DRILX vs. DISVX
DRILX (Dimensional 2060 Target Date Retirement Income Fund) and DISVX (DFA International Small Cap Value Portfolio Institutional Class) are both mutual funds - DRILX is a Target Retirement Date fund managed by Dimensional, while DISVX is a Foreign Small & Mid Cap Equities fund actively managed by Dimensional. Over the past 10 years, DRILX returned 12.31%/yr vs 10.79%/yr for DISVX. Their correlation of 0.81 means they have usually moved in the same direction. DRILX charges 0.22%/yr vs 0.43%/yr for DISVX.
Performance
DRILX vs. DISVX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with DRILX having a 11.16% return and DISVX slightly lower at 10.94%. Over the past 10 years, DRILX has outperformed DISVX with an annualized return of 12.31%, while DISVX has yielded a comparatively lower 10.79% annualized return.
DRILX
- 1D
- 0.35%
- 1M
- 0.24%
- 6M
- 7.45%
- YTD
- 11.16%
- 1Y
- 21.37%
- 3Y*
- 17.59%
- 5Y*
- 11.10%
- 10Y*
- 12.31%
- ALL TIME*
- 12.34%
DISVX
- 1D
- -0.85%
- 1M
- 2.17%
- 6M
- 3.74%
- YTD
- 10.94%
- 1Y
- 31.03%
- 3Y*
- 23.94%
- 5Y*
- 14.38%
- 10Y*
- 10.79%
- ALL TIME*
- 8.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DRILX vs. DISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRILX Dimensional 2060 Target Date Retirement Income Fund | 11.16% | 19.66% | 17.10% | 21.37% | -15.28% | 21.08% | 14.10% | 25.61% | -9.07% | 21.51% |
DISVX DFA International Small Cap Value Portfolio Institutional Class | 10.94% | 52.17% | 7.88% | 17.58% | -9.80% | 15.84% | 0.82% | 21.04% | -23.36% | 25.41% |
Correlation
The correlation between DRILX and DISVX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.81 |
The correlation between DRILX and DISVX has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.
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Return for Risk
DRILX vs. DISVX — Risk / Return Rank
DRILX
DISVX
DRILX vs. DISVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional 2060 Target Date Retirement Income Fund (DRILX) 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.
| DRILX | DISVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.38 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 2.43 | +0.24 |
| Martin ratioReturn relative to average drawdown | 11.16 | 7.69 | +3.47 |
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Drawdowns
DRILX vs. DISVX - Drawdown Comparison
The maximum DRILX drawdown since its inception was -33.48%, smaller than the maximum DISVX drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for DRILX and DISVX.
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Drawdown Indicators
| DRILX | DISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.48% | -61.57% | +28.09% |
Max Drawdown (1Y)Largest decline over 1 year | -8.58% | -13.26% | +4.68% |
Max Drawdown (3Y)Largest decline over 3 years | -15.76% | -13.69% | -2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -27.43% | +3.93% |
Max Drawdown (10Y)Largest decline over 10 years | -33.48% | -49.24% | +15.76% |
Current DrawdownCurrent decline from peak | -1.09% | -3.06% | +1.97% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -12.16% | +7.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 4.16% | -2.16% |
Volatility
DRILX vs. DISVX - Volatility Comparison
The current volatility for Dimensional 2060 Target Date Retirement Income Fund (DRILX) is 3.36%, while DFA International Small Cap Value Portfolio Institutional Class (DISVX) has a volatility of 4.95%. This indicates that DRILX 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
| DRILX | DISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 4.95% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 12.89% | -2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 15.16% | -3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.95% | 16.13% | -1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.69% | 16.48% | -0.79% |
DRILX vs. DISVX - Expense Ratio Comparison
DRILX has a 0.22% expense ratio, which is lower than DISVX's 0.43% expense ratio.
Dividends
DRILX vs. DISVX - Dividend Comparison
DRILX's dividend yield for the trailing twelve months is around 1.81%, less than DISVX's 6.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DISVX DFA International Small Cap Value Portfolio Institutional Class | 6.49% | 7.17% | 4.56% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 3.77% | 5.85% | 3.51% |
DRILX Dimensional 2060 Target Date Retirement Income Fund | 1.81% | 1.47% | 2.40% | 3.26% | 3.97% | 2.25% | 2.11% | 2.12% | 2.25% | 0.91% | 1.96% | 0.00% |
Frequently Asked Questions
DRILX and DISVX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DISVX has higher volatility (4.95%) compared to DRILX (3.36%). In terms of maximum drawdown, DRILX dropped -33.48% vs DISVX's -61.57%.
DISVX currently has the higher Sharpe Ratio (2.12 vs 1.89), 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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