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DISVX vs. FDTS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DISVX vs. FDTS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA International Small Cap Value Portfolio (DISVX) and First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS). The values are adjusted to include any dividend payments, if applicable.

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DISVX vs. FDTS - 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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

FDTS
FDTS Risk / Return Rank: 9797
Overall Rank
FDTS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FDTS Sortino Ratio Rank: 9898
Sortino Ratio Rank
FDTS Omega Ratio Rank: 9797
Omega Ratio Rank
FDTS Calmar Ratio Rank: 9797
Calmar Ratio Rank
FDTS Martin Ratio Rank: 9797
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. 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.


DISVXFDTSDifference

Sharpe ratio

Return per unit of total volatility

2.26

3.16

-0.90

Sortino ratio

Return per unit of downside risk

2.78

3.90

-1.12

Omega ratio

Gain probability vs. loss probability

1.45

1.60

-0.15

Calmar ratio

Return relative to maximum drawdown

2.59

4.68

-2.09

Martin ratio

Return relative to average drawdown

10.39

18.83

-8.43

DISVX vs. FDTS - Sharpe Ratio Comparison

The current DISVX Sharpe Ratio is 2.26, which is comparable to the FDTS Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of DISVX and FDTS, 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


DISVXFDTSDifference

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.


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%
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


DISVXFDTSDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-12.61%

-9.95%

-2.66%

Average Drawdown

Average peak-to-trough decline

-12.24%

-10.74%

-1.50%

Ulcer Index

Depth 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


DISVXFDTSDifference

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%