DFVIX vs. CCEP

Last updated Apr 1, 2026

Compare and contrast key facts about DFA International Value III Portfolio (DFVIX) and Coca-Cola European Partners plc (CCEP).

DFVIX is managed by Dimensional. It was launched on Feb 1, 1995.

Performance

DFVIX vs. CCEP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Value III Portfolio (DFVIX) and Coca-Cola European Partners plc (CCEP). The values are adjusted to include any dividend payments, if applicable.

DFVIX vs. CCEP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFVIX DFA International Value III Portfolio	3.01%	44.85%	6.86%	17.89%	-3.41%	23.59%	-1.96%	15.85%	-17.29%	26.23%
CCEP Coca-Cola European Partners plc	-0.03%	21.20%	18.35%	24.50%	2.33%	15.61%	0.48%	13.85%	18.58%	30.72%

Returns By Period

In the year-to-date period, DFVIX achieves a 3.01% return, which is significantly higher than CCEP's -0.03% return. Over the past 10 years, DFVIX has outperformed CCEP with an annualized return of 11.82%, while CCEP has yielded a comparatively lower 8.85% annualized return.

DFVIX

• 1D: 0.27%
• 1M: -8.38%
• YTD: 3.01%
• 6M: 11.73%
• 1Y: 34.61%
• 3Y*: 21.00%
• 5Y*: 14.96%
• 10Y*: 11.82%

CCEP

• 1D: -0.50%
• 1M: -17.89%
• YTD: -0.03%
• 6M: 1.88%
• 1Y: 6.93%
• 3Y*: 18.61%
• 5Y*: 15.55%
• 10Y*: 8.85%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DFVIX vs. CCEP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFVIX

DFVIX Risk / Return Rank: 91
DFVIX Sharpe Ratio Rank: 93
DFVIX Sortino Ratio Rank: 91
DFVIX Omega Ratio Rank: 91
DFVIX Calmar Ratio Rank: 87
DFVIX Martin Ratio Rank: 91

CCEP

CCEP Risk / Return Rank: 50
CCEP Sharpe Ratio Rank: 54
CCEP Sortino Ratio Rank: 44
CCEP Omega Ratio Rank: 45
CCEP Calmar Ratio Rank: 53
CCEP Martin Ratio Rank: 53

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFVIX vs. CCEP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International Value III Portfolio (DFVIX) and Coca-Cola European Partners plc (CCEP). 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.

	DFVIX	CCEP	Difference
Sharpe ratio Return per unit of total volatility	2.07	0.31	+1.76
Sortino ratio Return per unit of downside risk	2.65	0.55	+2.09
Omega ratio Gain probability vs. loss probability	1.41	1.08	+0.33
Calmar ratio Return relative to maximum drawdown	2.24	0.44	+1.80
Martin ratio Return relative to average drawdown	10.55	1.00	+9.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFVIX vs. CCEP - Sharpe Ratio Comparison

The current DFVIX Sharpe Ratio is 2.07, which is higher than the CCEP Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of DFVIX and CCEP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DFVIX	CCEP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.07	0.31	+1.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.92	0.68	+0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	0.32	+0.33
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.30	+0.10

Correlation

The correlation between DFVIX and CCEP is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

DFVIX vs. CCEP - Dividend Comparison

DFVIX's dividend yield for the trailing twelve months is around 4.26%, more than CCEP's 2.57% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFVIX DFA International Value III Portfolio	4.26%	4.09%	4.16%	4.44%	3.82%	7.97%	2.25%	3.53%	6.16%	3.02%	3.43%	5.84%
CCEP Coca-Cola European Partners plc	2.57%	2.57%	2.77%	2.95%	3.07%	2.90%	2.01%	2.71%	2.73%	2.97%	3.65%	2.27%

Drawdowns

DFVIX vs. CCEP - Drawdown Comparison

The maximum DFVIX drawdown since its inception was -66.53%, smaller than the maximum CCEP drawdown of -79.40%. Use the drawdown chart below to compare losses from any high point for DFVIX and CCEP.

Drawdown Indicators

	DFVIX	CCEP	Difference
Max Drawdown Largest peak-to-trough decline	-66.53%	-79.40%	+12.87%
Max Drawdown (1Y) Largest decline over 1 year	-11.99%	-17.89%	+5.90%
Max Drawdown (5Y) Largest decline over 5 years	-25.26%	-29.52%	+4.26%
Max Drawdown (10Y) Largest decline over 10 years	-47.89%	-48.76%	+0.87%
Current Drawdown Current decline from peak	-8.41%	-17.89%	+9.48%
Average Drawdown Average peak-to-trough decline	-12.33%	-24.40%	+12.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	7.83%	-4.93%

Volatility

DFVIX vs. CCEP - Volatility Comparison

The current volatility for DFA International Value III Portfolio (DFVIX) is 6.23%, while Coca-Cola European Partners plc (CCEP) has a volatility of 6.96%. This indicates that DFVIX experiences smaller price fluctuations and is considered to be less risky than CCEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFVIX	CCEP	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.23%	6.96%	-0.73%
Volatility (6M) Calculated over the trailing 6-month period	10.13%	15.20%	-5.07%
Volatility (1Y) Calculated over the trailing 1-year period	16.41%	22.46%	-6.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.41%	22.98%	-6.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.14%	27.44%	-9.30%