DISVX vs. DFALX
Compare and contrast key facts about DFA International Small Cap Value Portfolio (DISVX) and DFA Large Cap International Portfolio (DFALX).
DISVX is managed by Dimensional Fund Advisors LP. It was launched on Dec 28, 1994. DFALX is managed by Dimensional Fund Advisors LP. It was launched on Jul 17, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DISVX or DFALX.
Correlation
The correlation between DISVX and DFALX is 0.53, 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. DFALX - Performance Comparison
Key characteristics
DISVX:
1.11
DFALX:
0.77
DISVX:
1.52
DFALX:
1.15
DISVX:
1.22
DFALX:
1.16
DISVX:
1.38
DFALX:
0.97
DISVX:
4.54
DFALX:
2.93
DISVX:
4.17%
DFALX:
4.25%
DISVX:
17.04%
DFALX:
16.17%
DISVX:
-60.04%
DFALX:
-60.14%
DISVX:
-0.19%
DFALX:
-0.66%
Returns By Period
In the year-to-date period, DISVX achieves a 13.82% return, which is significantly higher than DFALX's 10.27% return. Over the past 10 years, DISVX has outperformed DFALX with an annualized return of 6.25%, while DFALX has yielded a comparatively lower 5.57% annualized return.
DISVX
13.82%
0.49%
10.83%
18.23%
16.65%
6.25%
DFALX
10.27%
0.08%
5.99%
11.57%
12.85%
5.57%
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DISVX vs. DFALX - Expense Ratio Comparison
DISVX has a 0.46% expense ratio, which is higher than DFALX's 0.18% expense ratio.
Risk-Adjusted Performance
DISVX vs. DFALX — Risk-Adjusted Performance Rank
DISVX
DFALX
DISVX vs. DFALX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Value Portfolio (DISVX) and DFA Large Cap International Portfolio (DFALX). 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. DFALX - Dividend Comparison
DISVX's dividend yield for the trailing twelve months is around 4.06%, more than DFALX's 2.91% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISVX DFA International Small Cap Value Portfolio | 4.06% | 4.56% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 5.75% | 5.85% | 3.51% | 3.94% |
DFALX DFA Large Cap International Portfolio | 2.91% | 3.18% | 3.24% | 2.86% | 3.00% | 1.88% | 2.88% | 3.07% | 2.55% | 2.89% | 2.94% | 3.54% |
Drawdowns
DISVX vs. DFALX - Drawdown Comparison
The maximum DISVX drawdown since its inception was -60.04%, roughly equal to the maximum DFALX drawdown of -60.14%. Use the drawdown chart below to compare losses from any high point for DISVX and DFALX. For additional features, visit the drawdowns tool.
Volatility
DISVX vs. DFALX - Volatility Comparison
DFA International Small Cap Value Portfolio (DISVX) and DFA Large Cap International Portfolio (DFALX) have volatilities of 10.46% and 10.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.