DFXIX vs. DISVX
DFXIX (DFA Diversified Fixed Income Portfolio) and DISVX (DFA International Small Cap Value Portfolio Institutional Class) are both mutual funds - DFXIX is a Intermediate Core Bond fund managed by Dimensional, while DISVX is a Foreign Small & Mid Cap Equities fund actively managed by Dimensional. Over the past 5 years, DFXIX returned 1.03%/yr vs 14.57%/yr for DISVX. Their 0.02 correlation means their historical movements had little consistent relationship. DFXIX charges 0.15%/yr vs 0.43%/yr for DISVX.
Performance
DFXIX vs. DISVX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DFXIX achieves a 0.66% return, which is significantly lower than DISVX's 11.89% return.
DFXIX
- 1D
- 0.00%
- 1M
- -0.43%
- 6M
- 0.44%
- YTD
- 0.66%
- 1Y
- 2.55%
- 3Y*
- 4.09%
- 5Y*
- 1.03%
- 10Y*
- —
- ALL TIME*
- 1.95%
DISVX
- 1D
- 2.71%
- 1M
- 3.05%
- 6M
- 4.78%
- YTD
- 11.89%
- 1Y
- 32.15%
- 3Y*
- 23.91%
- 5Y*
- 14.57%
- 10Y*
- 10.86%
- ALL TIME*
- 8.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFXIX vs. DISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFXIX DFA Diversified Fixed Income Portfolio | 0.66% | 5.85% | 3.05% | 4.93% | -7.88% | -0.56% | 5.90% | 5.54% | 1.07% | 0.87% |
DISVX DFA International Small Cap Value Portfolio Institutional Class | 11.89% | 52.17% | 7.88% | 17.58% | -9.80% | 15.84% | 0.82% | 21.04% | -23.36% | 25.41% |
Correlation
The correlation between DFXIX and DISVX is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.02 |
Over the past year, DFXIX and DISVX have become more correlated (0.35) than their long-term average of 0.02, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DFXIX vs. DISVX — Risk / Return Rank
DFXIX
DISVX
DFXIX vs. DISVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Diversified Fixed Income Portfolio (DFXIX) and DFA International Small Cap Value Portfolio Institutional Class (DISVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFXIX | DISVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.39 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 2.47 | -0.62 |
| Martin ratioReturn relative to average drawdown | 4.95 | 7.83 | -2.88 |
Loading charts...
Drawdowns
DFXIX vs. DISVX - Drawdown Comparison
The maximum DFXIX drawdown since its inception was -10.51%, smaller than the maximum DISVX drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for DFXIX and DISVX.
Loading charts...
Drawdown Indicators
| DFXIX | DISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.51% | -61.57% | +51.06% |
Max Drawdown (1Y)Largest decline over 1 year | -1.69% | -13.26% | +11.57% |
Max Drawdown (3Y)Largest decline over 3 years | -2.00% | -13.69% | +11.69% |
Max Drawdown (5Y)Largest decline over 5 years | -10.51% | -27.43% | +16.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.24% | — |
Current DrawdownCurrent decline from peak | -0.93% | -2.23% | +1.30% |
Average DrawdownAverage peak-to-trough decline | -2.29% | -12.16% | +9.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.63% | 4.16% | -3.53% |
Volatility
DFXIX vs. DISVX - Volatility Comparison
The current volatility for DFA Diversified Fixed Income Portfolio (DFXIX) is 0.56%, while DFA International Small Cap Value Portfolio Institutional Class (DISVX) has a volatility of 4.89%. This indicates that DFXIX experiences smaller price fluctuations and is considered to be less risky than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DFXIX | DISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.56% | 4.89% | -4.33% |
Volatility (6M)Calculated over the trailing 6-month period | 2.01% | 12.86% | -10.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.62% | 15.17% | -12.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.59% | 16.13% | -12.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.13% | 16.49% | -13.36% |
DFXIX vs. DISVX - Expense Ratio Comparison
DFXIX has a 0.15% expense ratio, which is lower than DISVX's 0.43% expense ratio.
Dividends
DFXIX vs. DISVX - Dividend Comparison
DFXIX's dividend yield for the trailing twelve months is around 3.86%, less than DISVX's 6.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFXIX DFA Diversified Fixed Income Portfolio | 3.86% | 3.21% | 3.72% | 3.02% | 2.69% | 2.31% | 1.39% | 2.11% | 2.10% | 1.09% | 0.00% | 0.00% |
DISVX DFA International Small Cap Value Portfolio Institutional Class | 6.43% | 7.17% | 4.56% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 3.77% | 5.85% | 3.51% |
Frequently Asked Questions
DFXIX and DISVX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DISVX has higher volatility (4.89%) compared to DFXIX (0.56%). In terms of maximum drawdown, DFXIX dropped -10.51% vs DISVX's -61.57%.
DISVX currently has the higher Sharpe Ratio (2.16 vs 1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for DFXIX and DISVX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer