.71, which is lower than the DISVX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of DFSIX 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.


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Sharpe Ratios by Period


DFSIXDISVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

2.26

-1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.84

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.60

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.50

+0.03

Correlation

The correlation between DFSIX and DISVX is 0.74, 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

DFSIX vs. DISVX - Dividend Comparison

DFSIX's dividend yield for the trailing twelve months is around 0.97%, less than DISVX's 7.21% yield.


TTM20252024202320222021202020192018201720162015
DFSIX
DFA U.S. Sustainability Core 1 Portfolio
0.97%0.88%0.99%1.21%1.35%2.13%1.19%2.02%2.31%1.92%1.85%2.13%
DISVX
DFA International Small Cap Value Portfolio
7.21%7.17%4.56%3.87%2.40%3.51%1.84%3.97%5.91%3.77%5.85%3.51%

Drawdowns

DFSIX vs. DISVX - Drawdown Comparison

The maximum DFSIX drawdown since its inception was -53.77%, smaller than the maximum DISVX drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for DFSIX and DISVX.


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Drawdown Indicators


DFSIXDISVXDifference

Max Drawdown

Largest peak-to-trough decline

-53.77%

-61.57%

+7.80%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-13.26%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-25.16%

-27.43%

+2.27%

Max Drawdown (10Y)

Largest decline over 10 years

-35.68%

-49.24%

+13.56%

Current Drawdown

Current decline from peak

-10.36%

-12.61%

+2.25%

Average Drawdown

Average peak-to-trough decline

-6.95%

-12.24%

+5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

3.30%

-0.28%

Volatility

DFSIX vs. DISVX - Volatility Comparison

The current volatility for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) is 4.57%, while DFA International Small Cap Value Portfolio (DISVX) has a volatility of 6.40%. This indicates that DFSIX experiences smaller price fluctuations and is considered to be less risky than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFSIXDISVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

6.40%

-1.83%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

10.69%

-1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

18.82%

16.28%

+2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

15.93%

+1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

16.71%

+1.53%