DFVIX vs. SIMYX
Compare and contrast key facts about DFA International Value III Portfolio (DFVIX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX).
DFVIX is managed by Dimensional. It was launched on Feb 1, 1995. SIMYX is managed by BlackRock. It was launched on Oct 16, 2016.
Performance
DFVIX vs. SIMYX - Performance Comparison
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DFVIX vs. SIMYX - 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% | 24.73% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.35% | 30.07% | 6.26% | 13.11% | -11.38% | 7.83% | -1.33% | 15.77% | -12.11% | 21.58% |
Returns By Period
In the year-to-date period, DFVIX achieves a 3.01% return, which is significantly lower than SIMYX's 3.35% 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%
SIMYX
- 1D
- 0.58%
- 1M
- -7.35%
- YTD
- 3.35%
- 6M
- 7.54%
- 1Y
- 22.67%
- 3Y*
- 15.31%
- 5Y*
- 8.60%
- 10Y*
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DFVIX vs. SIMYX - Expense Ratio Comparison
DFVIX has a 0.24% expense ratio, which is lower than SIMYX's 0.86% expense ratio.
Return for Risk
DFVIX vs. SIMYX — Risk / Return Rank
DFVIX
SIMYX
DFVIX vs. SIMYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value III Portfolio (DFVIX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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 | SIMYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.07 | 1.75 | +0.31 |
Sortino ratioReturn per unit of downside risk | 2.65 | 2.30 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.35 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.24 | 2.52 | -0.28 |
Martin ratioReturn relative to average drawdown | 10.55 | 9.65 | +0.90 |
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 | SIMYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 1.75 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.76 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.58 | -0.18 |
Correlation
The correlation between DFVIX and SIMYX is 0.77, 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
DFVIX vs. SIMYX - Dividend Comparison
DFVIX's dividend yield for the trailing twelve months is around 4.26%, more than SIMYX's 3.03% 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% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.03% | 3.13% | 5.26% | 3.62% | 3.13% | 3.41% | 1.96% | 3.09% | 3.01% | 2.74% | 0.00% | 0.00% |
Drawdowns
DFVIX vs. SIMYX - Drawdown Comparison
The maximum DFVIX drawdown since its inception was -66.53%, which is greater than SIMYX's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for DFVIX and SIMYX.
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Drawdown Indicators
| DFVIX | SIMYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.53% | -32.14% | -34.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -8.55% | -3.44% |
Max Drawdown (5Y)Largest decline over 5 years | -25.26% | -25.06% | -0.20% |
Max Drawdown (10Y)Largest decline over 10 years | -47.89% | — | — |
Current DrawdownCurrent decline from peak | -8.41% | -7.35% | -1.06% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -6.14% | -6.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.23% | +0.67% |
Volatility
DFVIX vs. SIMYX - Volatility Comparison
DFA International Value III Portfolio (DFVIX) has a higher volatility of 6.23% compared to SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) at 4.79%. This indicates that DFVIX's price experiences larger fluctuations and is considered to be riskier than SIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFVIX | SIMYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 4.79% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 10.13% | 7.26% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.41% | 12.54% | +3.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.41% | 11.31% | +5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 12.24% | +5.90% |