EISIX vs. DFWVX

Last updated Jun 4, 2026

EISIX (Carillon ClariVest International Stock Fund) and DFWVX (DFA World ex U.S. Value Portfolio Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, EISIX returned 12.26%/yr vs 29.51%/yr for DFWVX. Their correlation of 0.92 suggests significant overlap in exposure. EISIX charges 0.96%/yr vs 0.40%/yr for DFWVX.

Performance

EISIX vs. DFWVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carillon ClariVest International Stock Fund (EISIX) and DFA World ex U.S. Value Portfolio Fund (DFWVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EISIX achieves a 23.83% return, which is significantly higher than DFWVX's 17.30% return. Over the past 10 years, EISIX has underperformed DFWVX with an annualized return of 12.26%, while DFWVX has yielded a comparatively higher 29.51% annualized return.

EISIX

• 1D: 1.24%
• 1M: 10.86%
• YTD: 23.83%
• 6M: 27.70%
• 1Y: 50.10%
• 3Y*: 29.39%
• 5Y*: 16.38%
• 10Y*: 12.26%

DFWVX

• 1D: 0.75%
• 1M: 5.65%
• YTD: 17.30%
• 6M: 20.85%
• 1Y: 41.46%
• 3Y*: 24.46%
• 5Y*: 16.46%
• 10Y*: 29.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EISIX vs. DFWVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EISIX Carillon ClariVest International Stock Fund	23.83%	39.31%	14.86%	20.02%	-11.83%	17.84%	2.92%	18.66%	-17.86%	27.57%
DFWVX DFA World ex U.S. Value Portfolio Fund	17.30%	40.30%	6.66%	17.37%	-6.41%	32.65%	-0.40%	344.89%	-16.69%	28.21%

Correlation

The correlation between EISIX and DFWVX is 0.92, 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	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.93
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 3, 2014	0.92

The correlation between EISIX and DFWVX has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

Return for Risk

EISIX vs. DFWVX — Risk / Return Rank

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

EISIX

EISIX Risk / Return Rank: 86
EISIX Sharpe Ratio Rank: 92
EISIX Sortino Ratio Rank: 86
EISIX Omega Ratio Rank: 85
EISIX Calmar Ratio Rank: 84
EISIX Martin Ratio Rank: 83

DFWVX

DFWVX Risk / Return Rank: 88
DFWVX Sharpe Ratio Rank: 94
DFWVX Sortino Ratio Rank: 90
DFWVX Omega Ratio Rank: 88
DFWVX Calmar Ratio Rank: 87
DFWVX Martin Ratio Rank: 84

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.

EISIX vs. DFWVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon ClariVest International Stock Fund (EISIX) and DFA World ex U.S. Value Portfolio Fund (DFWVX). 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.

	EISIX	DFWVX	Difference
Sharpe ratio: Return per unit of total volatility	3.13	3.26	-0.14
Sortino ratio: Return per unit of downside risk	4.05	4.35	-0.30
Omega ratio: Gain probability vs. loss probability	1.58	1.61	-0.03
Calmar ratio: Return relative to maximum drawdown	3.97	4.20	-0.23
Martin ratio: Return relative to average drawdown	15.76	15.89	-0.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EISIX vs. DFWVX - Sharpe Ratio Comparison

The current EISIX Sharpe Ratio is 3.13, which is comparable to the DFWVX Sharpe Ratio of 3.26. The chart below compares the historical Sharpe Ratios of EISIX and DFWVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EISIX	DFWVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.13	3.26	-0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.02	1.03	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.85	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.72	-0.11

Drawdowns

EISIX vs. DFWVX - Drawdown Comparison

The maximum EISIX drawdown since its inception was -39.30%, roughly equal to the maximum DFWVX drawdown of -41.32%. Use the drawdown chart below to compare losses from any high point for EISIX and DFWVX.

Drawdown Indicators

	EISIX	DFWVX	Difference
Max Drawdown Largest peak-to-trough decline	-39.30%	-41.32%	+2.02%
Max Drawdown (1Y) Largest decline over 1 year	-12.54%	-9.91%	-2.63%
Max Drawdown (3Y) Largest decline over 3 years	-13.38%	-14.11%	+0.73%
Max Drawdown (5Y) Largest decline over 5 years	-27.05%	-24.59%	-2.46%
Max Drawdown (10Y) Largest decline over 10 years	-39.30%	-41.32%	+2.02%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.47%	-7.08%	-0.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.15%	2.60%	+0.55%

Volatility

EISIX vs. DFWVX - Volatility Comparison

Carillon ClariVest International Stock Fund (EISIX) has a higher volatility of 5.80% compared to DFA World ex U.S. Value Portfolio Fund (DFWVX) at 4.18%. This indicates that EISIX's price experiences larger fluctuations and is considered to be riskier than DFWVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EISIX	DFWVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.80%	4.18%	+1.62%
Volatility (6M) Calculated over the trailing 6-month period	13.67%	10.52%	+3.15%
Volatility (1Y) Calculated over the trailing 1-year period	15.94%	12.77%	+3.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.15%	16.06%	+0.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.70%	34.91%	-18.21%

EISIX vs. DFWVX - Expense Ratio Comparison

EISIX has a 0.96% expense ratio, which is higher than DFWVX's 0.40% expense ratio.

Dividends

EISIX vs. DFWVX - Dividend Comparison

EISIX's dividend yield for the trailing twelve months is around 2.42%, less than DFWVX's 3.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFWVX DFA World ex U.S. Value Portfolio Fund	3.37%	3.66%	4.28%	4.30%	3.75%	15.97%	2.43%	110.54%	5.26%	2.70%	2.92%	2.77%
EISIX Carillon ClariVest International Stock Fund	2.42%	3.00%	3.83%	2.95%	0.87%	1.81%	1.09%	2.39%	1.81%	1.36%	2.31%	0.77%

Frequently Asked Questions

Can I hold both EISIX and DFWVX in my portfolio?

With a correlation of 0.92, EISIX and DFWVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, EISIX or DFWVX?

EISIX has higher volatility (5.80%) compared to DFWVX (4.18%). In terms of maximum drawdown, EISIX dropped -39.30% vs DFWVX's -41.32%.

Which has better risk-adjusted returns?

DFWVX currently has the higher Sharpe Ratio (3.26 vs 3.13), 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.