DSFIX vs. DISVX
Compare and contrast key facts about DFA Social Fixed Income Portfolio (DSFIX) and DFA International Small Cap Value Portfolio (DISVX).
DSFIX is managed by Dimensional. It was launched on Apr 5, 2016. DISVX is managed by Dimensional. It was launched on Dec 28, 1994.
Performance
DSFIX vs. DISVX - Performance Comparison
Loading graphics...
DSFIX vs. DISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSFIX DFA Social Fixed Income Portfolio | -0.34% | 6.80% | 1.81% | 7.18% | -13.07% | -2.19% | 9.26% | 9.83% | -0.32% | 3.24% |
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% | 24.36% |
Returns By Period
DSFIX
- 1D
- 0.52%
- 1M
- -2.16%
- YTD
- -0.34%
- 6M
- 0.44%
- 1Y
- 3.96%
- 3Y*
- 4.02%
- 5Y*
- 0.51%
- 10Y*
- —
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DSFIX vs. DISVX - Expense Ratio Comparison
DSFIX has a 0.21% expense ratio, which is lower than DISVX's 0.46% expense ratio.
Return for Risk
DSFIX vs. DISVX — Risk / Return Rank
DSFIX
DISVX
DSFIX vs. DISVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Social Fixed Income Portfolio (DSFIX) and DFA International Small Cap Value Portfolio (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.
| DSFIX | DISVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 2.26 | -1.30 |
Sortino ratioReturn per unit of downside risk | 1.38 | 2.78 | -1.40 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.45 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 2.59 | -0.93 |
Martin ratioReturn relative to average drawdown | 5.05 | 10.39 | -5.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DSFIX | DISVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 2.26 | -1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.84 | -0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.50 | -0.07 |
Correlation
The correlation between DSFIX and DISVX is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DSFIX vs. DISVX - Dividend Comparison
DSFIX's dividend yield for the trailing twelve months is around 4.03%, less than DISVX's 7.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSFIX DFA Social Fixed Income Portfolio | 4.03% | 3.61% | 3.95% | 3.28% | 2.54% | 2.70% | 2.22% | 2.58% | 2.56% | 1.87% | 0.00% | 0.00% |
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% |
Drawdowns
DSFIX vs. DISVX - Drawdown Comparison
The maximum DSFIX drawdown since its inception was -18.94%, smaller than the maximum DISVX drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for DSFIX and DISVX.
Loading graphics...
Drawdown Indicators
| DSFIX | DISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.94% | -61.57% | +42.63% |
Max Drawdown (1Y)Largest decline over 1 year | -2.66% | -13.26% | +10.60% |
Max Drawdown (5Y)Largest decline over 5 years | -18.87% | -27.43% | +8.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.24% | — |
Current DrawdownCurrent decline from peak | -2.16% | -12.61% | +10.45% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -12.24% | +7.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 3.30% | -2.43% |
Volatility
DSFIX vs. DISVX - Volatility Comparison
The current volatility for DFA Social Fixed Income Portfolio (DSFIX) is 1.59%, while DFA International Small Cap Value Portfolio (DISVX) has a volatility of 6.40%. This indicates that DSFIX 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.
Loading graphics...
Volatility by Period
| DSFIX | DISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.59% | 6.40% | -4.81% |
Volatility (6M)Calculated over the trailing 6-month period | 2.60% | 10.69% | -8.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.39% | 16.28% | -11.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.77% | 15.93% | -10.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.97% | 16.71% | -11.74% |