DFUVX vs. DISVX
Compare and contrast key facts about DFA U.S. Large Cap Value III Portfolio (DFUVX) and DFA International Small Cap Value Portfolio (DISVX).
DFUVX is managed by Dimensional. It was launched on Feb 2, 1995. DISVX is managed by Dimensional. It was launched on Dec 28, 1994.
Performance
DFUVX vs. DISVX - Performance Comparison
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DFUVX vs. DISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 2.17% | 15.83% | 12.87% | 11.65% | -5.73% | 22.75% | -0.45% | 25.62% | -11.58% | 18.60% |
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
Both investments have delivered pretty close results over the past 10 years, with DFUVX having a 10.31% annualized return and DISVX not far behind at 10.01%.
DFUVX
- 1D
- -0.52%
- 1M
- -5.53%
- YTD
- 2.17%
- 6M
- 6.85%
- 1Y
- 16.29%
- 3Y*
- 14.07%
- 5Y*
- 8.50%
- 10Y*
- 10.31%
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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DFUVX vs. DISVX - Expense Ratio Comparison
DFUVX has a 0.14% expense ratio, which is lower than DISVX's 0.46% expense ratio.
Return for Risk
DFUVX vs. DISVX — Risk / Return Rank
DFUVX
DISVX
DFUVX vs. DISVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value III Portfolio (DFUVX) 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.
| DFUVX | DISVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 2.26 | -1.19 |
Sortino ratioReturn per unit of downside risk | 1.54 | 2.78 | -1.24 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.45 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 2.59 | -1.48 |
Martin ratioReturn relative to average drawdown | 4.72 | 10.39 | -5.67 |
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
| DFUVX | DISVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 2.26 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.84 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.60 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.50 | -0.07 |
Correlation
The correlation between DFUVX and DISVX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DFUVX vs. DISVX - Dividend Comparison
DFUVX's dividend yield for the trailing twelve months is around 1.71%, less than DISVX's 7.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 1.71% | 1.31% | 1.94% | 5.68% | 5.84% | 1.77% | 2.09% | 5.04% | 9.79% | 7.99% | 4.90% | 8.03% |
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
DFUVX vs. DISVX - Drawdown Comparison
The maximum DFUVX drawdown since its inception was -65.60%, which is greater than DISVX's maximum drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for DFUVX and DISVX.
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Drawdown Indicators
| DFUVX | DISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.60% | -61.57% | -4.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -13.26% | +1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -20.33% | -27.43% | +7.10% |
Max Drawdown (10Y)Largest decline over 10 years | -41.76% | -49.24% | +7.48% |
Current DrawdownCurrent decline from peak | -5.85% | -12.61% | +6.76% |
Average DrawdownAverage peak-to-trough decline | -9.90% | -12.24% | +2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 3.30% | -0.21% |
Volatility
DFUVX vs. DISVX - Volatility Comparison
The current volatility for DFA U.S. Large Cap Value III Portfolio (DFUVX) is 3.56%, while DFA International Small Cap Value Portfolio (DISVX) has a volatility of 6.40%. This indicates that DFUVX 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
| DFUVX | DISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 6.40% | -2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 10.69% | -2.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 16.28% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 15.93% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 16.71% | +1.70% |