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.
Correlation
The correlation between DISVX and DEMSX is 0.65, 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.
Performance
DISVX vs. DEMSX - Performance Comparison
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Key characteristics
DISVX:
0.97
DEMSX:
0.36
DISVX:
1.40
DEMSX:
0.63
DISVX:
1.20
DEMSX:
1.09
DISVX:
1.25
DEMSX:
0.34
DISVX:
3.92
DEMSX:
0.94
DISVX:
4.36%
DEMSX:
6.25%
DISVX:
16.97%
DEMSX:
14.16%
DISVX:
-63.79%
DEMSX:
-68.86%
DISVX:
-0.31%
DEMSX:
-3.05%
Returns By Period
In the year-to-date period, DISVX achieves a 18.21% return, which is significantly higher than DEMSX's 5.11% return. Over the past 10 years, DISVX has outperformed DEMSX with an annualized return of 4.70%, while DEMSX has yielded a comparatively lower 3.73% annualized return.
DISVX
18.21%
8.51%
17.96%
16.35%
16.96%
4.70%
DEMSX
5.11%
9.58%
5.39%
5.11%
11.97%
3.73%
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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 Rank
DISVX
DEMSX
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.
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Dividends
DISVX vs. DEMSX - Dividend Comparison
DISVX's dividend yield for the trailing twelve months is around 3.91%, more than DEMSX's 3.13% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISVX DFA International Small Cap Value Portfolio | 3.91% | 4.56% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 5.75% | 5.85% | 3.51% | 3.94% |
DEMSX DFA Emerging Markets Small Cap Portfolio | 3.13% | 3.27% | 2.94% | 4.47% | 6.19% | 2.25% | 3.11% | 5.02% | 4.83% | 5.07% | 3.24% | 4.14% |
Drawdowns
DISVX vs. DEMSX - Drawdown Comparison
The maximum DISVX drawdown since its inception was -63.79%, smaller than the maximum DEMSX drawdown of -68.86%. Use the drawdown chart below to compare losses from any high point for DISVX and DEMSX. For additional features, visit the drawdowns tool.
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Volatility
DISVX vs. DEMSX - Volatility Comparison
The current volatility for DFA International Small Cap Value Portfolio (DISVX) is 2.61%, while DFA Emerging Markets Small Cap Portfolio (DEMSX) has a volatility of 3.44%. This indicates that DISVX experiences smaller price fluctuations and is considered to be less risky than DEMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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