DISVX vs. FDTS
Compare and contrast key facts about DFA International Small Cap Value Portfolio (DISVX) and First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS).
DISVX is managed by Dimensional. It was launched on Dec 28, 1994. FDTS is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX DM Ex-US Small Cap Index. It was launched on Feb 15, 2012.
Performance
DISVX vs. FDTS - Performance Comparison
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DISVX vs. FDTS - 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% |
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund | 11.04% | 51.17% | 2.44% | 10.96% | -15.34% | 11.79% | 12.90% | 18.71% | -23.71% | 36.01% |
Returns By Period
Both investments have delivered pretty close results over the past 10 years, with DISVX having a 10.01% annualized return and FDTS not far ahead at 10.43%.
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%
FDTS
- 1D
- 3.04%
- 1M
- -9.63%
- YTD
- 11.04%
- 6M
- 16.94%
- 1Y
- 59.05%
- 3Y*
- 21.33%
- 5Y*
- 10.78%
- 10Y*
- 10.43%
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DISVX vs. FDTS - Expense Ratio Comparison
DISVX has a 0.46% expense ratio, which is lower than FDTS's 0.80% expense ratio.
Return for Risk
DISVX vs. FDTS — Risk / Return Rank
DISVX
FDTS
DISVX vs. FDTS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Value Portfolio (DISVX) and First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS). 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 | FDTS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.26 | 3.16 | -0.90 |
Sortino ratioReturn per unit of downside risk | 2.78 | 3.90 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.60 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.59 | 4.68 | -2.09 |
Martin ratioReturn relative to average drawdown | 10.39 | 18.83 | -8.43 |
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 | FDTS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 3.16 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.37 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.42 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.36 | +0.15 |
Correlation
The correlation between DISVX and FDTS is 0.57, 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.
Dividends
DISVX vs. FDTS - Dividend Comparison
DISVX's dividend yield for the trailing twelve months is around 7.21%, more than FDTS's 2.71% 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% |
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund | 2.71% | 2.94% | 3.94% | 2.90% | 3.71% | 3.01% | 2.02% | 2.30% | 1.96% | 2.08% | 1.78% | 1.73% |
Drawdowns
DISVX vs. FDTS - Drawdown Comparison
The maximum DISVX drawdown since its inception was -61.57%, which is greater than FDTS's maximum drawdown of -51.26%. Use the drawdown chart below to compare losses from any high point for DISVX and FDTS.
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Drawdown Indicators
| DISVX | FDTS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.57% | -51.26% | -10.31% |
Max Drawdown (1Y)Largest decline over 1 year | -13.26% | -12.61% | -0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -27.43% | -33.11% | +5.68% |
Max Drawdown (10Y)Largest decline over 10 years | -49.24% | -51.26% | +2.02% |
Current DrawdownCurrent decline from peak | -12.61% | -9.95% | -2.66% |
Average DrawdownAverage peak-to-trough decline | -12.24% | -10.74% | -1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 3.13% | +0.17% |
Volatility
DISVX vs. FDTS - Volatility Comparison
The current volatility for DFA International Small Cap Value Portfolio (DISVX) is 6.40%, while First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS) has a volatility of 7.97%. This indicates that DISVX experiences smaller price fluctuations and is considered to be less risky than FDTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DISVX | FDTS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 7.97% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.69% | 12.60% | -1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.28% | 18.77% | -2.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.93% | 29.14% | -13.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 24.75% | -8.04% |