Correlation
The correlation between DFVQX and DISVX is 0.73, 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.
DFVQX vs. DISVX
Compare and contrast key facts about DFA International Vector Equity Portfolio (DFVQX) and DFA International Small Cap Value Portfolio (DISVX).
DFVQX is managed by Dimensional Fund Advisors LP. It was launched on Aug 13, 2008. DISVX is managed by Dimensional Fund Advisors LP. It was launched on Dec 28, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFVQX or DISVX.
Performance
DFVQX vs. DISVX - Performance Comparison
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Key characteristics
DFVQX:
1.08
DISVX:
1.33
DFVQX:
1.39
DISVX:
1.66
DFVQX:
1.20
DISVX:
1.24
DFVQX:
1.20
DISVX:
1.52
DFVQX:
3.69
DISVX:
4.98
DFVQX:
4.17%
DISVX:
4.17%
DFVQX:
15.77%
DISVX:
16.87%
DFVQX:
-46.36%
DISVX:
-60.61%
DFVQX:
-0.38%
DISVX:
-0.15%
Returns By Period
In the year-to-date period, DFVQX achieves a 17.94% return, which is significantly lower than DISVX's 22.41% return. Over the past 10 years, DFVQX has underperformed DISVX with an annualized return of 5.95%, while DISVX has yielded a comparatively higher 6.93% annualized return.
DFVQX
17.94%
5.44%
16.25%
16.84%
11.03%
13.18%
5.95%
DISVX
22.41%
6.26%
21.67%
22.10%
14.01%
16.14%
6.93%
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DFVQX vs. DISVX - Expense Ratio Comparison
DFVQX has a 0.36% expense ratio, which is lower than DISVX's 0.46% expense ratio.
Risk-Adjusted Performance
DFVQX vs. DISVX — Risk-Adjusted Performance Rank
DFVQX
DISVX
DFVQX vs. DISVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Vector Equity Portfolio (DFVQX) 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.
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Dividends
DFVQX vs. DISVX - Dividend Comparison
DFVQX's dividend yield for the trailing twelve months is around 3.09%, less than DISVX's 3.77% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVQX DFA International Vector Equity Portfolio | 3.09% | 3.56% | 3.47% | 2.74% | 4.76% | 1.80% | 2.67% | 5.97% | 2.90% | 2.92% | 2.77% | 3.77% |
DISVX DFA International Small Cap Value Portfolio | 3.77% | 4.56% | 3.87% | 2.40% | 3.52% | 1.85% | 3.97% | 5.91% | 5.76% | 5.85% | 3.51% | 3.95% |
Drawdowns
DFVQX vs. DISVX - Drawdown Comparison
The maximum DFVQX drawdown since its inception was -46.36%, smaller than the maximum DISVX drawdown of -60.61%. Use the drawdown chart below to compare losses from any high point for DFVQX and DISVX.
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Volatility
DFVQX vs. DISVX - Volatility Comparison
DFA International Vector Equity Portfolio (DFVQX) and DFA International Small Cap Value Portfolio (DISVX) have volatilities of 2.61% and 2.55%, 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.
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