DWUSX vs. DFFVX
Compare and contrast key facts about DFA World ex U.S. Targeted Value Portfolio (DWUSX) and DFA U.S. Targeted Value Portfolio (DFFVX).
DWUSX is managed by Dimensional. It was launched on Oct 31, 2012. DFFVX is managed by Dimensional. It was launched on Feb 23, 2000.
Performance
DWUSX vs. DFFVX - Performance Comparison
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DWUSX vs. DFFVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DWUSX DFA World ex U.S. Targeted Value Portfolio | 3.40% | 39.16% | 5.31% | 17.40% | -11.83% | 26.30% | 4.96% | 17.39% | -20.38% | 30.95% |
DFFVX DFA U.S. Targeted Value Portfolio | 5.44% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
Returns By Period
In the year-to-date period, DWUSX achieves a 3.40% return, which is significantly lower than DFFVX's 5.44% return. Both investments have delivered pretty close results over the past 10 years, with DWUSX having a 10.76% annualized return and DFFVX not far behind at 10.46%.
DWUSX
- 1D
- 2.56%
- 1M
- -7.73%
- YTD
- 3.40%
- 6M
- 8.96%
- 1Y
- 35.84%
- 3Y*
- 18.87%
- 5Y*
- 12.39%
- 10Y*
- 10.76%
DFFVX
- 1D
- 2.10%
- 1M
- -4.22%
- YTD
- 5.44%
- 6M
- 8.08%
- 1Y
- 23.93%
- 3Y*
- 14.30%
- 5Y*
- 8.31%
- 10Y*
- 10.46%
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DWUSX vs. DFFVX - Expense Ratio Comparison
DWUSX has a 0.52% expense ratio, which is higher than DFFVX's 0.29% expense ratio.
Return for Risk
DWUSX vs. DFFVX — Risk / Return Rank
DWUSX
DFFVX
DWUSX vs. DFFVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Targeted Value Portfolio (DWUSX) and DFA U.S. Targeted Value Portfolio (DFFVX). 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.
| DWUSX | DFFVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.53 | 1.08 | +1.45 |
Sortino ratioReturn per unit of downside risk | 3.12 | 1.62 | +1.50 |
Omega ratioGain probability vs. loss probability | 1.51 | 1.22 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 2.82 | 1.66 | +1.16 |
Martin ratioReturn relative to average drawdown | 10.95 | 6.14 | +4.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DWUSX | DFFVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 1.08 | +1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.38 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.44 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.46 | +0.13 |
Correlation
The correlation between DWUSX and DFFVX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DWUSX vs. DFFVX - Dividend Comparison
DWUSX's dividend yield for the trailing twelve months is around 2.70%, more than DFFVX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWUSX DFA World ex U.S. Targeted Value Portfolio | 2.70% | 2.64% | 2.86% | 2.81% | 2.91% | 16.59% | 1.37% | 3.22% | 5.51% | 3.18% | 1.94% | 1.27% |
DFFVX DFA U.S. Targeted Value Portfolio | 1.63% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
Drawdowns
DWUSX vs. DFFVX - Drawdown Comparison
The maximum DWUSX drawdown since its inception was -49.65%, smaller than the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for DWUSX and DFFVX.
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Drawdown Indicators
| DWUSX | DFFVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.65% | -64.21% | +14.56% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -14.71% | +3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -26.71% | -26.09% | -0.62% |
Max Drawdown (10Y)Largest decline over 10 years | -49.65% | -50.75% | +1.10% |
Current DrawdownCurrent decline from peak | -8.95% | -6.13% | -2.82% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -9.76% | +1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 3.98% | -0.93% |
Volatility
DWUSX vs. DFFVX - Volatility Comparison
DFA World ex U.S. Targeted Value Portfolio (DWUSX) has a higher volatility of 6.72% compared to DFA U.S. Targeted Value Portfolio (DFFVX) at 5.40%. This indicates that DWUSX's price experiences larger fluctuations and is considered to be riskier than DFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DWUSX | DFFVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 5.40% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 12.36% | -2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.63% | 22.64% | -8.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 21.71% | -6.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.93% | 23.68% | -7.75% |