PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
SVXY vs. DFVQX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

SVXY vs. DFVQX

Last updated May 12, 2025

Compare and contrast key facts about ProShares Short VIX Short-Term Futures ETF (SVXY) and DFA International Vector Equity Portfolio (DFVQX).

SVXY is a passively managed fund by ProShares that tracks the performance of the S&P 500 VIX Short-Term Futures Index (-100%). It was launched on Oct 3, 2011. DFVQX is managed by Dimensional Fund Advisors LP. It was launched on Aug 13, 2008.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SVXY or DFVQX.

Correlation

The correlation between SVXY and DFVQX is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

SVXY vs. DFVQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short VIX Short-Term Futures ETF (SVXY) and DFA International Vector Equity Portfolio (DFVQX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

SVXY:

48.44%

DFVQX:

8.47%

Max Drawdown

SVXY:

-95.25%

DFVQX:

-0.46%

Current Drawdown

SVXY:

-85.97%

DFVQX:

0.00%

Returns By Period

SVXY

YTD

-22.55%

1M

11.95%

6M

-25.43%

1Y

-33.44%

5Y*

18.36%

10Y*

-7.42%

DFVQX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SVXY vs. DFVQX - Expense Ratio Comparison

SVXY has a 1.38% expense ratio, which is higher than DFVQX's 0.36% expense ratio.

SVXY
ProShares Short VIX Short-Term Futures ETF
DFVQX
DFA International Vector Equity Portfolio

Risk-Adjusted Performance

SVXY vs. DFVQX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SVXY
The Risk-Adjusted Performance Rank of SVXY is 33
Overall Rank
The Sharpe Ratio Rank of SVXY is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of SVXY is 44
Sortino Ratio Rank
The Omega Ratio Rank of SVXY is 22
Omega Ratio Rank
The Calmar Ratio Rank of SVXY is 44
Calmar Ratio Rank
The Martin Ratio Rank of SVXY is 22
Martin Ratio Rank
DFVQX
The Risk-Adjusted Performance Rank of DFVQX is 7878
Overall Rank
The Sharpe Ratio Rank of DFVQX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of DFVQX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of DFVQX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of DFVQX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of DFVQX is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SVXY vs. DFVQX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short VIX Short-Term Futures ETF (SVXY) and DFA International Vector Equity Portfolio (DFVQX). 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.

Loading data...

Dividends

SVXY vs. DFVQX - Dividend Comparison

SVXY has not paid dividends to shareholders, while DFVQX's dividend yield for the trailing twelve months is around 3.20%.

TTM20242023202220212020201920182017201620152014
SVXY
ProShares Short VIX Short-Term Futures ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DFVQX
DFA International Vector Equity Portfolio		3.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SVXY vs. DFVQX - Drawdown Comparison

The maximum SVXY drawdown since its inception was -95.25%, which is greater than DFVQX's maximum drawdown of -0.46%. Use the drawdown chart below to compare losses from any high point for SVXY and DFVQX. For additional features, visit the drawdowns tool.

Loading data...

Volatility

SVXY vs. DFVQX - Volatility Comparison

Loading data...