IFTIX vs. DFWVX

Last updated Jun 4, 2026

IFTIX (Voya International High Dividend Low Volatility Portfolio) and DFWVX (DFA World ex U.S. Value Portfolio Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, IFTIX returned 8.67%/yr vs 29.51%/yr for DFWVX. Their correlation of 0.90 suggests significant overlap in exposure. IFTIX charges 0.72%/yr vs 0.40%/yr for DFWVX.

Performance

IFTIX vs. DFWVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya International High Dividend Low Volatility Portfolio (IFTIX) 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, IFTIX achieves a 6.84% return, which is significantly lower than DFWVX's 17.30% return. Over the past 10 years, IFTIX has underperformed DFWVX with an annualized return of 8.67%, while DFWVX has yielded a comparatively higher 29.51% annualized return.

IFTIX

• 1D: -0.19%
• 1M: 0.59%
• YTD: 6.84%
• 6M: 9.75%
• 1Y: 18.28%
• 3Y*: 19.53%
• 5Y*: 10.71%
• 10Y*: 8.67%

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)

IFTIX vs. DFWVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IFTIX Voya International High Dividend Low Volatility Portfolio	6.84%	37.73%	7.31%	14.73%	-8.89%	12.10%	-0.52%	16.67%	-14.95%	22.34%
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 IFTIX and DFWVX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Aug 6, 2012	0.90

The correlation between IFTIX and DFWVX shifts across timeframes, from 0.77 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

Return for Risk

IFTIX vs. DFWVX — Risk / Return Rank

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

IFTIX

IFTIX Risk / Return Rank: 33
IFTIX Sharpe Ratio Rank: 31
IFTIX Sortino Ratio Rank: 30
IFTIX Omega Ratio Rank: 31
IFTIX Calmar Ratio Rank: 37
IFTIX Martin Ratio Rank: 35

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.

IFTIX vs. DFWVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya International High Dividend Low Volatility Portfolio (IFTIX) 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.

	IFTIX	DFWVX	Difference
Sharpe ratio: Return per unit of total volatility	1.60	3.26	-1.66
Sortino ratio: Return per unit of downside risk	2.27	4.35	-2.09
Omega ratio: Gain probability vs. loss probability	1.29	1.61	-0.32
Calmar ratio: Return relative to maximum drawdown	2.30	4.20	-1.89
Martin ratio: Return relative to average drawdown	7.71	15.89	-8.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IFTIX vs. DFWVX - Sharpe Ratio Comparison

The current IFTIX Sharpe Ratio is 1.60, which is lower than the DFWVX Sharpe Ratio of 3.26. The chart below compares the historical Sharpe Ratios of IFTIX 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

	IFTIX	DFWVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.60	3.26	-1.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.82	1.03	-0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.85	-0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.72	-0.41

Drawdowns

IFTIX vs. DFWVX - Drawdown Comparison

The maximum IFTIX drawdown since its inception was -57.91%, which is greater than DFWVX's maximum drawdown of -41.32%. Use the drawdown chart below to compare losses from any high point for IFTIX and DFWVX.

Drawdown Indicators

	IFTIX	DFWVX	Difference
Max Drawdown Largest peak-to-trough decline	-57.91%	-41.32%	-16.59%
Max Drawdown (1Y) Largest decline over 1 year	-8.44%	-9.91%	+1.47%
Max Drawdown (3Y) Largest decline over 3 years	-10.20%	-14.11%	+3.91%
Max Drawdown (5Y) Largest decline over 5 years	-25.56%	-24.59%	-0.97%
Max Drawdown (10Y) Largest decline over 10 years	-37.08%	-41.32%	+4.24%
Current Drawdown Current decline from peak	-2.94%	0.00%	-2.94%
Average Drawdown Average peak-to-trough decline	-11.55%	-7.08%	-4.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.40%	2.60%	-0.20%

Volatility

IFTIX vs. DFWVX - Volatility Comparison

The current volatility for Voya International High Dividend Low Volatility Portfolio (IFTIX) is 3.77%, while DFA World ex U.S. Value Portfolio Fund (DFWVX) has a volatility of 4.18%. This indicates that IFTIX experiences smaller price fluctuations and is considered to be less risky than DFWVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IFTIX	DFWVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.77%	4.18%	-0.41%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	10.52%	-1.15%
Volatility (1Y) Calculated over the trailing 1-year period	12.22%	12.77%	-0.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.48%	16.06%	-2.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.92%	34.91%	-19.99%

IFTIX vs. DFWVX - Expense Ratio Comparison

IFTIX has a 0.72% expense ratio, which is higher than DFWVX's 0.40% expense ratio.

Dividends

IFTIX vs. DFWVX - Dividend Comparison

IFTIX's dividend yield for the trailing twelve months is around 43.33%, more 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%
IFTIX Voya International High Dividend Low Volatility Portfolio	43.33%	5.45%	4.88%	4.42%	4.87%	2.41%	17.71%	10.80%	2.45%	1.89%	3.45%	4.29%

Frequently Asked Questions

Can I hold both IFTIX and DFWVX in my portfolio?

IFTIX and DFWVX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IFTIX or DFWVX?

DFWVX has higher volatility (4.18%) compared to IFTIX (3.77%). In terms of maximum drawdown, IFTIX dropped -57.91% vs DFWVX's -41.32%.

Which has better risk-adjusted returns?

DFWVX currently has the higher Sharpe Ratio (3.26 vs 1.60), 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.