DISVX vs. KGGIX
Compare and contrast key facts about DFA International Small Cap Value Portfolio (DISVX) and Kopernik Global All-Cap Fund (KGGIX).
DISVX is managed by Dimensional. It was launched on Dec 28, 1994. KGGIX is managed by Kopernik. It was launched on Oct 31, 2013.
Performance
DISVX vs. KGGIX - Performance Comparison
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DISVX vs. KGGIX - 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% |
KGGIX Kopernik Global All-Cap Fund | 4.70% | 64.88% | -4.91% | 13.43% | -9.05% | 16.86% | 37.23% | 10.00% | -11.07% | 8.98% |
Returns By Period
Over the past 10 years, DISVX has underperformed KGGIX with an annualized return of 10.01%, while KGGIX has yielded a comparatively higher 14.53% annualized return.
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%
KGGIX
- 1D
- -0.06%
- 1M
- -9.42%
- YTD
- 4.70%
- 6M
- 13.13%
- 1Y
- 50.78%
- 3Y*
- 21.52%
- 5Y*
- 12.90%
- 10Y*
- 14.53%
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DISVX vs. KGGIX - Expense Ratio Comparison
DISVX has a 0.46% expense ratio, which is lower than KGGIX's 1.01% expense ratio.
Return for Risk
DISVX vs. KGGIX — Risk / Return Rank
DISVX
KGGIX
DISVX vs. KGGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Value Portfolio (DISVX) and Kopernik Global All-Cap Fund (KGGIX). 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 | KGGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.26 | 3.28 | -1.02 |
Sortino ratioReturn per unit of downside risk | 2.78 | 3.90 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.58 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.59 | 4.66 | -2.07 |
Martin ratioReturn relative to average drawdown | 10.39 | 17.03 | -6.64 |
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 | KGGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 3.28 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.86 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.97 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.61 | -0.10 |
Correlation
The correlation between DISVX and KGGIX is 0.66, 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. KGGIX - Dividend Comparison
DISVX's dividend yield for the trailing twelve months is around 7.21%, less than KGGIX's 15.72% 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% |
KGGIX Kopernik Global All-Cap Fund | 15.72% | 16.46% | 1.04% | 8.60% | 13.59% | 9.30% | 4.81% | 3.02% | 0.25% | 4.40% | 3.34% | 0.81% |
Drawdowns
DISVX vs. KGGIX - Drawdown Comparison
The maximum DISVX drawdown since its inception was -61.57%, which is greater than KGGIX's maximum drawdown of -45.11%. Use the drawdown chart below to compare losses from any high point for DISVX and KGGIX.
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Drawdown Indicators
| DISVX | KGGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.57% | -45.11% | -16.46% |
Max Drawdown (1Y)Largest decline over 1 year | -13.26% | -10.65% | -2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -27.43% | -26.43% | -1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -49.24% | -31.59% | -17.65% |
Current DrawdownCurrent decline from peak | -12.61% | -9.42% | -3.19% |
Average DrawdownAverage peak-to-trough decline | -12.24% | -9.59% | -2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 2.91% | +0.39% |
Volatility
DISVX vs. KGGIX - Volatility Comparison
DFA International Small Cap Value Portfolio (DISVX) has a higher volatility of 6.40% compared to Kopernik Global All-Cap Fund (KGGIX) at 5.62%. This indicates that DISVX's price experiences larger fluctuations and is considered to be riskier than KGGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DISVX | KGGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 5.62% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 10.69% | 12.33% | -1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.28% | 15.26% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.93% | 15.14% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 15.08% | +1.63% |