Correlation
The correlation between DFSPX and DFIVX is 0.78, 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.
DFSPX vs. DFIVX
Compare and contrast key facts about DFA International Sustainability Core 1 Portfolio (DFSPX) and DFA International Value Portfolio (DFIVX).
DFSPX is managed by Dimensional Fund Advisors LP. It was launched on Mar 12, 2008. DFIVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 14, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSPX or DFIVX.
Performance
DFSPX vs. DFIVX - Performance Comparison
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Key characteristics
DFSPX:
1.05
DFIVX:
1.01
DFSPX:
1.44
DFIVX:
1.33
DFSPX:
1.20
DFIVX:
1.19
DFSPX:
1.29
DFIVX:
1.09
DFSPX:
3.67
DFIVX:
4.15
DFSPX:
4.38%
DFIVX:
3.77%
DFSPX:
16.15%
DFIVX:
16.58%
DFSPX:
-55.89%
DFIVX:
-65.67%
DFSPX:
-0.20%
DFIVX:
-0.20%
Returns By Period
In the year-to-date period, DFSPX achieves a 17.68% return, which is significantly lower than DFIVX's 19.08% return. Both investments have delivered pretty close results over the past 10 years, with DFSPX having a 6.52% annualized return and DFIVX not far behind at 6.42%.
DFSPX
17.68%
5.85%
14.19%
15.72%
11.74%
11.69%
6.52%
DFIVX
19.08%
5.57%
16.01%
15.12%
12.62%
17.29%
6.42%
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DFSPX vs. DFIVX - Expense Ratio Comparison
DFSPX has a 0.24% expense ratio, which is lower than DFIVX's 0.30% expense ratio.
Risk-Adjusted Performance
DFSPX vs. DFIVX — Risk-Adjusted Performance Rank
DFSPX
DFIVX
DFSPX vs. DFIVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Sustainability Core 1 Portfolio (DFSPX) and DFA International Value Portfolio (DFIVX). 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.
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Dividends
DFSPX vs. DFIVX - Dividend Comparison
DFSPX's dividend yield for the trailing twelve months is around 2.64%, less than DFIVX's 3.34% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | 2.64% | 3.06% | 2.60% | 2.27% | 2.63% | 1.45% | 2.52% | 2.61% | 2.33% | 2.49% | 2.42% | 3.10% |
DFIVX DFA International Value Portfolio | 3.34% | 3.94% | 4.40% | 3.78% | 4.49% | 2.43% | 3.70% | 6.60% | 2.85% | 3.37% | 3.45% | 4.89% |
Drawdowns
DFSPX vs. DFIVX - Drawdown Comparison
The maximum DFSPX drawdown since its inception was -55.89%, smaller than the maximum DFIVX drawdown of -65.67%. Use the drawdown chart below to compare losses from any high point for DFSPX and DFIVX.
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Volatility
DFSPX vs. DFIVX - Volatility Comparison
DFA International Sustainability Core 1 Portfolio (DFSPX) has a higher volatility of 2.95% compared to DFA International Value Portfolio (DFIVX) at 2.71%. This indicates that DFSPX's price experiences larger fluctuations and is considered to be riskier than DFIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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