DISVX vs. BTC-USD
DISVX (DFA International Small Cap Value Portfolio) is Foreign Small & Mid Cap Equities fund managed by Dimensional, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, DISVX returned 11.17%/yr vs 56.48%/yr for BTC-USD. At a 0.11 correlation, their price movements are largely independent.
Performance
DISVX vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, DISVX achieves a 9.87% return, which is significantly higher than BTC-USD's -24.33% return. Over the past 10 years, DISVX has underperformed BTC-USD with an annualized return of 11.17%, while BTC-USD has yielded a comparatively higher 56.48% annualized return.
DISVX
- 1D
- 0.80%
- 1M
- 0.71%
- YTD
- 9.87%
- 6M
- 11.85%
- 1Y
- 34.38%
- 3Y*
- 25.15%
- 5Y*
- 13.54%
- 10Y*
- 11.17%
BTC-USD
- 1D
- 0.77%
- 1M
- -15.23%
- YTD
- -24.33%
- 6M
- -23.38%
- 1Y
- -37.30%
- 3Y*
- 35.99%
- 5Y*
- 11.54%
- 10Y*
- 56.48%
DISVX vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DISVX DFA International Small Cap Value Portfolio | 9.87% | 52.17% | 7.88% | 17.58% | -9.80% | 15.84% | 0.82% | 21.04% | -23.36% | 25.41% |
BTC-USD Bitcoin | -24.33% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between DISVX and BTC-USD is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2012 | 0.11 |
The correlation between DISVX and BTC-USD shifts across timeframes, from 0.11 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DISVX vs. BTC-USD — Risk / Return Rank
DISVX
BTC-USD
DISVX vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Value Portfolio (DISVX) and Bitcoin (BTC-USD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DISVX | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.13 | ||
| Sortino ratioReturn per unit of downside risk | +4.30 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.88 | +0.53 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | -0.73 | +3.24 |
| Martin ratioReturn relative to average drawdown | 8.69 | -1.26 | +9.95 |
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Drawdowns
DISVX vs. BTC-USD - Drawdown Comparison
The maximum DISVX drawdown since its inception was -61.57%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for DISVX and BTC-USD.
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Drawdown Indicators
| DISVX | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.57% | -85.30% | +23.73% |
Max Drawdown (1Y)Largest decline over 1 year | -13.26% | -51.21% | +37.95% |
Max Drawdown (3Y)Largest decline over 3 years | -13.69% | -51.21% | +37.52% |
Max Drawdown (5Y)Largest decline over 5 years | -27.43% | -76.67% | +49.24% |
Max Drawdown (10Y)Largest decline over 10 years | -49.24% | -83.80% | +34.56% |
Current DrawdownCurrent decline from peak | -3.99% | -46.91% | +42.92% |
Average DrawdownAverage peak-to-trough decline | -12.19% | -42.38% | +30.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 34.75% | -30.94% |
Volatility
DISVX vs. BTC-USD - Volatility Comparison
The current volatility for DFA International Small Cap Value Portfolio (DISVX) is 4.84%, while Bitcoin (BTC-USD) has a volatility of 12.14%. This indicates that DISVX experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DISVX | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.84% | 12.14% | -7.30% |
Volatility (6M)Calculated over the trailing 6-month period | 12.18% | 34.59% | -22.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.77% | 35.62% | -20.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 44.55% | -28.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 56.55% | -39.77% |
Frequently Asked Questions
DISVX and BTC-USD have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (12.14%) compared to DISVX (4.84%). In terms of maximum drawdown, DISVX dropped -61.57% vs BTC-USD's -85.30%.
DISVX currently has the higher Sharpe Ratio (2.26 vs -0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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