DISVX vs. DFEOX
Compare and contrast key facts about DFA International Small Cap Value Portfolio (DISVX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DISVX is managed by Dimensional. It was launched on Dec 28, 1994. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DISVX vs. DFEOX - Performance Comparison
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DISVX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DISVX DFA International Small Cap Value Portfolio | 3.04% | 52.17% | 7.88% | 17.58% | -9.80% | 15.84% | 0.82% | 21.04% | -23.36% | 25.41% |
DFEOX DFA US Core Equity 1 Portfolio I | -1.72% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Returns By Period
In the year-to-date period, DISVX achieves a 3.04% return, which is significantly higher than DFEOX's -1.72% return. Over the past 10 years, DISVX has underperformed DFEOX with an annualized return of 10.34%, while DFEOX has yielded a comparatively higher 13.25% annualized return.
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%
DFEOX
- 1D
- 2.75%
- 1M
- -4.90%
- YTD
- -1.72%
- 6M
- 0.66%
- 1Y
- 18.51%
- 3Y*
- 17.18%
- 5Y*
- 10.79%
- 10Y*
- 13.25%
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DISVX vs. DFEOX - Expense Ratio Comparison
DISVX has a 0.46% expense ratio, which is higher than DFEOX's 0.14% expense ratio.
Return for Risk
DISVX vs. DFEOX — Risk / Return Rank
DISVX
DFEOX
DISVX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Value Portfolio (DISVX) and DFA US Core Equity 1 Portfolio I (DFEOX). 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.
| DISVX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.59 | 1.07 | +1.53 |
Sortino ratioReturn per unit of downside risk | 3.17 | 1.61 | +1.55 |
Omega ratioGain probability vs. loss probability | 1.52 | 1.24 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 2.98 | 1.33 | +1.66 |
Martin ratioReturn relative to average drawdown | 11.76 | 6.41 | +5.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DISVX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.59 | 1.07 | +1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.64 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.74 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.51 | 0.00 |
Correlation
The correlation between DISVX and DFEOX is 0.74, 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. DFEOX - Dividend Comparison
DISVX's dividend yield for the trailing twelve months is around 7.00%, more than DFEOX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.09% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DISVX vs. DFEOX - Drawdown Comparison
The maximum DISVX drawdown since its inception was -61.57%, which is greater than DFEOX's maximum drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DISVX and DFEOX.
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Drawdown Indicators
| DISVX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.57% | -56.77% | -4.80% |
Max Drawdown (1Y)Largest decline over 1 year | -13.26% | -12.58% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -27.43% | -22.86% | -4.57% |
Max Drawdown (10Y)Largest decline over 10 years | -49.24% | -36.55% | -12.69% |
Current DrawdownCurrent decline from peak | -9.95% | -5.76% | -4.19% |
Average DrawdownAverage peak-to-trough decline | -12.23% | -7.24% | -4.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 2.63% | +0.73% |
Volatility
DISVX vs. DFEOX - Volatility Comparison
DFA International Small Cap Value Portfolio (DISVX) has a higher volatility of 7.27% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 5.19%. This indicates that DISVX's price experiences larger fluctuations and is considered to be riskier than DFEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DISVX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.27% | 5.19% | +2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 11.02% | 8.89% | +2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.51% | 18.03% | -1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.98% | 16.92% | -0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.74% | 18.00% | -1.26% |