DISVX vs. IVV
DISVX (DFA International Small Cap Value Portfolio) and IVV (iShares Core S&P 500 ETF) are both funds - DISVX is a Foreign Small & Mid Cap Equities fund managed by Dimensional, while IVV is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, DISVX returned 11.17%/yr vs 15.70%/yr for IVV. A 0.62 correlation means they provide meaningful diversification when combined. DISVX charges 0.46%/yr vs 0.03%/yr for IVV.
Performance
DISVX vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, DISVX achieves a 9.87% return, which is significantly lower than IVV's 11.02% return. Over the past 10 years, DISVX has underperformed IVV with an annualized return of 11.17%, while IVV has yielded a comparatively higher 15.70% annualized return.
DISVX
- 1D
- 0.80%
- 1M
- 0.71%
- YTD
- 9.87%
- 6M
- 11.85%
- 1Y
- 34.38%
- 3Y*
- 25.15%
- 5Y*
- 13.54%
- 10Y*
- 11.17%
IVV
- 1D
- 1.78%
- 1M
- 2.15%
- YTD
- 11.02%
- 6M
- 11.54%
- 1Y
- 28.01%
- 3Y*
- 21.26%
- 5Y*
- 13.94%
- 10Y*
- 15.70%
DISVX vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DISVX DFA International Small Cap Value Portfolio | 9.87% | 52.17% | 7.88% | 17.58% | -9.80% | 15.84% | 0.82% | 21.04% | -23.36% | 25.41% |
IVV iShares Core S&P 500 ETF | 11.02% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between DISVX and IVV is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since May 19, 2000 | 0.62 |
The correlation between DISVX and IVV has been stable across timeframes, ranging from 0.61 to 0.69 - a consistent structural relationship.
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Return for Risk
DISVX vs. IVV — Risk / Return Rank
DISVX
IVV
DISVX vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Value Portfolio (DISVX) and iShares Core S&P 500 ETF (IVV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DISVX | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.42 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 3.17 | -0.66 |
| Martin ratioReturn relative to average drawdown | 8.69 | 14.28 | -5.59 |
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Drawdowns
DISVX vs. IVV - Drawdown Comparison
The maximum DISVX drawdown since its inception was -61.57%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for DISVX and IVV.
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Drawdown Indicators
| DISVX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.57% | -55.25% | -6.32% |
Max Drawdown (1Y)Largest decline over 1 year | -13.26% | -8.89% | -4.37% |
Max Drawdown (3Y)Largest decline over 3 years | -13.69% | -18.75% | +5.06% |
Max Drawdown (5Y)Largest decline over 5 years | -27.43% | -24.53% | -2.90% |
Max Drawdown (10Y)Largest decline over 10 years | -49.24% | -33.90% | -15.34% |
Current DrawdownCurrent decline from peak | -3.99% | -0.61% | -3.38% |
Average DrawdownAverage peak-to-trough decline | -12.19% | -10.77% | -1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 1.97% | +1.84% |
Volatility
DISVX vs. IVV - Volatility Comparison
DFA International Small Cap Value Portfolio (DISVX) and iShares Core S&P 500 ETF (IVV) have volatilities of 4.84% and 4.66%, 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.
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Volatility by Period
| DISVX | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.84% | 4.66% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 12.18% | 9.74% | +2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.77% | 12.35% | +2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 16.97% | -0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 18.09% | -1.31% |
DISVX vs. IVV - Expense Ratio Comparison
DISVX has a 0.46% expense ratio, which is higher than IVV's 0.03% expense ratio.
Dividends
DISVX vs. IVV - Dividend Comparison
DISVX's dividend yield for the trailing twelve months is around 6.56%, more than IVV's 1.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISVX DFA International Small Cap Value Portfolio | 6.56% | 7.17% | 4.56% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 3.77% | 5.85% | 3.51% |
IVV iShares Core S&P 500 ETF | 1.33% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Frequently Asked Questions
DISVX and IVV have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DISVX has higher volatility (4.84%) compared to IVV (4.66%). In terms of maximum drawdown, DISVX dropped -61.57% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (2.28 vs 2.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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