DISVX vs. SFILX
Compare and contrast key facts about DFA International Small Cap Value Portfolio (DISVX) and Schwab Fundamental International Small Company Index Fund (SFILX).
DISVX is managed by Dimensional Fund Advisors LP. It was launched on Dec 28, 1994. SFILX is managed by Charles Schwab. It was launched on Jan 30, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DISVX or SFILX.
Performance
DISVX vs. SFILX - Performance Comparison
Returns By Period
In the year-to-date period, DISVX achieves a 8.58% return, which is significantly higher than SFILX's 2.35% return. Over the past 10 years, DISVX has underperformed SFILX with an annualized return of 4.24%, while SFILX has yielded a comparatively higher 5.30% annualized return.
DISVX
8.58%
-4.41%
-1.36%
15.36%
6.89%
4.24%
SFILX
2.35%
-4.67%
-0.91%
9.93%
4.30%
5.30%
Key characteristics
| DISVX | SFILX | |
|---|---|---|
| Sharpe Ratio | 1.16 | 0.82 |
| Sortino Ratio | 1.62 | 1.20 |
| Omega Ratio | 1.20 | 1.15 |
| Calmar Ratio | 1.99 | 0.71 |
| Martin Ratio | 5.84 | 3.64 |
| Ulcer Index | 2.70% | 2.92% |
| Daily Std Dev | 13.58% | 13.05% |
| Max Drawdown | -63.79% | -54.02% |
| Current Drawdown | -6.70% | -8.03% |
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DISVX vs. SFILX - Expense Ratio Comparison
DISVX has a 0.46% expense ratio, which is higher than SFILX's 0.39% expense ratio.
Correlation
The correlation between DISVX and SFILX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
DISVX vs. SFILX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Cap Value Portfolio (DISVX) and Schwab Fundamental International Small Company Index Fund (SFILX). 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. SFILX - Dividend Comparison
DISVX's dividend yield for the trailing twelve months is around 3.92%, more than SFILX's 3.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISVX DFA International Small Cap Value Portfolio | 3.92% | 3.75% | 2.40% | 2.76% | 1.85% | 2.47% | 2.20% | 2.54% | 2.60% | 2.01% | 2.09% | 2.12% |
SFILX Schwab Fundamental International Small Company Index Fund | 3.04% | 3.11% | 1.99% | 2.87% | 1.98% | 2.78% | 2.70% | 2.35% | 2.45% | 2.09% | 1.74% | 2.75% |
Drawdowns
DISVX vs. SFILX - Drawdown Comparison
The maximum DISVX drawdown since its inception was -63.79%, which is greater than SFILX's maximum drawdown of -54.02%. Use the drawdown chart below to compare losses from any high point for DISVX and SFILX. For additional features, visit the drawdowns tool.
Volatility
DISVX vs. SFILX - Volatility Comparison
DFA International Small Cap Value Portfolio (DISVX) has a higher volatility of 4.03% compared to Schwab Fundamental International Small Company Index Fund (SFILX) at 3.62%. This indicates that DISVX's price experiences larger fluctuations and is considered to be riskier than SFILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.