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DFVQX vs. HRIOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFVQX vs. HRIOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Vector Equity Portfolio (DFVQX) and Hood River International Opportunity Fund (HRIOX). The values are adjusted to include any dividend payments, if applicable.

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DFVQX vs. HRIOX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DFVQX
DFA International Vector Equity Portfolio
0.91%38.02%4.55%17.05%-12.54%1.74%
HRIOX
Hood River International Opportunity Fund
6.18%43.32%20.19%30.74%-25.86%2.01%

Returns By Period

In the year-to-date period, DFVQX achieves a 0.91% return, which is significantly lower than HRIOX's 6.18% return.


DFVQX

1D
-0.03%
1M
-10.37%
YTD
0.91%
6M
6.52%
1Y
29.67%
3Y*
16.78%
5Y*
9.77%
10Y*
9.38%

HRIOX

1D
-2.32%
1M
-13.38%
YTD
6.18%
6M
13.19%
1Y
71.03%
3Y*
30.42%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFVQX vs. HRIOX - Expense Ratio Comparison

DFVQX has a 0.36% expense ratio, which is lower than HRIOX's 1.50% expense ratio.


Return for Risk

DFVQX vs. HRIOX — Risk / Return Rank

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

DFVQX
DFVQX Risk / Return Rank: 8888
Overall Rank
DFVQX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DFVQX Sortino Ratio Rank: 8888
Sortino Ratio Rank
DFVQX Omega Ratio Rank: 8787
Omega Ratio Rank
DFVQX Calmar Ratio Rank: 8686
Calmar Ratio Rank
DFVQX Martin Ratio Rank: 8787
Martin Ratio Rank

HRIOX
HRIOX Risk / Return Rank: 9797
Overall Rank
HRIOX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HRIOX Sortino Ratio Rank: 9696
Sortino Ratio Rank
HRIOX Omega Ratio Rank: 9494
Omega Ratio Rank
HRIOX Calmar Ratio Rank: 9898
Calmar Ratio Rank
HRIOX Martin Ratio Rank: 9898
Martin Ratio Rank
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.

DFVQX vs. HRIOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International Vector Equity Portfolio (DFVQX) and Hood River International Opportunity Fund (HRIOX). 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.


DFVQXHRIOXDifference

Sharpe ratio

Return per unit of total volatility

1.86

2.89

-1.02

Sortino ratio

Return per unit of downside risk

2.41

3.52

-1.10

Omega ratio

Gain probability vs. loss probability

1.37

1.50

-0.13

Calmar ratio

Return relative to maximum drawdown

2.21

4.81

-2.59

Martin ratio

Return relative to average drawdown

9.17

19.64

-10.46

DFVQX vs. HRIOX - Sharpe Ratio Comparison

The current DFVQX Sharpe Ratio is 1.86, which is lower than the HRIOX Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of DFVQX and HRIOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFVQXHRIOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

2.89

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.68

-0.12

Correlation

The correlation between DFVQX and HRIOX 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

DFVQX vs. HRIOX - Dividend Comparison

DFVQX's dividend yield for the trailing twelve months is around 3.22%, less than HRIOX's 5.54% yield.


TTM20252024202320222021202020192018201720162015
DFVQX
DFA International Vector Equity Portfolio
3.22%3.06%3.56%3.47%2.73%4.76%1.79%2.68%5.96%1.81%2.15%2.77%
HRIOX
Hood River International Opportunity Fund
5.54%5.88%0.16%1.44%0.00%0.21%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DFVQX vs. HRIOX - Drawdown Comparison

The maximum DFVQX drawdown since its inception was -44.58%, which is greater than HRIOX's maximum drawdown of -38.76%. Use the drawdown chart below to compare losses from any high point for DFVQX and HRIOX.


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Drawdown Indicators


DFVQXHRIOXDifference

Max Drawdown

Largest peak-to-trough decline

-44.58%

-38.76%

-5.82%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-13.78%

+2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-28.33%

Max Drawdown (10Y)

Largest decline over 10 years

-44.58%

Current Drawdown

Current decline from peak

-10.37%

-13.78%

+3.41%

Average Drawdown

Average peak-to-trough decline

-7.92%

-12.72%

+4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

3.37%

-0.52%

Volatility

DFVQX vs. HRIOX - Volatility Comparison

The current volatility for DFA International Vector Equity Portfolio (DFVQX) is 6.20%, while Hood River International Opportunity Fund (HRIOX) has a volatility of 9.83%. This indicates that DFVQX experiences smaller price fluctuations and is considered to be less risky than HRIOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFVQXHRIOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.20%

9.83%

-3.63%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

17.85%

-8.01%

Volatility (1Y)

Calculated over the trailing 1-year period

15.48%

24.37%

-8.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.52%

20.76%

-5.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

20.76%

-4.28%