PortfoliosLab logoPortfoliosLab logo
DWFIX vs. DFSVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DWFIX vs. DFSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA World ex U.S. Government Fixed Income Portfolio (DWFIX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DWFIX vs. DFSVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DWFIX
DFA World ex U.S. Government Fixed Income Portfolio
-0.59%2.71%1.60%9.96%-18.94%-4.63%6.35%13.36%3.28%4.41%
DFSVX
DFA U.S. Small Cap Value Portfolio I
4.70%8.37%9.58%19.02%-3.57%39.97%2.24%18.15%-15.13%6.82%

Returns By Period

In the year-to-date period, DWFIX achieves a -0.59% return, which is significantly lower than DFSVX's 4.70% return. Over the past 10 years, DWFIX has underperformed DFSVX with an annualized return of 1.47%, while DFSVX has yielded a comparatively higher 10.61% annualized return.


DWFIX

1D
0.23%
1M
-2.77%
YTD
-0.59%
6M
-0.82%
1Y
2.34%
3Y*
3.27%
5Y*
-1.53%
10Y*
1.47%

DFSVX

1D
-0.56%
1M
-5.28%
YTD
4.70%
6M
8.23%
1Y
23.60%
3Y*
13.98%
5Y*
9.57%
10Y*
10.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DWFIX vs. DFSVX - Expense Ratio Comparison

DWFIX has a 0.20% expense ratio, which is lower than DFSVX's 0.30% expense ratio.


Return for Risk

DWFIX vs. DFSVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DWFIX
DWFIX Risk / Return Rank: 2727
Overall Rank
DWFIX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DWFIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
DWFIX Omega Ratio Rank: 2222
Omega Ratio Rank
DWFIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
DWFIX Martin Ratio Rank: 2626
Martin Ratio Rank

DFSVX
DFSVX Risk / Return Rank: 5757
Overall Rank
DFSVX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DFSVX Sortino Ratio Rank: 6262
Sortino Ratio Rank
DFSVX Omega Ratio Rank: 5757
Omega Ratio Rank
DFSVX Calmar Ratio Rank: 5858
Calmar Ratio Rank
DFSVX Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DWFIX vs. DFSVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Government Fixed Income Portfolio (DWFIX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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.


DWFIXDFSVXDifference

Sharpe ratio

Return per unit of total volatility

0.73

1.03

-0.30

Sortino ratio

Return per unit of downside risk

1.08

1.55

-0.47

Omega ratio

Gain probability vs. loss probability

1.13

1.22

-0.08

Calmar ratio

Return relative to maximum drawdown

0.82

1.34

-0.52

Martin ratio

Return relative to average drawdown

2.87

4.99

-2.13

DWFIX vs. DFSVX - Sharpe Ratio Comparison

The current DWFIX Sharpe Ratio is 0.73, which is comparable to the DFSVX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of DWFIX and DFSVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DWFIXDFSVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.03

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.44

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.45

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.51

-0.06

Correlation

The correlation between DWFIX and DFSVX is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DWFIX vs. DFSVX - Dividend Comparison

DWFIX's dividend yield for the trailing twelve months is around 2.47%, more than DFSVX's 1.66% yield.


TTM20252024202320222021202020192018201720162015
DWFIX
DFA World ex U.S. Government Fixed Income Portfolio
2.47%1.86%3.08%4.46%0.01%1.86%1.69%8.62%7.77%1.33%2.77%7.38%
DFSVX
DFA U.S. Small Cap Value Portfolio I
1.66%1.69%1.47%3.67%6.77%10.40%1.96%2.83%7.54%5.18%4.18%5.29%

Drawdowns

DWFIX vs. DFSVX - Drawdown Comparison

The maximum DWFIX drawdown since its inception was -24.76%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DWFIX and DFSVX.


Loading graphics...

Drawdown Indicators


DWFIXDFSVXDifference

Max Drawdown

Largest peak-to-trough decline

-24.76%

-66.70%

+41.94%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-15.11%

+12.11%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-27.69%

+4.14%

Max Drawdown (10Y)

Largest decline over 10 years

-24.76%

-52.12%

+27.36%

Current Drawdown

Current decline from peak

-11.90%

-7.77%

-4.13%

Average Drawdown

Average peak-to-trough decline

-5.97%

-9.51%

+3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

4.14%

-3.28%

Volatility

DWFIX vs. DFSVX - Volatility Comparison

The current volatility for DFA World ex U.S. Government Fixed Income Portfolio (DWFIX) is 1.46%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 5.00%. This indicates that DWFIX experiences smaller price fluctuations and is considered to be less risky than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DWFIXDFSVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

5.00%

-3.54%

Volatility (6M)

Calculated over the trailing 6-month period

2.15%

12.75%

-10.60%

Volatility (1Y)

Calculated over the trailing 1-year period

3.40%

23.31%

-19.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

21.67%

-15.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.46%

23.92%

-18.46%