DMA vs. DISVX
DMA (Dimensional Managed Account Fund) and DISVX (DFA International Small Cap Value Portfolio Institutional Class) are both mutual funds - DMA is a Diversified Portfolio fund managed by Dimensional, while DISVX is a Foreign Small & Mid Cap Equities fund actively managed by Dimensional. Over the past 3 years, DMA returned 23.79%/yr vs 23.91%/yr for DISVX. Their 0.27 correlation means their historical movements had little consistent relationship. DMA charges 0.03%/yr vs 0.43%/yr for DISVX.
Performance
DMA vs. DISVX - Performance Comparison
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Returns By Period
In the year-to-date period, DMA achieves a -7.49% return, which is significantly lower than DISVX's 11.89% return.
DMA
- 1D
- -0.27%
- 1M
- -0.14%
- 6M
- -8.54%
- YTD
- -7.49%
- 1Y
- 0.42%
- 3Y*
- 23.79%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -1.91%
DISVX
- 1D
- 2.71%
- 1M
- 3.05%
- 6M
- 4.78%
- YTD
- 11.89%
- 1Y
- 32.15%
- 3Y*
- 23.91%
- 5Y*
- 14.57%
- 10Y*
- 10.86%
- ALL TIME*
- 8.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $169.87K | $140.11K | $169.40K |
DMA vs. DISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DMA Dimensional Managed Account Fund | -7.49% | 16.89% | 41.06% | -3.81% | -37.55% |
DISVX DFA International Small Cap Value Portfolio Institutional Class | 11.89% | 52.17% | 7.88% | 17.58% | -12.46% |
Correlation
The correlation between DMA and DISVX is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2022 | 0.27 |
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Return for Risk
DMA vs. DISVX — Risk / Return Rank
DMA
DISVX
DMA vs. DISVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Managed Account Fund (DMA) and DFA International Small Cap Value Portfolio Institutional Class (DISVX). 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.
| DMA | DISVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.93 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.39 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.00 | 2.47 | -2.46 |
| Martin ratioReturn relative to average drawdown | 0.01 | 7.83 | -7.82 |
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Drawdowns
DMA vs. DISVX - Drawdown Comparison
The maximum DMA drawdown since its inception was -53.24%, smaller than the maximum DISVX drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for DMA and DISVX.
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Drawdown Indicators
| DMA | DISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.24% | -61.57% | +8.33% |
Max Drawdown (1Y)Largest decline over 1 year | -18.34% | -13.26% | -5.08% |
Max Drawdown (3Y)Largest decline over 3 years | -18.34% | -13.69% | -4.65% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.24% | — |
Current DrawdownCurrent decline from peak | -9.14% | -2.23% | -6.91% |
Average DrawdownAverage peak-to-trough decline | -25.27% | -12.16% | -13.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.19% | 4.16% | +3.03% |
Volatility
DMA vs. DISVX - Volatility Comparison
The current volatility for Dimensional Managed Account Fund (DMA) is 4.12%, while DFA International Small Cap Value Portfolio Institutional Class (DISVX) has a volatility of 4.89%. This indicates that DMA experiences smaller price fluctuations and is considered to be less risky than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DMA | DISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 4.89% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 14.14% | 12.86% | +1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 15.17% | +0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.01% | 16.13% | +10.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.01% | 16.49% | +10.52% |
DMA vs. DISVX - Expense Ratio Comparison
DMA has a 0.03% expense ratio, which is lower than DISVX's 0.43% expense ratio.
Dividends
DMA vs. DISVX - Dividend Comparison
DMA's dividend yield for the trailing twelve months is around 16.62%, more than DISVX's 6.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISVX DFA International Small Cap Value Portfolio Institutional Class | 6.43% | 7.17% | 4.56% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 3.77% | 5.85% | 3.51% |
DMA Dimensional Managed Account Fund | 16.62% | 9.42% | 3.83% | 5.22% | 10.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DMA and DISVX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DISVX has higher volatility (4.89%) compared to DMA (4.12%). In terms of maximum drawdown, DMA dropped -53.24% vs DISVX's -61.57%.
DISVX currently has the higher Sharpe Ratio (2.16 vs 0.01), 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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