DREIX vs. LVAGX
DREIX (DFA World Core Equity Portfolio) and LVAGX (LSV Global Value Fund) are both Global Equities funds. Over the past 10 years, DREIX returned 12.57%/yr vs 12.09%/yr for LVAGX. Their correlation of 0.93 suggests significant overlap in exposure. DREIX charges 0.27%/yr vs 1.15%/yr for LVAGX.
Performance
DREIX vs. LVAGX - Performance Comparison
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Returns By Period
In the year-to-date period, DREIX achieves a 10.90% return, which is significantly lower than LVAGX's 21.70% return. Both investments have delivered pretty close results over the past 10 years, with DREIX having a 12.57% annualized return and LVAGX not far behind at 12.09%.
DREIX
- 1D
- -1.77%
- 1M
- -0.29%
- YTD
- 10.90%
- 6M
- 9.92%
- 1Y
- 25.33%
- 3Y*
- 19.71%
- 5Y*
- 10.63%
- 10Y*
- 12.57%
LVAGX
- 1D
- -1.37%
- 1M
- 1.41%
- YTD
- 21.70%
- 6M
- 20.49%
- 1Y
- 39.91%
- 3Y*
- 22.58%
- 5Y*
- 12.99%
- 10Y*
- 12.09%
DREIX vs. LVAGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DREIX DFA World Core Equity Portfolio | 10.90% | 21.88% | 14.91% | 20.52% | -14.84% | 19.09% | 13.43% | 25.48% | -12.30% | 24.27% |
LVAGX LSV Global Value Fund | 21.70% | 26.84% | 6.86% | 18.76% | -8.44% | 21.07% | 0.15% | 21.99% | -15.70% | 21.70% |
Correlation
The correlation between DREIX and LVAGX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.93 |
The correlation between DREIX and LVAGX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
DREIX vs. LVAGX — Risk / Return Rank
DREIX
LVAGX
DREIX vs. LVAGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World Core Equity Portfolio (DREIX) and LSV Global Value Fund (LVAGX). 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.
| DREIX | LVAGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.56 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 5.95 | -2.97 |
| Martin ratioReturn relative to average drawdown | 12.77 | 21.70 | -8.93 |
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Drawdowns
DREIX vs. LVAGX - Drawdown Comparison
The maximum DREIX drawdown since its inception was -36.65%, smaller than the maximum LVAGX drawdown of -42.32%. Use the drawdown chart below to compare losses from any high point for DREIX and LVAGX.
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Drawdown Indicators
| DREIX | LVAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.65% | -42.32% | +5.67% |
Max Drawdown (1Y)Largest decline over 1 year | -9.15% | -7.03% | -2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -16.19% | -16.13% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -24.83% | -23.77% | -1.06% |
Max Drawdown (10Y)Largest decline over 10 years | -36.65% | -42.32% | +5.67% |
Current DrawdownCurrent decline from peak | -2.30% | -2.83% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -4.80% | -6.99% | +2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 1.92% | +0.20% |
Volatility
DREIX vs. LVAGX - Volatility Comparison
DFA World Core Equity Portfolio (DREIX) and LSV Global Value Fund (LVAGX) have volatilities of 5.02% and 5.25%, 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
| DREIX | LVAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 5.25% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.30% | 10.56% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.34% | 13.30% | -0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.39% | 15.41% | -0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 16.88% | -0.47% |
DREIX vs. LVAGX - Expense Ratio Comparison
DREIX has a 0.27% expense ratio, which is lower than LVAGX's 1.15% expense ratio.
Dividends
DREIX vs. LVAGX - Dividend Comparison
DREIX's dividend yield for the trailing twelve months is around 4.77%, less than LVAGX's 5.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DREIX DFA World Core Equity Portfolio | 4.77% | 5.06% | 3.22% | 3.23% | 3.54% | 1.40% | 1.47% | 2.12% | 2.88% | 1.42% | 1.77% | 2.11% |
LVAGX LSV Global Value Fund | 5.24% | 6.38% | 2.44% | 2.69% | 1.52% | 2.04% | 1.66% | 1.99% | 4.71% | 1.86% | 2.54% | 2.35% |
Frequently Asked Questions
DREIX and LVAGX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LVAGX has higher volatility (5.25%) compared to DREIX (5.02%). In terms of maximum drawdown, DREIX dropped -36.65% vs LVAGX's -42.32%.
LVAGX currently has the higher Sharpe Ratio (3.14 vs 2.21), 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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