DISVX vs. DFIVX
Compare and contrast key facts about DFA International Small Cap Value Portfolio (DISVX) and DFA International Value Portfolio (DFIVX).
DISVX is managed by Dimensional Fund Advisors LP. It was launched on Dec 28, 1994. DFIVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 14, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DISVX or DFIVX.
Performance
DISVX vs. DFIVX - Performance Comparison
Returns By Period
In the year-to-date period, DISVX achieves a 8.00% return, which is significantly lower than DFIVX's 8.57% return. Over the past 10 years, DISVX has underperformed DFIVX with an annualized return of 4.18%, while DFIVX has yielded a comparatively higher 5.35% annualized return.
DISVX
8.00%
-3.78%
-0.70%
15.43%
6.74%
4.18%
DFIVX
8.57%
-2.27%
-0.49%
15.03%
8.13%
5.35%
Key characteristics
| DISVX | DFIVX | |
|---|---|---|
| Sharpe Ratio | 1.09 | 1.16 |
| Sortino Ratio | 1.53 | 1.58 |
| Omega Ratio | 1.19 | 1.20 |
| Calmar Ratio | 1.87 | 1.97 |
| Martin Ratio | 5.39 | 6.01 |
| Ulcer Index | 2.73% | 2.39% |
| Daily Std Dev | 13.59% | 12.44% |
| Max Drawdown | -63.79% | -65.67% |
| Current Drawdown | -7.19% | -5.26% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DISVX vs. DFIVX - Expense Ratio Comparison
DISVX has a 0.46% expense ratio, which is higher than DFIVX's 0.30% expense ratio.
Correlation
The correlation between DISVX and DFIVX is 0.89, 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.
Risk-Adjusted Performance
DISVX vs. DFIVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Value Portfolio (DISVX) and DFA International Value Portfolio (DFIVX). 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. DFIVX - Dividend Comparison
DISVX's dividend yield for the trailing twelve months is around 3.94%, less than DFIVX's 4.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISVX DFA International Small Cap Value Portfolio | 3.94% | 3.75% | 2.40% | 2.76% | 1.85% | 2.47% | 2.20% | 2.54% | 2.60% | 2.01% | 2.09% | 2.12% |
DFIVX DFA International Value Portfolio | 4.24% | 4.40% | 3.78% | 4.27% | 2.43% | 3.70% | 3.31% | 2.85% | 3.37% | 3.45% | 4.89% | 2.71% |
Drawdowns
DISVX vs. DFIVX - Drawdown Comparison
The maximum DISVX drawdown since its inception was -63.79%, roughly equal to the maximum DFIVX drawdown of -65.67%. Use the drawdown chart below to compare losses from any high point for DISVX and DFIVX. For additional features, visit the drawdowns tool.
Volatility
DISVX vs. DFIVX - Volatility Comparison
DFA International Small Cap Value Portfolio (DISVX) has a higher volatility of 4.05% compared to DFA International Value Portfolio (DFIVX) at 3.73%. This indicates that DISVX's price experiences larger fluctuations and is considered to be riskier than DFIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.