DFVQX vs. TSMWX
Compare and contrast key facts about DFA International Vector Equity Portfolio (DFVQX) and TIAA-CREF Quant Small/Mid-Cap Equity Fund (TSMWX).
DFVQX is managed by Dimensional Fund Advisors LP. It was launched on Aug 13, 2008. TSMWX is managed by TIAA Investments. It was launched on Aug 5, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFVQX or TSMWX.
Correlation
The correlation between DFVQX and TSMWX 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.
Performance
DFVQX vs. TSMWX - Performance Comparison
Key characteristics
DFVQX:
0.74
TSMWX:
-0.35
DFVQX:
1.09
TSMWX:
-0.31
DFVQX:
1.15
TSMWX:
0.95
DFVQX:
0.92
TSMWX:
-0.23
DFVQX:
2.82
TSMWX:
-0.71
DFVQX:
4.17%
TSMWX:
11.31%
DFVQX:
15.84%
TSMWX:
22.88%
DFVQX:
-46.36%
TSMWX:
-48.28%
DFVQX:
-3.00%
TSMWX:
-29.64%
Returns By Period
In the year-to-date period, DFVQX achieves a 7.77% return, which is significantly higher than TSMWX's -11.98% return.
DFVQX
7.77%
-3.00%
2.03%
11.52%
13.52%
5.11%
TSMWX
-11.98%
-8.30%
-20.92%
-7.03%
8.00%
N/A
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DFVQX vs. TSMWX - Expense Ratio Comparison
DFVQX has a 0.36% expense ratio, which is lower than TSMWX's 0.47% expense ratio.
Risk-Adjusted Performance
DFVQX vs. TSMWX — Risk-Adjusted Performance Rank
DFVQX
TSMWX
DFVQX vs. TSMWX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Vector Equity Portfolio (DFVQX) and TIAA-CREF Quant Small/Mid-Cap Equity Fund (TSMWX). 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.
Dividends
DFVQX vs. TSMWX - Dividend Comparison
DFVQX's dividend yield for the trailing twelve months is around 3.38%, less than TSMWX's 14.59% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVQX DFA International Vector Equity Portfolio | 3.38% | 3.56% | 3.47% | 2.74% | 2.83% | 1.80% | 2.67% | 2.59% | 2.50% | 2.71% | 2.41% | 2.82% |
TSMWX TIAA-CREF Quant Small/Mid-Cap Equity Fund | 14.59% | 12.84% | 2.50% | 7.84% | 20.81% | 1.81% | 5.84% | 13.26% | 5.53% | 0.21% | 0.00% | 0.00% |
Drawdowns
DFVQX vs. TSMWX - Drawdown Comparison
The maximum DFVQX drawdown since its inception was -46.36%, roughly equal to the maximum TSMWX drawdown of -48.28%. Use the drawdown chart below to compare losses from any high point for DFVQX and TSMWX. For additional features, visit the drawdowns tool.
Volatility
DFVQX vs. TSMWX - Volatility Comparison
The current volatility for DFA International Vector Equity Portfolio (DFVQX) is 9.96%, while TIAA-CREF Quant Small/Mid-Cap Equity Fund (TSMWX) has a volatility of 11.05%. This indicates that DFVQX experiences smaller price fluctuations and is considered to be less risky than TSMWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.