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.
Performance
DISVX vs. DFGEX - Performance Comparison
Returns By Period
In the year-to-date period, DISVX achieves a 8.63% return, which is significantly higher than DFGEX's 7.21% return. Over the past 10 years, DISVX has underperformed DFGEX with an annualized return of 4.24%, while DFGEX has yielded a comparatively higher 4.83% annualized return.
DISVX
8.63%
-4.37%
-1.45%
15.81%
6.87%
4.24%
DFGEX
7.21%
-4.26%
10.21%
20.03%
2.16%
4.83%
Key characteristics
| DISVX | DFGEX | |
|---|---|---|
| Sharpe Ratio | 1.29 | 1.41 |
| Sortino Ratio | 1.79 | 2.00 |
| Omega Ratio | 1.23 | 1.25 |
| Calmar Ratio | 2.24 | 0.79 |
| Martin Ratio | 6.63 | 4.84 |
| Ulcer Index | 2.66% | 4.19% |
| Daily Std Dev | 13.61% | 14.44% |
| Max Drawdown | -63.79% | -62.57% |
| Current Drawdown | -6.65% | -10.56% |
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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.
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.
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 3.91%, more than DFGEX's 3.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISVX DFA International Small Cap Value Portfolio | 3.91% | 3.75% | 2.40% | 2.76% | 1.85% | 2.47% | 2.20% | 2.54% | 2.60% | 2.01% | 2.09% | 2.12% |
DFGEX DFA Global Real Estate Securities Portfolio | 3.13% | 3.36% | 1.47% | 3.58% | 2.00% | 5.90% | 5.09% | 3.08% | 4.73% | 2.44% | 3.74% | 3.63% |
Drawdowns
DISVX vs. DFGEX - Drawdown Comparison
The maximum DISVX drawdown since its inception was -63.79%, 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
DFA International Small Cap Value Portfolio (DISVX) and DFA Global Real Estate Securities Portfolio (DFGEX) have volatilities of 4.16% and 4.37%, 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.