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DILRX vs. DFSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DILRX vs. DFSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Large Cap Growth Portfolio (DILRX) and DFA U.S. Small Cap Portfolio (DFSTX). The values are adjusted to include any dividend payments, if applicable.

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DILRX vs. DFSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DFSTX
DFA U.S. Small Cap Portfolio
2.63%8.07%11.50%17.66%-13.50%30.50%11.19%21.78%-13.20%11.19%

Returns By Period

In the year-to-date period, DILRX achieves a -0.70% return, which is significantly lower than DFSTX's 2.63% return. Over the past 10 years, DILRX has underperformed DFSTX with an annualized return of 8.36%, while DFSTX has yielded a comparatively higher 9.99% 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%

DFSTX

1D
2.76%
1M
-5.59%
YTD
2.63%
6M
4.14%
1Y
19.83%
3Y*
12.15%
5Y*
6.44%
10Y*
9.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DILRX vs. DFSTX - Expense Ratio Comparison

DILRX has a 0.29% expense ratio, which is higher than DFSTX's 0.27% expense ratio.


Return for Risk

DILRX vs. DFSTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DILRX
DILRX Risk / Return Rank: 5050
Overall Rank
DILRX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DILRX Sortino Ratio Rank: 5252
Sortino Ratio Rank
DILRX Omega Ratio Rank: 4747
Omega Ratio Rank
DILRX Calmar Ratio Rank: 4949
Calmar Ratio Rank
DILRX Martin Ratio Rank: 5151
Martin Ratio Rank

DFSTX
DFSTX Risk / Return Rank: 4848
Overall Rank
DFSTX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
DFSTX Sortino Ratio Rank: 5050
Sortino Ratio Rank
DFSTX Omega Ratio Rank: 4242
Omega Ratio Rank
DFSTX Calmar Ratio Rank: 5151
Calmar Ratio Rank
DFSTX Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DILRX vs. DFSTX - 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. Small Cap Portfolio (DFSTX). 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.


DILRXDFSTXDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.94

+0.11

Sortino ratio

Return per unit of downside risk

1.51

1.45

+0.06

Omega ratio

Gain probability vs. loss probability

1.21

1.19

+0.02

Calmar ratio

Return relative to maximum drawdown

1.30

1.30

0.00

Martin ratio

Return relative to average drawdown

5.25

5.20

+0.06

DILRX vs. DFSTX - Sharpe Ratio Comparison

The current DILRX Sharpe Ratio is 1.05, which is comparable to the DFSTX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of DILRX and DFSTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DILRXDFSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.94

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.31

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.45

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.49

0.00

Correlation

The correlation between DILRX and DFSTX is 0.69, 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. DFSTX - Dividend Comparison

DILRX's dividend yield for the trailing twelve months is around 1.96%, more than DFSTX's 1.06% yield.


TTM20252024202320222021202020192018201720162015
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%
DFSTX
DFA U.S. Small Cap Portfolio
1.06%1.08%1.05%2.45%5.18%6.39%1.08%3.30%5.16%4.56%3.10%5.90%

Drawdowns

DILRX vs. DFSTX - Drawdown Comparison

The maximum DILRX drawdown since its inception was -32.19%, smaller than the maximum DFSTX drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for DILRX and DFSTX.


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Drawdown Indicators


DILRXDFSTXDifference

Max Drawdown

Largest peak-to-trough decline

-32.19%

-60.99%

+28.80%

Max Drawdown (1Y)

Largest decline over 1 year

-12.32%

-13.92%

+1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-32.02%

-25.91%

-6.11%

Max Drawdown (10Y)

Largest decline over 10 years

-32.19%

-44.78%

+12.59%

Current Drawdown

Current decline from peak

-9.47%

-6.58%

-2.89%

Average Drawdown

Average peak-to-trough decline

-6.48%

-8.80%

+2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

3.48%

-0.44%

Volatility

DILRX vs. DFSTX - Volatility Comparison

DFA International Large Cap Growth Portfolio (DILRX) has a higher volatility of 8.06% compared to DFA U.S. Small Cap Portfolio (DFSTX) at 6.21%. This indicates that DILRX's price experiences larger fluctuations and is considered to be riskier than DFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DILRXDFSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

6.21%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

11.53%

12.48%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

16.94%

21.89%

-4.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.22%

20.65%

-4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.77%

22.07%

-6.30%