DFSPX vs. IVFIX
Compare and contrast key facts about DFA International Sustainability Core 1 Portfolio (DFSPX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX).
DFSPX is managed by Dimensional. It was launched on Mar 12, 2008. IVFIX is managed by Federated. It was launched on Jun 3, 2008.
Performance
DFSPX vs. IVFIX - Performance Comparison
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DFSPX vs. IVFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | -4.18% | 32.97% | 4.99% | 18.37% | -17.70% | 12.12% | 11.64% | 24.22% | -15.53% | 27.25% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 5.22% | 31.79% | 1.91% | 11.05% | -2.54% | 11.58% | -1.74% | 20.15% | -11.96% | 14.63% |
Returns By Period
In the year-to-date period, DFSPX achieves a -4.18% return, which is significantly lower than IVFIX's 5.22% return. Over the past 10 years, DFSPX has outperformed IVFIX with an annualized return of 8.63%, while IVFIX has yielded a comparatively lower 7.06% annualized return.
DFSPX
- 1D
- 0.06%
- 1M
- -11.91%
- YTD
- -4.18%
- 6M
- -0.02%
- 1Y
- 19.98%
- 3Y*
- 13.48%
- 5Y*
- 7.03%
- 10Y*
- 8.63%
IVFIX
- 1D
- 0.21%
- 1M
- -6.40%
- YTD
- 5.22%
- 6M
- 10.50%
- 1Y
- 23.17%
- 3Y*
- 13.89%
- 5Y*
- 10.28%
- 10Y*
- 7.06%
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DFSPX vs. IVFIX - Expense Ratio Comparison
DFSPX has a 0.24% expense ratio, which is lower than IVFIX's 0.86% expense ratio.
Return for Risk
DFSPX vs. IVFIX — Risk / Return Rank
DFSPX
IVFIX
DFSPX vs. IVFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Sustainability Core 1 Portfolio (DFSPX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). 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.
| DFSPX | IVFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.98 | -0.80 |
Sortino ratioReturn per unit of downside risk | 1.63 | 2.58 | -0.95 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.41 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 4.08 | -2.57 |
Martin ratioReturn relative to average drawdown | 6.04 | 17.43 | -11.39 |
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
| DFSPX | IVFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.98 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.83 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.49 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.21 | +0.32 |
Correlation
The correlation between DFSPX and IVFIX is 0.80, 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
DFSPX vs. IVFIX - Dividend Comparison
DFSPX's dividend yield for the trailing twelve months is around 3.17%, which matches IVFIX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | 3.17% | 3.06% | 3.06% | 2.59% | 2.27% | 2.64% | 1.44% | 2.52% | 2.60% | 2.32% | 2.48% | 2.43% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 3.14% | 3.37% | 4.44% | 4.01% | 3.99% | 3.67% | 3.62% | 3.98% | 4.97% | 4.17% | 3.38% | 3.95% |
Drawdowns
DFSPX vs. IVFIX - Drawdown Comparison
The maximum DFSPX drawdown since its inception was -35.86%, smaller than the maximum IVFIX drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for DFSPX and IVFIX.
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Drawdown Indicators
| DFSPX | IVFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.86% | -51.49% | +15.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -8.47% | -3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -21.29% | -11.39% |
Max Drawdown (10Y)Largest decline over 10 years | -35.86% | -33.46% | -2.40% |
Current DrawdownCurrent decline from peak | -11.91% | -6.58% | -5.33% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -11.69% | +4.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 1.98% | +1.01% |
Volatility
DFSPX vs. IVFIX - Volatility Comparison
DFA International Sustainability Core 1 Portfolio (DFSPX) has a higher volatility of 6.68% compared to Federated Hermes International Strategic Value Dividend Fund (IVFIX) at 4.54%. This indicates that DFSPX's price experiences larger fluctuations and is considered to be riskier than IVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSPX | IVFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 4.54% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 8.10% | +2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.20% | 14.63% | +1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 12.96% | +2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.13% | 14.74% | +1.39% |