IDEV vs. DFVQX

Last updated Jun 3, 2026

IDEV (iShares Core MSCI International Developed Markets ETF) and DFVQX (DFA International Vector Equity Portfolio) are both funds - IDEV is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Investable Market Index, while DFVQX is a Foreign Small & Mid Cap Equities fund managed by Dimensional. Over the past 5 years, IDEV returned 8.88%/yr vs 10.19%/yr for DFVQX. With a 0.95 correlation, they move nearly in lockstep. IDEV charges 0.05%/yr vs 0.36%/yr for DFVQX.

Performance

IDEV vs. DFVQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI International Developed Markets ETF (IDEV) and DFA International Vector Equity Portfolio (DFVQX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDEV achieves a 9.92% return, which is significantly lower than DFVQX's 11.57% return.

IDEV

• 1D: 0.62%
• 1M: 2.82%
• YTD: 9.92%
• 6M: 13.26%
• 1Y: 23.41%
• 3Y*: 17.76%
• 5Y*: 8.88%
• 10Y*: —

DFVQX

• 1D: -0.50%
• 1M: 2.14%
• YTD: 11.57%
• 6M: 15.18%
• 1Y: 28.80%
• 3Y*: 20.69%
• 5Y*: 10.19%
• 10Y*: 9.97%

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

IDEV vs. DFVQX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDEV iShares Core MSCI International Developed Markets ETF	9.92%	32.56%	4.54%	17.36%	-14.99%	13.00%	8.32%	23.12%	-14.10%	17.29%
DFVQX DFA International Vector Equity Portfolio	11.57%	38.02%	4.55%	17.05%	-12.54%	15.01%	6.10%	20.87%	-19.03%	18.86%

Correlation

The correlation between IDEV and DFVQX is 0.94, 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	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (All Time) Calculated using the full available price history since Mar 24, 2017	0.95

The correlation between IDEV and DFVQX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

Return for Risk

IDEV vs. DFVQX — Risk / Return Rank

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

IDEV

IDEV Risk / Return Rank: 47
IDEV Sharpe Ratio Rank: 46
IDEV Sortino Ratio Rank: 46
IDEV Omega Ratio Rank: 45
IDEV Calmar Ratio Rank: 44
IDEV Martin Ratio Rank: 51

DFVQX

DFVQX Risk / Return Rank: 55
DFVQX Sharpe Ratio Rank: 59
DFVQX Sortino Ratio Rank: 56
DFVQX Omega Ratio Rank: 54
DFVQX Calmar Ratio Rank: 52
DFVQX Martin Ratio Rank: 53

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.

IDEV vs. DFVQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI International Developed Markets ETF (IDEV) and DFA International Vector Equity Portfolio (DFVQX). 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.

	IDEV	DFVQX	Difference
Sharpe ratio Return per unit of total volatility	1.62	2.27	-0.65
Sortino ratio Return per unit of downside risk	2.31	3.14	-0.83
Omega ratio Gain probability vs. loss probability	1.29	1.41	-0.11
Calmar ratio Return relative to maximum drawdown	2.22	2.76	-0.54
Martin ratio Return relative to average drawdown	8.73	10.82	-2.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDEV vs. DFVQX - Sharpe Ratio Comparison

The current IDEV Sharpe Ratio is 1.62, which is comparable to the DFVQX Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of IDEV and DFVQX, 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

	IDEV	DFVQX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.62	2.27	-0.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.66	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.61	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.61	-0.06

Drawdowns

IDEV vs. DFVQX - Drawdown Comparison

The maximum IDEV drawdown since its inception was -34.77%, smaller than the maximum DFVQX drawdown of -44.58%. Use the drawdown chart below to compare losses from any high point for IDEV and DFVQX.

Drawdown Indicators

	IDEV	DFVQX	Difference
Max Drawdown Largest peak-to-trough decline	-34.77%	-44.58%	+9.81%
Max Drawdown (1Y) Largest decline over 1 year	-11.20%	-10.98%	-0.22%
Max Drawdown (3Y) Largest decline over 3 years	-13.41%	-13.00%	-0.41%
Max Drawdown (5Y) Largest decline over 5 years	-29.15%	-28.33%	-0.82%
Max Drawdown (10Y) Largest decline over 10 years	—	-44.58%	—
Current Drawdown Current decline from peak	-0.08%	-0.90%	+0.82%
Average Drawdown Average peak-to-trough decline	-6.57%	-7.86%	+1.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.85%	2.80%	+0.05%

Volatility

IDEV vs. DFVQX - Volatility Comparison

iShares Core MSCI International Developed Markets ETF (IDEV) has a higher volatility of 4.71% compared to DFA International Vector Equity Portfolio (DFVQX) at 4.06%. This indicates that IDEV's price experiences larger fluctuations and is considered to be riskier than DFVQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDEV	DFVQX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.71%	4.06%	+0.65%
Volatility (6M) Calculated over the trailing 6-month period	12.07%	11.04%	+1.03%
Volatility (1Y) Calculated over the trailing 1-year period	14.52%	13.65%	+0.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.26%	15.64%	+0.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.27%	16.55%	+0.72%

IDEV vs. DFVQX - Expense Ratio Comparison

IDEV has a 0.05% expense ratio, which is lower than DFVQX's 0.36% expense ratio.

Dividends

IDEV vs. DFVQX - Dividend Comparison

IDEV's dividend yield for the trailing twelve months is around 3.10%, more than DFVQX's 2.92% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFVQX DFA International Vector Equity Portfolio	2.92%	3.06%	3.56%	3.47%	2.73%	4.76%	1.79%	2.68%	5.96%	1.81%	2.15%	2.77%
IDEV iShares Core MSCI International Developed Markets ETF	3.10%	3.40%	3.30%	3.07%	2.69%	3.05%	2.00%	3.18%	3.16%	1.54%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IDEV and DFVQX in my portfolio?

With a correlation of 0.94, IDEV and DFVQX 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, IDEV or DFVQX?

IDEV has higher volatility (4.71%) compared to DFVQX (4.06%). In terms of maximum drawdown, IDEV dropped -34.77% vs DFVQX's -44.58%.

Which has better risk-adjusted returns?

DFVQX currently has the higher Sharpe Ratio (2.27 vs 1.62), 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.