DFWIX vs. IVFIX
Compare and contrast key facts about DFA World ex U.S. Core Equity Portfolio (DFWIX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX).
DFWIX is managed by Dimensional. It was launched on Apr 9, 2013. IVFIX is managed by Federated. It was launched on Jun 3, 2008.
Performance
DFWIX vs. IVFIX - Performance Comparison
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DFWIX vs. IVFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFWIX DFA World ex U.S. Core Equity Portfolio | 0.08% | 33.45% | 4.34% | 16.74% | -14.04% | 22.41% | 9.35% | 19.98% | -17.00% | 30.17% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 5.22% | 31.79% | 1.91% | 11.05% | -2.54% | 11.58% | -1.74% | 20.15% | -11.96% | 14.63% |
Returns By Period
In the year-to-date period, DFWIX achieves a 0.08% return, which is significantly lower than IVFIX's 5.22% return. Over the past 10 years, DFWIX has outperformed IVFIX with an annualized return of 10.00%, while IVFIX has yielded a comparatively lower 7.06% annualized return.
DFWIX
- 1D
- -0.33%
- 1M
- -10.77%
- YTD
- 0.08%
- 6M
- 4.76%
- 1Y
- 27.12%
- 3Y*
- 15.13%
- 5Y*
- 10.04%
- 10Y*
- 10.00%
IVFIX
- 1D
- 0.21%
- 1M
- -6.40%
- YTD
- 5.22%
- 6M
- 10.50%
- 1Y
- 23.17%
- 3Y*
- 13.89%
- 5Y*
- 10.28%
- 10Y*
- 7.06%
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DFWIX vs. IVFIX - Expense Ratio Comparison
DFWIX has a 0.31% expense ratio, which is lower than IVFIX's 0.86% expense ratio.
Return for Risk
DFWIX vs. IVFIX — Risk / Return Rank
DFWIX
IVFIX
DFWIX vs. IVFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Core Equity Portfolio (DFWIX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). 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.
| DFWIX | IVFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 1.98 | -0.17 |
Sortino ratioReturn per unit of downside risk | 2.36 | 2.58 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.41 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 4.08 | -2.08 |
Martin ratioReturn relative to average drawdown | 8.26 | 17.43 | -9.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFWIX | IVFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 1.98 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.83 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.49 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.21 | +0.28 |
Correlation
The correlation between DFWIX and IVFIX 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
DFWIX vs. IVFIX - Dividend Comparison
DFWIX's dividend yield for the trailing twelve months is around 3.21%, more than IVFIX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFWIX DFA World ex U.S. Core Equity Portfolio | 3.21% | 3.00% | 3.32% | 3.36% | 3.11% | 10.71% | 1.81% | 2.36% | 3.50% | 2.36% | 2.59% | 2.31% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 3.14% | 3.37% | 4.44% | 4.01% | 3.99% | 3.67% | 3.62% | 3.98% | 4.97% | 4.17% | 3.38% | 3.95% |
Drawdowns
DFWIX vs. IVFIX - Drawdown Comparison
The maximum DFWIX drawdown since its inception was -41.80%, smaller than the maximum IVFIX drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for DFWIX and IVFIX.
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Drawdown Indicators
| DFWIX | IVFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -51.49% | +9.69% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -8.47% | -2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -27.31% | -21.29% | -6.02% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -33.46% | -8.34% |
Current DrawdownCurrent decline from peak | -10.82% | -6.58% | -4.24% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -11.69% | +3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 1.98% | +0.89% |
Volatility
DFWIX vs. IVFIX - Volatility Comparison
DFA World ex U.S. Core Equity Portfolio (DFWIX) has a higher volatility of 6.21% compared to Federated Hermes International Strategic Value Dividend Fund (IVFIX) at 4.54%. This indicates that DFWIX's price experiences larger fluctuations and is considered to be riskier than IVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFWIX | IVFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 4.54% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 8.10% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.65% | 14.63% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 12.96% | +1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.55% | 14.74% | +0.81% |