DFWIX vs. SVSPX
Compare and contrast key facts about DFA World ex U.S. Core Equity Portfolio (DFWIX) and State Street S&P 500 Index Fund Class N (SVSPX).
DFWIX is managed by Dimensional. It was launched on Apr 9, 2013. SVSPX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Dec 30, 1992.
Performance
DFWIX vs. SVSPX - Performance Comparison
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DFWIX vs. SVSPX - 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% |
SVSPX State Street S&P 500 Index Fund Class N | -7.09% | 17.83% | 25.07% | 26.21% | -18.31% | 28.38% | 18.48% | 31.27% | -4.87% | 21.71% |
Returns By Period
In the year-to-date period, DFWIX achieves a 0.08% return, which is significantly higher than SVSPX's -7.09% return. Over the past 10 years, DFWIX has underperformed SVSPX with an annualized return of 10.00%, while SVSPX has yielded a comparatively higher 13.59% 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%
SVSPX
- 1D
- -2.06%
- 1M
- -8.10%
- YTD
- -7.09%
- 6M
- -4.55%
- 1Y
- 14.41%
- 3Y*
- 17.15%
- 5Y*
- 11.29%
- 10Y*
- 13.59%
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DFWIX vs. SVSPX - Expense Ratio Comparison
DFWIX has a 0.31% expense ratio, which is higher than SVSPX's 0.16% expense ratio.
Return for Risk
DFWIX vs. SVSPX — Risk / Return Rank
DFWIX
SVSPX
DFWIX vs. SVSPX - 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 State Street S&P 500 Index Fund Class N (SVSPX). 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 | SVSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 0.77 | +1.04 |
Sortino ratioReturn per unit of downside risk | 2.36 | 1.29 | +1.07 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.18 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 0.30 | +1.70 |
Martin ratioReturn relative to average drawdown | 8.26 | 1.15 | +7.12 |
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 | SVSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 0.77 | +1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.68 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.76 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.55 | -0.07 |
Correlation
The correlation between DFWIX and SVSPX is 0.75, 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. SVSPX - Dividend Comparison
DFWIX's dividend yield for the trailing twelve months is around 3.21%, less than SVSPX's 8.93% 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% |
SVSPX State Street S&P 500 Index Fund Class N | 8.93% | 8.28% | 9.39% | 12.38% | 10.53% | 11.65% | 15.98% | 6.40% | 13.29% | 4.94% | 8.63% | 4.05% |
Drawdowns
DFWIX vs. SVSPX - Drawdown Comparison
The maximum DFWIX drawdown since its inception was -41.80%, smaller than the maximum SVSPX drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for DFWIX and SVSPX.
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Drawdown Indicators
| DFWIX | SVSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -55.76% | +13.96% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -12.15% | +1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -27.31% | -24.59% | -2.72% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -33.69% | -8.11% |
Current DrawdownCurrent decline from peak | -10.82% | -8.93% | -1.89% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -9.28% | +1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 4.99% | -2.12% |
Volatility
DFWIX vs. SVSPX - Volatility Comparison
DFA World ex U.S. Core Equity Portfolio (DFWIX) has a higher volatility of 6.21% compared to State Street S&P 500 Index Fund Class N (SVSPX) at 3.96%. This indicates that DFWIX's price experiences larger fluctuations and is considered to be riskier than SVSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFWIX | SVSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 3.96% | +2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 9.32% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.65% | 20.53% | -5.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 17.36% | -2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.55% | 18.28% | -2.73% |