DFWVX vs. DFSVX
Compare and contrast key facts about DFA World ex U.S. Value Portfolio Fund (DFWVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DFWVX is managed by Dimensional. It was launched on Aug 22, 2010. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
DFWVX vs. DFSVX - Performance Comparison
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DFWVX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFWVX DFA World ex U.S. Value Portfolio Fund | 4.87% | 40.30% | 6.66% | 17.37% | -6.41% | 32.65% | -0.40% | 344.89% | -16.69% | 28.21% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 6.83% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Returns By Period
In the year-to-date period, DFWVX achieves a 4.87% return, which is significantly lower than DFSVX's 6.83% return. Over the past 10 years, DFWVX has outperformed DFSVX with an annualized return of 28.45%, while DFSVX has yielded a comparatively lower 10.84% annualized return.
DFWVX
- 1D
- 2.38%
- 1M
- -6.17%
- YTD
- 4.87%
- 6M
- 11.99%
- 1Y
- 35.48%
- 3Y*
- 20.44%
- 5Y*
- 15.52%
- 10Y*
- 28.45%
DFSVX
- 1D
- 2.04%
- 1M
- -3.75%
- YTD
- 6.83%
- 6M
- 9.84%
- 1Y
- 25.75%
- 3Y*
- 14.75%
- 5Y*
- 9.70%
- 10Y*
- 10.84%
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DFWVX vs. DFSVX - Expense Ratio Comparison
DFWVX has a 0.40% expense ratio, which is higher than DFSVX's 0.30% expense ratio.
Return for Risk
DFWVX vs. DFSVX — Risk / Return Rank
DFWVX
DFSVX
DFWVX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Value Portfolio Fund (DFWVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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.
| DFWVX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.44 | 1.13 | +1.31 |
Sortino ratioReturn per unit of downside risk | 3.06 | 1.67 | +1.38 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.23 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 2.51 | 1.56 | +0.95 |
Martin ratioReturn relative to average drawdown | 11.03 | 5.75 | +5.28 |
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
| DFWVX | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 1.13 | +1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.45 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.45 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.51 | +0.18 |
Correlation
The correlation between DFWVX and DFSVX is 0.72, 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
DFWVX vs. DFSVX - Dividend Comparison
DFWVX's dividend yield for the trailing twelve months is around 3.77%, more than DFSVX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFWVX DFA World ex U.S. Value Portfolio Fund | 3.77% | 3.66% | 4.28% | 4.30% | 3.75% | 15.97% | 2.43% | 110.54% | 5.26% | 2.70% | 2.92% | 2.77% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.63% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
Drawdowns
DFWVX vs. DFSVX - Drawdown Comparison
The maximum DFWVX drawdown since its inception was -41.32%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DFWVX and DFSVX.
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Drawdown Indicators
| DFWVX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.32% | -66.70% | +25.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -15.11% | +3.41% |
Max Drawdown (5Y)Largest decline over 5 years | -24.59% | -27.69% | +3.10% |
Max Drawdown (10Y)Largest decline over 10 years | -41.32% | -52.12% | +10.80% |
Current DrawdownCurrent decline from peak | -7.56% | -5.89% | -1.67% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -9.51% | +2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 4.09% | -1.09% |
Volatility
DFWVX vs. DFSVX - Volatility Comparison
DFA World ex U.S. Value Portfolio Fund (DFWVX) has a higher volatility of 6.56% compared to DFA U.S. Small Cap Value Portfolio I (DFSVX) at 5.46%. This indicates that DFWVX's price experiences larger fluctuations and is considered to be riskier than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFWVX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.56% | 5.46% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 9.69% | 12.88% | -3.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.91% | 23.35% | -8.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 21.68% | -5.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.91% | 23.92% | +10.99% |