DFYGX vs. DISVX
Compare and contrast key facts about DFA Two-Year Government Portfolio (DFYGX) and DFA International Small Cap Value Portfolio (DISVX).
DFYGX is managed by Dimensional. It was launched on Jun 6, 1996. DISVX is managed by Dimensional. It was launched on Dec 28, 1994.
Performance
DFYGX vs. DISVX - Performance Comparison
Loading graphics...
DFYGX vs. DISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFYGX DFA Two-Year Government Portfolio | 0.88% | 2.16% | 5.15% | 5.00% | -3.02% | -0.51% | 0.38% | 2.20% | 1.42% | 0.29% |
DISVX DFA International Small Cap Value Portfolio | 3.04% | 52.17% | 7.88% | 17.58% | -9.80% | 15.84% | 0.82% | 21.04% | -23.36% | 25.41% |
Returns By Period
In the year-to-date period, DFYGX achieves a 0.88% return, which is significantly lower than DISVX's 3.04% return. Over the past 10 years, DFYGX has underperformed DISVX with an annualized return of 1.38%, while DISVX has yielded a comparatively higher 10.34% annualized return.
DFYGX
- 1D
- 0.00%
- 1M
- 0.25%
- YTD
- 0.88%
- 6M
- 1.90%
- 1Y
- 2.85%
- 3Y*
- 3.99%
- 5Y*
- 1.89%
- 10Y*
- 1.38%
DISVX
- 1D
- 3.04%
- 1M
- -8.51%
- YTD
- 3.04%
- 6M
- 10.60%
- 1Y
- 41.86%
- 3Y*
- 23.14%
- 5Y*
- 13.65%
- 10Y*
- 10.34%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFYGX vs. DISVX - Expense Ratio Comparison
DFYGX has a 0.17% expense ratio, which is lower than DISVX's 0.46% expense ratio.
Return for Risk
DFYGX vs. DISVX — Risk / Return Rank
DFYGX
DISVX
DFYGX vs. DISVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Two-Year Government Portfolio (DFYGX) and DFA International Small Cap Value Portfolio (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.
| DFYGX | DISVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.38 | 2.59 | -0.21 |
Sortino ratioReturn per unit of downside risk | 2.73 | 3.17 | -0.44 |
Omega ratioGain probability vs. loss probability | 3.66 | 1.52 | +2.15 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 2.98 | -1.07 |
Martin ratioReturn relative to average drawdown | 5.30 | 11.76 | -6.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFYGX | DISVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 2.59 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.56 | 0.86 | +0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.40 | 0.62 | +0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.85 | 0.51 | +1.34 |
Correlation
The correlation between DFYGX and DISVX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
DFYGX vs. DISVX - Dividend Comparison
DFYGX's dividend yield for the trailing twelve months is around 2.81%, less than DISVX's 7.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFYGX DFA Two-Year Government Portfolio | 2.81% | 2.04% | 4.84% | 3.07% | 1.14% | 0.00% | 0.27% | 1.87% | 1.82% | 1.01% | 0.58% | 0.49% |
DISVX DFA International Small Cap Value Portfolio | 7.00% | 7.17% | 4.56% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 3.77% | 5.85% | 3.51% |
Drawdowns
DFYGX vs. DISVX - Drawdown Comparison
The maximum DFYGX drawdown since its inception was -4.46%, smaller than the maximum DISVX drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for DFYGX and DISVX.
Loading graphics...
Drawdown Indicators
| DFYGX | DISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.46% | -61.57% | +57.11% |
Max Drawdown (1Y)Largest decline over 1 year | -1.04% | -13.26% | +12.22% |
Max Drawdown (5Y)Largest decline over 5 years | -4.36% | -27.43% | +23.07% |
Max Drawdown (10Y)Largest decline over 10 years | -4.46% | -49.24% | +44.78% |
Current DrawdownCurrent decline from peak | 0.00% | -9.95% | +9.95% |
Average DrawdownAverage peak-to-trough decline | -0.30% | -12.23% | +11.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 3.36% | -2.98% |
Volatility
DFYGX vs. DISVX - Volatility Comparison
The current volatility for DFA Two-Year Government Portfolio (DFYGX) is 0.15%, while DFA International Small Cap Value Portfolio (DISVX) has a volatility of 7.27%. This indicates that DFYGX 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 graphics...
Volatility by Period
| DFYGX | DISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.15% | 7.27% | -7.12% |
Volatility (6M)Calculated over the trailing 6-month period | 0.41% | 11.02% | -10.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.21% | 16.51% | -15.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.22% | 15.98% | -14.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.99% | 16.74% | -15.75% |