DFVIX vs. DFSTX
Compare and contrast key facts about DFA International Value III Portfolio (DFVIX) and DFA U.S. Small Cap Portfolio (DFSTX).
DFVIX is managed by Dimensional. It was launched on Feb 1, 1995. DFSTX is managed by Dimensional. It was launched on Mar 19, 1992.
Performance
DFVIX vs. DFSTX - Performance Comparison
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DFVIX vs. DFSTX - 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% |
DFSTX DFA U.S. Small Cap Portfolio | -0.13% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -13.20% | 11.19% |
Returns By Period
In the year-to-date period, DFVIX achieves a 3.01% return, which is significantly higher than DFSTX's -0.13% return. Over the past 10 years, DFVIX has outperformed DFSTX with an annualized return of 11.82%, while DFSTX has yielded a comparatively lower 9.69% 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%
DFSTX
- 1D
- -0.91%
- 1M
- -7.67%
- YTD
- -0.13%
- 6M
- 1.57%
- 1Y
- 17.08%
- 3Y*
- 11.14%
- 5Y*
- 6.19%
- 10Y*
- 9.69%
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DFVIX vs. DFSTX - Expense Ratio Comparison
DFVIX has a 0.24% expense ratio, which is lower than DFSTX's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DFVIX vs. DFSTX — Risk / Return Rank
DFVIX
DFSTX
DFVIX vs. DFSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value III Portfolio (DFVIX) and DFA U.S. Small Cap Portfolio (DFSTX). 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 | DFSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.07 | 0.80 | +1.26 |
Sortino ratioReturn per unit of downside risk | 2.65 | 1.27 | +1.37 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.17 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 2.24 | 1.03 | +1.21 |
Martin ratioReturn relative to average drawdown | 10.55 | 4.16 | +6.40 |
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
| DFVIX | DFSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 0.80 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.30 | +0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.44 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.48 | -0.08 |
Correlation
The correlation between DFVIX and DFSTX is 0.64, 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
DFVIX vs. DFSTX - Dividend Comparison
DFVIX's dividend yield for the trailing twelve months is around 4.26%, more than DFSTX's 1.09% 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% |
DFSTX DFA U.S. Small Cap Portfolio | 1.09% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
Drawdowns
DFVIX vs. DFSTX - Drawdown Comparison
The maximum DFVIX drawdown since its inception was -66.53%, which is greater than DFSTX's maximum drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for DFVIX and DFSTX.
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Drawdown Indicators
| DFVIX | DFSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.53% | -60.99% | -5.54% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -13.92% | +1.93% |
Max Drawdown (5Y)Largest decline over 5 years | -25.26% | -25.91% | +0.65% |
Max Drawdown (10Y)Largest decline over 10 years | -47.89% | -44.78% | -3.11% |
Current DrawdownCurrent decline from peak | -8.41% | -9.09% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -8.80% | -3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.47% | -0.57% |
Volatility
DFVIX vs. DFSTX - Volatility Comparison
DFA International Value III Portfolio (DFVIX) has a higher volatility of 6.23% compared to DFA U.S. Small Cap Portfolio (DFSTX) at 5.43%. This indicates that DFVIX's price experiences larger fluctuations and is considered to be riskier than DFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFVIX | DFSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 5.43% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 10.13% | 12.19% | -2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.41% | 21.77% | -5.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.41% | 20.61% | -4.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 22.06% | -3.92% |