DILRX vs. DFFVX
Compare and contrast key facts about DFA International Large Cap Growth Portfolio (DILRX) and DFA U.S. Targeted Value Portfolio (DFFVX).
DILRX is managed by Dimensional. It was launched on Dec 19, 2012. DFFVX is managed by Dimensional. It was launched on Feb 23, 2000.
Performance
DILRX vs. DFFVX - Performance Comparison
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DILRX vs. DFFVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DILRX DFA International Large Cap Growth Portfolio | -0.70% | 25.59% | 1.70% | 18.51% | -19.75% | 15.20% | 14.72% | 26.40% | -12.92% | 26.41% |
DFFVX DFA U.S. Targeted Value Portfolio | 5.44% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
Returns By Period
In the year-to-date period, DILRX achieves a -0.70% return, which is significantly lower than DFFVX's 5.44% return. Over the past 10 years, DILRX has underperformed DFFVX with an annualized return of 8.36%, while DFFVX has yielded a comparatively higher 10.46% annualized return.
DILRX
- 1D
- 3.24%
- 1M
- -8.11%
- YTD
- -0.70%
- 6M
- 0.80%
- 1Y
- 17.28%
- 3Y*
- 11.01%
- 5Y*
- 6.10%
- 10Y*
- 8.36%
DFFVX
- 1D
- 2.10%
- 1M
- -4.22%
- YTD
- 5.44%
- 6M
- 8.08%
- 1Y
- 23.93%
- 3Y*
- 14.30%
- 5Y*
- 8.31%
- 10Y*
- 10.46%
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DILRX vs. DFFVX - Expense Ratio Comparison
Both DILRX and DFFVX have an expense ratio of 0.29%.
Return for Risk
DILRX vs. DFFVX — Risk / Return Rank
DILRX
DFFVX
DILRX vs. DFFVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Large Cap Growth Portfolio (DILRX) and DFA U.S. Targeted Value Portfolio (DFFVX). 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.
| DILRX | DFFVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 1.08 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.62 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.66 | -0.36 |
Martin ratioReturn relative to average drawdown | 5.25 | 6.14 | -0.88 |
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
| DILRX | DFFVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 1.08 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.38 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.44 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.46 | +0.03 |
Correlation
The correlation between DILRX and DFFVX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DILRX vs. DFFVX - Dividend Comparison
DILRX's dividend yield for the trailing twelve months is around 1.96%, more than DFFVX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DILRX DFA International Large Cap Growth Portfolio | 1.96% | 1.98% | 2.03% | 1.95% | 2.56% | 2.37% | 1.34% | 2.09% | 2.55% | 1.94% | 2.40% | 2.34% |
DFFVX DFA U.S. Targeted Value Portfolio | 1.63% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
Drawdowns
DILRX vs. DFFVX - Drawdown Comparison
The maximum DILRX drawdown since its inception was -32.19%, smaller than the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for DILRX and DFFVX.
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Drawdown Indicators
| DILRX | DFFVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.19% | -64.21% | +32.02% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -14.71% | +2.39% |
Max Drawdown (5Y)Largest decline over 5 years | -32.02% | -26.09% | -5.93% |
Max Drawdown (10Y)Largest decline over 10 years | -32.19% | -50.75% | +18.56% |
Current DrawdownCurrent decline from peak | -9.47% | -6.13% | -3.34% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -9.76% | +3.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 3.98% | -0.94% |
Volatility
DILRX vs. DFFVX - Volatility Comparison
DFA International Large Cap Growth Portfolio (DILRX) has a higher volatility of 8.06% compared to DFA U.S. Targeted Value Portfolio (DFFVX) at 5.40%. This indicates that DILRX's price experiences larger fluctuations and is considered to be riskier than DFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DILRX | DFFVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 5.40% | +2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 12.36% | -0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 22.64% | -5.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 21.71% | -5.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.77% | 23.68% | -7.91% |