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DFVIX vs. DFIVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFVIX and DFIVX is 0.62, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

DFVIX vs. DFIVX - Performance Comparison

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

350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
406.55%
524.58%
DFVIX
DFIVX

Key characteristics

Sharpe Ratio

DFVIX:

0.79

DFIVX:

0.79

Sortino Ratio

DFVIX:

1.14

DFIVX:

1.14

Omega Ratio

DFVIX:

1.16

DFIVX:

1.16

Calmar Ratio

DFVIX:

0.92

DFIVX:

0.92

Martin Ratio

DFVIX:

3.52

DFIVX:

3.50

Ulcer Index

DFVIX:

3.78%

DFIVX:

3.78%

Daily Std Dev

DFVIX:

16.80%

DFIVX:

16.75%

Max Drawdown

DFVIX:

-67.28%

DFIVX:

-66.29%

Current Drawdown

DFVIX:

-1.92%

DFIVX:

-1.92%

Returns By Period

The year-to-date returns for both stocks are quite close, with DFVIX having a 12.55% return and DFIVX slightly lower at 12.51%. Both investments have delivered pretty close results over the past 10 years, with DFVIX having a 5.37% annualized return and DFIVX not far ahead at 5.39%.


DFVIX

YTD

12.55%

1M

-0.65%

6M

9.54%

1Y

13.81%

5Y*

18.23%

10Y*

5.37%

DFIVX

YTD

12.51%

1M

-0.66%

6M

9.51%

1Y

13.71%

5Y*

18.10%

10Y*

5.39%

*Annualized

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DFVIX vs. DFIVX - Expense Ratio Comparison

DFVIX has a 0.24% expense ratio, which is lower than DFIVX's 0.30% expense ratio.


Expense ratio chart for DFIVX: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFIVX: 0.30%
Expense ratio chart for DFVIX: current value is 0.24%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFVIX: 0.24%

Risk-Adjusted Performance

DFVIX vs. DFIVX — Risk-Adjusted Performance Rank

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

DFVIX
The Risk-Adjusted Performance Rank of DFVIX is 7474
Overall Rank
The Sharpe Ratio Rank of DFVIX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of DFVIX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of DFVIX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of DFVIX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of DFVIX is 7777
Martin Ratio Rank

DFIVX
The Risk-Adjusted Performance Rank of DFIVX is 7474
Overall Rank
The Sharpe Ratio Rank of DFIVX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIVX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of DFIVX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of DFIVX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of DFIVX is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFVIX vs. DFIVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International Value III Portfolio (DFVIX) and DFA International Value Portfolio (DFIVX). 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.


The chart of Sharpe ratio for DFVIX, currently valued at 0.79, compared to the broader market-1.000.001.002.003.00
DFVIX: 0.79
DFIVX: 0.79
The chart of Sortino ratio for DFVIX, currently valued at 1.14, compared to the broader market-2.000.002.004.006.008.00
DFVIX: 1.14
DFIVX: 1.14
The chart of Omega ratio for DFVIX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.00
DFVIX: 1.16
DFIVX: 1.16
The chart of Calmar ratio for DFVIX, currently valued at 0.92, compared to the broader market0.002.004.006.008.0010.00
DFVIX: 0.92
DFIVX: 0.92
The chart of Martin ratio for DFVIX, currently valued at 3.52, compared to the broader market0.0010.0020.0030.0040.0050.00
DFVIX: 3.52
DFIVX: 3.50

The current DFVIX Sharpe Ratio is 0.79, which is comparable to the DFIVX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of DFVIX and DFIVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.79
0.79
DFVIX
DFIVX

Dividends

DFVIX vs. DFIVX - Dividend Comparison

DFVIX's dividend yield for the trailing twelve months is around 3.77%, more than DFIVX's 3.54% yield.


TTM20242023202220212020201920182017201620152014
DFVIX
DFA International Value III Portfolio
3.77%4.15%4.44%3.82%4.21%2.24%3.53%3.62%3.02%3.43%3.55%5.12%
DFIVX
DFA International Value Portfolio
3.54%3.94%4.40%3.78%4.27%2.43%3.70%3.31%2.85%3.37%3.45%4.89%

Drawdowns

DFVIX vs. DFIVX - Drawdown Comparison

The maximum DFVIX drawdown since its inception was -67.28%, roughly equal to the maximum DFIVX drawdown of -66.29%. Use the drawdown chart below to compare losses from any high point for DFVIX and DFIVX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.92%
-1.92%
DFVIX
DFIVX

Volatility

DFVIX vs. DFIVX - Volatility Comparison

DFA International Value III Portfolio (DFVIX) and DFA International Value Portfolio (DFIVX) have volatilities of 10.96% and 10.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.96%
10.95%
DFVIX
DFIVX