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DISVX vs. ARHBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DISVX vs. ARHBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Small Cap Value Portfolio (DISVX) and Artisan International Explorer Fund (ARHBX). The values are adjusted to include any dividend payments, if applicable.

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DISVX vs. ARHBX - Yearly Performance Comparison


2026 (YTD)2025202420232022
DISVX
DFA International Small Cap Value Portfolio
3.04%52.17%7.88%17.58%0.56%
ARHBX
Artisan International Explorer Fund
2.99%18.32%8.34%20.65%-2.64%

Returns By Period

The year-to-date returns for both stocks are quite close, with DISVX having a 3.04% return and ARHBX slightly lower at 2.99%.


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%

ARHBX

1D
2.05%
1M
-4.89%
YTD
2.99%
6M
2.42%
1Y
14.43%
3Y*
11.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DISVX vs. ARHBX - Expense Ratio Comparison

DISVX has a 0.46% expense ratio, which is lower than ARHBX's 1.35% expense ratio.


Return for Risk

DISVX vs. ARHBX — Risk / Return Rank

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

DISVX
DISVX Risk / Return Rank: 9595
Overall Rank
DISVX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DISVX Sortino Ratio Rank: 9595
Sortino Ratio Rank
DISVX Omega Ratio Rank: 9595
Omega Ratio Rank
DISVX Calmar Ratio Rank: 9393
Calmar Ratio Rank
DISVX Martin Ratio Rank: 9393
Martin Ratio Rank

ARHBX
ARHBX Risk / Return Rank: 5050
Overall Rank
ARHBX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ARHBX Sortino Ratio Rank: 5858
Sortino Ratio Rank
ARHBX Omega Ratio Rank: 4747
Omega Ratio Rank
ARHBX Calmar Ratio Rank: 5252
Calmar Ratio Rank
ARHBX Martin Ratio Rank: 3434
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.

DISVX vs. ARHBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Value Portfolio (DISVX) and Artisan International Explorer Fund (ARHBX). 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.


DISVXARHBXDifference

Sharpe ratio

Return per unit of total volatility

2.59

1.15

+1.44

Sortino ratio

Return per unit of downside risk

3.17

1.62

+1.55

Omega ratio

Gain probability vs. loss probability

1.52

1.21

+0.30

Calmar ratio

Return relative to maximum drawdown

2.98

1.41

+1.57

Martin ratio

Return relative to average drawdown

11.76

4.12

+7.64

DISVX vs. ARHBX - Sharpe Ratio Comparison

The current DISVX Sharpe Ratio is 2.59, which is higher than the ARHBX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of DISVX and ARHBX, 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


DISVXARHBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.59

1.15

+1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.87

-0.36

Correlation

The correlation between DISVX and ARHBX is 0.79, 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

DISVX vs. ARHBX - Dividend Comparison

DISVX's dividend yield for the trailing twelve months is around 7.00%, less than ARHBX's 7.22% yield.


TTM20252024202320222021202020192018201720162015
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%
ARHBX
Artisan International Explorer Fund
7.22%7.44%4.86%1.97%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DISVX vs. ARHBX - Drawdown Comparison

The maximum DISVX drawdown since its inception was -61.57%, which is greater than ARHBX's maximum drawdown of -18.10%. Use the drawdown chart below to compare losses from any high point for DISVX and ARHBX.


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Drawdown Indicators


DISVXARHBXDifference

Max Drawdown

Largest peak-to-trough decline

-61.57%

-18.10%

-43.47%

Max Drawdown (1Y)

Largest decline over 1 year

-13.26%

-9.51%

-3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-27.43%

Max Drawdown (10Y)

Largest decline over 10 years

-49.24%

Current Drawdown

Current decline from peak

-9.95%

-5.16%

-4.79%

Average Drawdown

Average peak-to-trough decline

-12.23%

-3.61%

-8.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

3.26%

+0.10%

Volatility

DISVX vs. ARHBX - Volatility Comparison

DFA International Small Cap Value Portfolio (DISVX) has a higher volatility of 7.27% compared to Artisan International Explorer Fund (ARHBX) at 6.63%. This indicates that DISVX's price experiences larger fluctuations and is considered to be riskier than ARHBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DISVXARHBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.27%

6.63%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

11.02%

9.46%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

16.51%

13.19%

+3.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.98%

13.86%

+2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

13.86%

+2.88%