DFSVX vs. DFIEX
Compare and contrast key facts about DFA U.S. Small Cap Value Portfolio I (DFSVX) and DFA International Core Equity Portfolio I (DFIEX).
DFSVX is managed by Dimensional. It was launched on Mar 2, 1993. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFSVX vs. DFIEX - Performance Comparison
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DFSVX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 6.83% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, DFSVX achieves a 6.83% return, which is significantly higher than DFIEX's 2.80% return. Over the past 10 years, DFSVX has outperformed DFIEX with an annualized return of 10.84%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
DFSVX
- 1D
- 2.04%
- 1M
- -3.75%
- YTD
- 6.83%
- 6M
- 9.84%
- 1Y
- 25.75%
- 3Y*
- 14.75%
- 5Y*
- 9.70%
- 10Y*
- 10.84%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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DFSVX vs. DFIEX - Expense Ratio Comparison
DFSVX has a 0.30% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
DFSVX vs. DFIEX — Risk / Return Rank
DFSVX
DFIEX
DFSVX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Value Portfolio I (DFSVX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| DFSVX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.95 | -0.82 |
Sortino ratioReturn per unit of downside risk | 1.67 | 2.55 | -0.87 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.39 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 2.57 | -1.02 |
Martin ratioReturn relative to average drawdown | 5.75 | 10.07 | -4.32 |
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
| DFSVX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.95 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.60 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.59 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.35 | +0.17 |
Correlation
The correlation between DFSVX and DFIEX is 0.73, 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
DFSVX vs. DFIEX - Dividend Comparison
DFSVX's dividend yield for the trailing twelve months is around 1.63%, less than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.63% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DFSVX vs. DFIEX - Drawdown Comparison
The maximum DFSVX drawdown since its inception was -66.70%, which is greater than DFIEX's maximum drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFSVX and DFIEX.
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Drawdown Indicators
| DFSVX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.70% | -62.22% | -4.48% |
Max Drawdown (1Y)Largest decline over 1 year | -15.11% | -11.01% | -4.10% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -28.66% | +0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -52.12% | -41.04% | -11.08% |
Current DrawdownCurrent decline from peak | -5.89% | -7.75% | +1.86% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -12.26% | +2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.09% | 2.81% | +1.28% |
Volatility
DFSVX vs. DFIEX - Volatility Comparison
The current volatility for DFA U.S. Small Cap Value Portfolio I (DFSVX) is 5.46%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that DFSVX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSVX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 7.09% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 10.45% | +2.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.35% | 15.90% | +7.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 15.65% | +6.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 16.35% | +7.57% |