DFVQX vs. KGGIX
Compare and contrast key facts about DFA International Vector Equity Portfolio (DFVQX) and Kopernik Global All-Cap Fund (KGGIX).
DFVQX is managed by Dimensional. It was launched on Aug 13, 2008. KGGIX is managed by Kopernik. It was launched on Oct 31, 2013.
Performance
DFVQX vs. KGGIX - Performance Comparison
Loading graphics...
DFVQX vs. KGGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFVQX DFA International Vector Equity Portfolio | 0.91% | 38.02% | 4.55% | 17.05% | -12.54% | 15.01% | 6.10% | 20.87% | -19.03% | 27.51% |
KGGIX Kopernik Global All-Cap Fund | 4.70% | 64.88% | -4.91% | 13.43% | -9.05% | 16.86% | 37.23% | 10.00% | -11.07% | 8.98% |
Returns By Period
In the year-to-date period, DFVQX achieves a 0.91% return, which is significantly lower than KGGIX's 4.70% return. Over the past 10 years, DFVQX has underperformed KGGIX with an annualized return of 9.38%, while KGGIX has yielded a comparatively higher 14.53% annualized 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%
KGGIX
- 1D
- -0.06%
- 1M
- -9.42%
- YTD
- 4.70%
- 6M
- 13.13%
- 1Y
- 50.78%
- 3Y*
- 21.52%
- 5Y*
- 12.90%
- 10Y*
- 14.53%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFVQX vs. KGGIX - Expense Ratio Comparison
DFVQX has a 0.36% expense ratio, which is lower than KGGIX's 1.01% expense ratio.
Return for Risk
DFVQX vs. KGGIX — Risk / Return Rank
DFVQX
KGGIX
DFVQX vs. KGGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Vector Equity Portfolio (DFVQX) and Kopernik Global All-Cap Fund (KGGIX). 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.
| DFVQX | KGGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 3.28 | -1.41 |
Sortino ratioReturn per unit of downside risk | 2.41 | 3.90 | -1.49 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.58 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.21 | 4.66 | -2.44 |
Martin ratioReturn relative to average drawdown | 9.17 | 17.03 | -7.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFVQX | KGGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 3.28 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.86 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.97 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.61 | -0.04 |
Correlation
The correlation between DFVQX and KGGIX 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
DFVQX vs. KGGIX - Dividend Comparison
DFVQX's dividend yield for the trailing twelve months is around 3.22%, less than KGGIX's 15.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
KGGIX Kopernik Global All-Cap Fund | 15.72% | 16.46% | 1.04% | 8.60% | 13.59% | 9.30% | 4.81% | 3.02% | 0.25% | 4.40% | 3.34% | 0.81% |
Drawdowns
DFVQX vs. KGGIX - Drawdown Comparison
The maximum DFVQX drawdown since its inception was -44.58%, roughly equal to the maximum KGGIX drawdown of -45.11%. Use the drawdown chart below to compare losses from any high point for DFVQX and KGGIX.
Loading graphics...
Drawdown Indicators
| DFVQX | KGGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.58% | -45.11% | +0.53% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -10.65% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -28.33% | -26.43% | -1.90% |
Max Drawdown (10Y)Largest decline over 10 years | -44.58% | -31.59% | -12.99% |
Current DrawdownCurrent decline from peak | -10.37% | -9.42% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -7.92% | -9.59% | +1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.91% | -0.06% |
Volatility
DFVQX vs. KGGIX - Volatility Comparison
DFA International Vector Equity Portfolio (DFVQX) has a higher volatility of 6.20% compared to Kopernik Global All-Cap Fund (KGGIX) at 5.62%. This indicates that DFVQX's price experiences larger fluctuations and is considered to be riskier than KGGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DFVQX | KGGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 5.62% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.84% | 12.33% | -2.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.48% | 15.26% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.52% | 15.14% | +0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 15.08% | +1.40% |