DISVX vs. ISVL
Compare and contrast key facts about DFA International Small Cap Value Portfolio (DISVX) and iShares International Developed Small Cap Value Factor ETF (ISVL).
DISVX is managed by Dimensional Fund Advisors LP. It was launched on Dec 28, 1994. ISVL is a passively managed fund by iShares that tracks the performance of the FTSE Developed ex US ex Korea Small Cap Focused Value Index. It was launched on Mar 23, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DISVX or ISVL.
Correlation
The correlation between DISVX and ISVL is 0.68, 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.
Performance
DISVX vs. ISVL - Performance Comparison
Key characteristics
DISVX:
1.11
ISVL:
0.85
DISVX:
1.52
ISVL:
1.29
DISVX:
1.22
ISVL:
1.18
DISVX:
1.38
ISVL:
1.22
DISVX:
4.54
ISVL:
3.45
DISVX:
4.17%
ISVL:
4.44%
DISVX:
17.04%
ISVL:
18.04%
DISVX:
-60.04%
ISVL:
-30.48%
DISVX:
-0.19%
ISVL:
0.00%
Returns By Period
In the year-to-date period, DISVX achieves a 13.82% return, which is significantly higher than ISVL's 11.48% return.
DISVX
13.82%
0.49%
10.83%
18.23%
16.65%
6.25%
ISVL
11.48%
0.44%
6.97%
14.70%
N/A
N/A
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DISVX vs. ISVL - Expense Ratio Comparison
DISVX has a 0.46% expense ratio, which is higher than ISVL's 0.30% expense ratio.
Risk-Adjusted Performance
DISVX vs. ISVL — Risk-Adjusted Performance Rank
DISVX
ISVL
DISVX vs. ISVL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Value Portfolio (DISVX) and iShares International Developed Small Cap Value Factor ETF (ISVL). 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. ISVL - Dividend Comparison
DISVX's dividend yield for the trailing twelve months is around 4.06%, more than ISVL's 3.51% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISVX DFA International Small Cap Value Portfolio | 4.06% | 4.56% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 5.75% | 5.85% | 3.51% | 3.94% |
ISVL iShares International Developed Small Cap Value Factor ETF | 3.51% | 3.91% | 3.82% | 3.37% | 2.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DISVX vs. ISVL - Drawdown Comparison
The maximum DISVX drawdown since its inception was -60.04%, which is greater than ISVL's maximum drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for DISVX and ISVL. For additional features, visit the drawdowns tool.
Volatility
DISVX vs. ISVL - Volatility Comparison
The current volatility for DFA International Small Cap Value Portfolio (DISVX) is 10.46%, while iShares International Developed Small Cap Value Factor ETF (ISVL) has a volatility of 12.40%. This indicates that DISVX experiences smaller price fluctuations and is considered to be less risky than ISVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.