DISVX vs. DEMSX
Compare and contrast key facts about DFA International Small Cap Value Portfolio (DISVX) and DFA Emerging Markets Small Cap Portfolio (DEMSX).
DISVX is managed by Dimensional Fund Advisors LP. It was launched on Dec 28, 1994. DEMSX is managed by Dimensional Fund Advisors LP. It was launched on Mar 4, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DISVX or DEMSX.
Key characteristics
| DISVX | DEMSX | |
|---|---|---|
| YTD Return | 9.94% | 6.97% |
| 1Y Return | 20.14% | 18.55% |
| 3Y Return (Ann) | 5.18% | 2.83% |
| 5Y Return (Ann) | 9.11% | 9.10% |
| 10Y Return (Ann) | 5.32% | 5.69% |
| Sharpe Ratio | 1.55 | 1.89 |
| Daily Std Dev | 12.76% | 9.87% |
| Max Drawdown | -60.04% | -66.70% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between DISVX and DEMSX is 0.73, 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.
Performance
DISVX vs. DEMSX - Performance Comparison
In the year-to-date period, DISVX achieves a 9.94% return, which is significantly higher than DEMSX's 6.97% return. Over the past 10 years, DISVX has underperformed DEMSX with an annualized return of 5.32%, while DEMSX has yielded a comparatively higher 5.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DISVX vs. DEMSX - Expense Ratio Comparison
DISVX has a 0.46% expense ratio, which is lower than DEMSX's 0.59% expense ratio.
Risk-Adjusted Performance
DISVX vs. DEMSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Value Portfolio (DISVX) and DFA Emerging Markets Small Cap Portfolio (DEMSX). 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.
Dividends
DISVX vs. DEMSX - Dividend Comparison
DISVX's dividend yield for the trailing twelve months is around 3.53%, more than DEMSX's 2.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISVX DFA International Small Cap Value Portfolio | 3.53% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 5.75% | 5.85% | 3.51% | 3.94% | 3.60% |
DEMSX DFA Emerging Markets Small Cap Portfolio | 2.78% | 2.94% | 4.47% | 6.19% | 2.25% | 3.11% | 5.02% | 4.83% | 5.07% | 3.24% | 4.14% | 3.79% |
Drawdowns
DISVX vs. DEMSX - Drawdown Comparison
The maximum DISVX drawdown since its inception was -60.04%, smaller than the maximum DEMSX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DISVX and DEMSX. For additional features, visit the drawdowns tool.
Volatility
DISVX vs. DEMSX - Volatility Comparison
DFA International Small Cap Value Portfolio (DISVX) has a higher volatility of 3.45% compared to DFA Emerging Markets Small Cap Portfolio (DEMSX) at 2.47%. This indicates that DISVX's price experiences larger fluctuations and is considered to be riskier than DEMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.