DIHRX vs. DISVX
Compare and contrast key facts about DFA International High Relative Profitability Portfolio (DIHRX) and DFA International Small Cap Value Portfolio (DISVX).
DIHRX is managed by Dimensional. It was launched on May 16, 2017. DISVX is managed by Dimensional. It was launched on Dec 28, 1994.
Performance
DIHRX vs. DISVX - Performance Comparison
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DIHRX vs. DISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIHRX DFA International High Relative Profitability Portfolio | 1.32% | 27.03% | -0.03% | 18.09% | -16.61% | 13.39% | 13.21% | 24.50% | -13.48% | 9.68% |
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% | 11.30% |
Returns By Period
In the year-to-date period, DIHRX achieves a 1.32% return, which is significantly lower than DISVX's 3.04% return.
DIHRX
- 1D
- 2.84%
- 1M
- -6.90%
- YTD
- 1.32%
- 6M
- 4.42%
- 1Y
- 20.43%
- 3Y*
- 11.60%
- 5Y*
- 6.63%
- 10Y*
- —
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%
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DIHRX vs. DISVX - Expense Ratio Comparison
DIHRX has a 0.30% expense ratio, which is lower than DISVX's 0.46% expense ratio.
Return for Risk
DIHRX vs. DISVX — Risk / Return Rank
DIHRX
DISVX
DIHRX vs. DISVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International High Relative Profitability Portfolio (DIHRX) 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.
| DIHRX | DISVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 2.59 | -1.31 |
Sortino ratioReturn per unit of downside risk | 1.79 | 3.17 | -1.37 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.52 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 2.98 | -1.24 |
Martin ratioReturn relative to average drawdown | 6.96 | 11.76 | -4.80 |
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
| DIHRX | DISVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 2.59 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.86 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.51 | -0.03 |
Correlation
The correlation between DIHRX and DISVX is 0.89, 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
DIHRX vs. DISVX - Dividend Comparison
DIHRX's dividend yield for the trailing twelve months is around 2.57%, less than DISVX's 7.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIHRX DFA International High Relative Profitability Portfolio | 2.57% | 2.76% | 2.33% | 2.59% | 3.06% | 2.95% | 1.40% | 2.11% | 2.35% | 0.87% | 0.00% | 0.00% |
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
DIHRX vs. DISVX - Drawdown Comparison
The maximum DIHRX drawdown since its inception was -33.30%, smaller than the maximum DISVX drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for DIHRX and DISVX.
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Drawdown Indicators
| DIHRX | DISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.30% | -61.57% | +28.27% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -13.26% | +1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -27.43% | -2.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.24% | — |
Current DrawdownCurrent decline from peak | -8.33% | -9.95% | +1.62% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -12.23% | +5.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 3.36% | -0.51% |
Volatility
DIHRX vs. DISVX - Volatility Comparison
DFA International High Relative Profitability Portfolio (DIHRX) and DFA International Small Cap Value Portfolio (DISVX) have volatilities of 7.38% and 7.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIHRX | DISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.38% | 7.27% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 11.02% | -0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 16.51% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.78% | 15.98% | -0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 16.74% | -0.75% |