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DISVX vs. DFISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DISVX vs. DFISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Small Cap Value Portfolio (DISVX) and DFA International Small Company Portfolio (DFISX). The values are adjusted to include any dividend payments, if applicable.

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DISVX vs. DFISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DFISX
DFA International Small Company Portfolio
-1.97%36.35%3.76%14.46%-17.13%10.71%9.27%24.18%-19.42%24.78%

Returns By Period

Over the past 10 years, DISVX has outperformed DFISX with an annualized return of 10.01%, while DFISX has yielded a comparatively lower 7.66% 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%

DFISX

1D
-0.34%
1M
-11.77%
YTD
-1.97%
6M
2.11%
1Y
26.89%
3Y*
14.28%
5Y*
6.58%
10Y*
7.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DISVX vs. DFISX - Expense Ratio Comparison

DISVX has a 0.46% expense ratio, which is higher than DFISX's 0.39% expense ratio.


Return for Risk

DISVX vs. DFISX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DISVX
DISVX Risk / Return Rank: 9292
Overall Rank
DISVX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DISVX Sortino Ratio Rank: 9393
Sortino Ratio Rank
DISVX Omega Ratio Rank: 9393
Omega Ratio Rank
DISVX Calmar Ratio Rank: 9191
Calmar Ratio Rank
DISVX Martin Ratio Rank: 9191
Martin Ratio Rank

DFISX
DFISX Risk / Return Rank: 8383
Overall Rank
DFISX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DFISX Sortino Ratio Rank: 8484
Sortino Ratio Rank
DFISX Omega Ratio Rank: 8383
Omega Ratio Rank
DFISX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DFISX Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DISVX vs. DFISX - 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 Small Company Portfolio (DFISX). 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.


DISVXDFISXDifference

Sharpe ratio

Return per unit of total volatility

2.26

1.66

+0.60

Sortino ratio

Return per unit of downside risk

2.78

2.15

+0.63

Omega ratio

Gain probability vs. loss probability

1.45

1.33

+0.12

Calmar ratio

Return relative to maximum drawdown

2.59

2.04

+0.55

Martin ratio

Return relative to average drawdown

10.39

7.97

+2.42

DISVX vs. DFISX - Sharpe Ratio Comparison

The current DISVX Sharpe Ratio is 2.26, which is higher than the DFISX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of DISVX and DFISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DISVXDFISXDifference

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

0.42

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.48

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.44

+0.06

Correlation

The correlation between DISVX and DFISX is 0.98, 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. DFISX - Dividend Comparison

DISVX's dividend yield for the trailing twelve months is around 7.21%, more than DFISX's 3.21% yield.


TTM20252024202320222021202020192018201720162015
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%
DFISX
DFA International Small Company Portfolio
3.21%3.19%3.39%3.01%3.51%3.06%1.71%4.54%7.74%1.27%4.44%4.47%

Drawdowns

DISVX vs. DFISX - Drawdown Comparison

The maximum DISVX drawdown since its inception was -61.57%, roughly equal to the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for DISVX and DFISX.


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Drawdown Indicators


DISVXDFISXDifference

Max Drawdown

Largest peak-to-trough decline

-61.57%

-60.66%

-0.91%

Max Drawdown (1Y)

Largest decline over 1 year

-13.26%

-11.96%

-1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-27.43%

-35.06%

+7.63%

Max Drawdown (10Y)

Largest decline over 10 years

-49.24%

-43.00%

-6.24%

Current Drawdown

Current decline from peak

-12.61%

-11.77%

-0.84%

Average Drawdown

Average peak-to-trough decline

-12.24%

-11.69%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

3.06%

+0.24%

Volatility

DISVX vs. DFISX - Volatility Comparison

DFA International Small Cap Value Portfolio (DISVX) has a higher volatility of 6.40% compared to DFA International Small Company Portfolio (DFISX) at 5.90%. This indicates that DISVX's price experiences larger fluctuations and is considered to be riskier than DFISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DISVXDFISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

5.90%

+0.50%

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%

15.38%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.93%

15.75%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

16.11%

+0.60%