DFUEX vs. DISVX
Compare and contrast key facts about DFA U.S. Social Core Equity 2 Portfolio (DFUEX) and DFA International Small Cap Value Portfolio (DISVX).
DFUEX is managed by Dimensional. It was launched on Oct 1, 2007. DISVX is managed by Dimensional. It was launched on Dec 28, 1994.
Performance
DFUEX vs. DISVX - Performance Comparison
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DFUEX vs. DISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFUEX DFA U.S. Social Core Equity 2 Portfolio | -6.34% | 15.65% | 22.08% | 25.95% | -17.95% | 27.86% | 15.75% | 33.20% | -9.98% | 18.36% |
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, DFUEX has outperformed DISVX with an annualized return of 12.67%, while DISVX has yielded a comparatively lower 10.01% annualized return.
DFUEX
- 1D
- -0.68%
- 1M
- -8.23%
- YTD
- -6.34%
- 6M
- -4.39%
- 1Y
- 15.64%
- 3Y*
- 15.91%
- 5Y*
- 9.62%
- 10Y*
- 12.67%
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%
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DFUEX vs. DISVX - Expense Ratio Comparison
DFUEX has a 0.21% expense ratio, which is lower than DISVX's 0.46% expense ratio.
Return for Risk
DFUEX vs. DISVX — Risk / Return Rank
DFUEX
DISVX
DFUEX vs. DISVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Social Core Equity 2 Portfolio (DFUEX) 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.
| DFUEX | DISVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 2.26 | -1.42 |
Sortino ratioReturn per unit of downside risk | 1.32 | 2.78 | -1.46 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.45 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 2.59 | -1.80 |
Martin ratioReturn relative to average drawdown | 3.54 | 10.39 | -6.86 |
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
| DFUEX | DISVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 2.26 | -1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.84 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.60 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.50 | +0.20 |
Correlation
The correlation between DFUEX and DISVX is 0.72, 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
DFUEX vs. DISVX - Dividend Comparison
DFUEX's dividend yield for the trailing twelve months is around 0.90%, less than DISVX's 7.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUEX DFA U.S. Social Core Equity 2 Portfolio | 0.90% | 0.64% | 0.93% | 1.78% | 4.61% | 4.73% | 1.18% | 5.79% | 3.19% | 2.12% | 2.05% | 2.95% |
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
DFUEX vs. DISVX - Drawdown Comparison
The maximum DFUEX drawdown since its inception was -37.99%, smaller than the maximum DISVX drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for DFUEX and DISVX.
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Drawdown Indicators
| DFUEX | DISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.99% | -61.57% | +23.58% |
Max Drawdown (1Y)Largest decline over 1 year | -13.13% | -13.26% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -27.43% | +1.87% |
Max Drawdown (10Y)Largest decline over 10 years | -37.99% | -49.24% | +11.25% |
Current DrawdownCurrent decline from peak | -10.04% | -12.61% | +2.57% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -12.24% | +7.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 3.30% | +0.02% |
Volatility
DFUEX vs. DISVX - Volatility Comparison
The current volatility for DFA U.S. Social Core Equity 2 Portfolio (DFUEX) is 4.89%, while DFA International Small Cap Value Portfolio (DISVX) has a volatility of 6.40%. This indicates that DFUEX 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
| DFUEX | DISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 6.40% | -1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 10.69% | -0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.63% | 16.28% | +3.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.35% | 15.93% | +2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.18% | 16.71% | +2.47% |