DISVX vs. ISVL

In the year-to-date period, DISVX achieves a 17.57% return, which is significantly higher than ISVL's 14.61% return.

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DISVX has a 0.46% expense ratio, which is higher than ISVL's 0.30% expense ratio.

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.

The current DISVX Sharpe Ratio is 0.98, which is comparable to the ISVL Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of DISVX and ISVL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DISVX's dividend yield for the trailing twelve months is around 3.22%, while ISVL has not paid dividends to shareholders.

The maximum DISVX drawdown since its inception was -63.79%, 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.

DFA International Small Cap Value Portfolio (DISVX) and iShares International Developed Small Cap Value Factor ETF (ISVL) have volatilities of 3.40% and 3.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.