DISVX vs. DFIEX
Compare and contrast key facts about DFA International Small Cap Value Portfolio (DISVX) and DFA International Core Equity Portfolio I (DFIEX).
DISVX is managed by Dimensional. It was launched on Dec 28, 1994. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DISVX vs. DFIEX - Performance Comparison
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DISVX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DISVX DFA International Small Cap Value Portfolio | 0.00% | 52.17% | 7.88% | 17.58% | -9.80% | 15.84% | 0.82% | 21.04% | -23.36% | 25.41% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
Over the past 10 years, DISVX has outperformed DFIEX with an annualized return of 10.01%, while DFIEX has yielded a comparatively lower 9.31% annualized return.
DISVX
- 1D
- -0.35%
- 1M
- -12.61%
- YTD
- 0.00%
- 6M
- 7.44%
- 1Y
- 37.90%
- 3Y*
- 21.91%
- 5Y*
- 13.28%
- 10Y*
- 10.01%
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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DISVX vs. DFIEX - Expense Ratio Comparison
DISVX has a 0.46% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
DISVX vs. DFIEX — Risk / Return Rank
DISVX
DFIEX
DISVX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Value Portfolio (DISVX) and DFA International Core Equity Portfolio I (DFIEX). 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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.26 | 1.66 | +0.60 |
Sortino ratioReturn per unit of downside risk | 2.78 | 2.18 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.33 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.59 | 2.16 | +0.43 |
Martin ratioReturn relative to average drawdown | 10.39 | 8.72 | +1.67 |
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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 1.66 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.58 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.57 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.34 | +0.17 |
Correlation
The correlation between DISVX and DFIEX is 0.96, 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. DFIEX - Dividend Comparison
DISVX's dividend yield for the trailing twelve months is around 7.21%, more than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISVX DFA International Small Cap Value Portfolio | 7.21% | 7.17% | 4.56% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 3.77% | 5.85% | 3.51% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DISVX vs. DFIEX - Drawdown Comparison
The maximum DISVX drawdown since its inception was -61.57%, roughly equal to the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DISVX and DFIEX.
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Drawdown Indicators
| DISVX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.57% | -62.22% | +0.65% |
Max Drawdown (1Y)Largest decline over 1 year | -13.26% | -11.01% | -2.25% |
Max Drawdown (5Y)Largest decline over 5 years | -27.43% | -28.66% | +1.23% |
Max Drawdown (10Y)Largest decline over 10 years | -49.24% | -41.04% | -8.20% |
Current DrawdownCurrent decline from peak | -12.61% | -10.45% | -2.16% |
Average DrawdownAverage peak-to-trough decline | -12.24% | -12.26% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 2.84% | +0.46% |
Volatility
DISVX vs. DFIEX - Volatility Comparison
DFA International Small Cap Value Portfolio (DISVX) and DFA International Core Equity Portfolio I (DFIEX) have volatilities of 6.40% and 6.26%, 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.
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Volatility by Period
| DISVX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 6.26% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 10.69% | 10.04% | +0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.28% | 15.66% | +0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.93% | 15.60% | +0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 16.32% | +0.39% |