DISVX vs. DFGEX
Compare and contrast key facts about DFA International Small Cap Value Portfolio (DISVX) and DFA Global Real Estate Securities Portfolio (DFGEX).
DISVX is managed by Dimensional Fund Advisors LP. It was launched on Dec 28, 1994. DFGEX is managed by Dimensional Fund Advisors LP. It was launched on Jun 3, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DISVX or DFGEX.
Key characteristics
| DISVX | DFGEX | |
|---|---|---|
| YTD Return | 9.94% | -2.04% |
| 1Y Return | 20.14% | 8.76% |
| 3Y Return (Ann) | 5.18% | -1.60% |
| 5Y Return (Ann) | 9.11% | 1.90% |
| 10Y Return (Ann) | 5.32% | 4.51% |
| Sharpe Ratio | 1.55 | 0.47 |
| Daily Std Dev | 12.76% | 16.54% |
| Max Drawdown | -60.04% | -62.57% |
| Current Drawdown | 0.00% | -18.28% |
Correlation
The correlation between DISVX and DFGEX is 0.64, 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. DFGEX - Performance Comparison
In the year-to-date period, DISVX achieves a 9.94% return, which is significantly higher than DFGEX's -2.04% return. Over the past 10 years, DISVX has outperformed DFGEX with an annualized return of 5.32%, while DFGEX has yielded a comparatively lower 4.51% 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. DFGEX - Expense Ratio Comparison
DISVX has a 0.46% expense ratio, which is higher than DFGEX's 0.14% expense ratio.
Risk-Adjusted Performance
DISVX vs. DFGEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Value Portfolio (DISVX) and DFA Global Real Estate Securities Portfolio (DFGEX). 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. DFGEX - Dividend Comparison
DISVX's dividend yield for the trailing twelve months is around 3.53%, more than DFGEX's 3.43% 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% |
DFGEX DFA Global Real Estate Securities Portfolio | 3.43% | 3.36% | 5.70% | 4.50% | 2.29% | 8.00% | 5.09% | 3.72% | 5.06% | 2.45% | 3.75% | 3.63% |
Drawdowns
DISVX vs. DFGEX - Drawdown Comparison
The maximum DISVX drawdown since its inception was -60.04%, roughly equal to the maximum DFGEX drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for DISVX and DFGEX. For additional features, visit the drawdowns tool.
Volatility
DISVX vs. DFGEX - Volatility Comparison
The current volatility for DFA International Small Cap Value Portfolio (DISVX) is 3.45%, while DFA Global Real Estate Securities Portfolio (DFGEX) has a volatility of 3.76%. This indicates that DISVX experiences smaller price fluctuations and is considered to be less risky than DFGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.